Search results for: state space model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 24768

Search results for: state space model

20658 A Bi-Objective Model to Address Simultaneous Formulation of Project Scheduling and Material Ordering

Authors: Babak H. Tabrizi, Seyed Farid Ghaderi

Abstract:

Concurrent planning of project scheduling and material ordering has been increasingly addressed within last decades as an approach to improve the project execution costs. Therefore, we have taken the problem into consideration in this paper, aiming to maximize schedules quality robustness, in addition to minimize the relevant costs. In this regard, a bi-objective mathematical model is developed to formulate the problem. Moreover, it is possible to utilize the all-unit discount for materials purchasing. The problem is then solved by the constraint method, and the Pareto front is obtained for a variety of robustness values. The applicability and efficiency of the proposed model is tested by different numerical instances, finally.

Keywords: e-constraint method, material ordering, project management, project scheduling

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20657 Estimation of Soil Moisture at High Resolution through Integration of Optical and Microwave Remote Sensing and Applications in Drought Analyses

Authors: Donglian Sun, Yu Li, Paul Houser, Xiwu Zhan

Abstract:

California experienced severe drought conditions in the past years. In this study, the drought conditions in California are analyzed using soil moisture anomalies derived from integrated optical and microwave satellite observations along with auxiliary land surface data. Based on the U.S. Drought Monitor (USDM) classifications, three typical drought conditions were selected for the analysis: extreme drought conditions in 2007 and 2013, severe drought conditions in 2004 and 2009, and normal conditions in 2005 and 2006. Drought is defined as negative soil moisture anomaly. To estimate soil moisture at high spatial resolutions, three approaches are explored in this study: the universal triangle model that estimates soil moisture from Normalized Difference Vegetation Index (NDVI) and Land Surface Temperature (LST); the basic model that estimates soil moisture under different conditions with auxiliary data like precipitation, soil texture, topography, and surface types; and the refined model that uses accumulated precipitation and its lagging effects. It is found that the basic model shows better agreements with the USDM classifications than the universal triangle model, while the refined model using precipitation accumulated from the previous summer to current time demonstrated the closest agreements with the USDM patterns.

Keywords: soil moisture, high resolution, regional drought, analysis and monitoring

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20656 Coverage Probability Analysis of WiMAX Network under Additive White Gaussian Noise and Predicted Empirical Path Loss Model

Authors: Chaudhuri Manoj Kumar Swain, Susmita Das

Abstract:

This paper explores a detailed procedure of predicting a path loss (PL) model and its application in estimating the coverage probability in a WiMAX network. For this a hybrid approach is followed in predicting an empirical PL model of a 2.65 GHz WiMAX network deployed in a suburban environment. Data collection, statistical analysis, and regression analysis are the phases of operations incorporated in this approach and the importance of each of these phases has been discussed properly. The procedure of collecting data such as received signal strength indicator (RSSI) through experimental set up is demonstrated. From the collected data set, empirical PL and RSSI models are predicted with regression technique. Furthermore, with the aid of the predicted PL model, essential parameters such as PL exponent as well as the coverage probability of the network are evaluated. This research work may assist in the process of deployment and optimisation of any cellular network significantly.

Keywords: WiMAX, RSSI, path loss, coverage probability, regression analysis

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20655 Causes of Variation Orders in the Egyptian Construction Industry: Time and Cost Impacts

Authors: A. Samer Ezeldin, Jwanda M. El Sarag

Abstract:

Variation orders are of great importance in any construction project. Variation orders are defined as any change in the scope of works of a project that can be an addition omission, or even modification. This paper investigates the variation orders that occur during construction projects in Egypt. The literature review represents a comparison of causes of variation orders among Egypt, Tanzania, Nigeria, Malaysia and the United Kingdom. A classification of occurrence of variation orders due to owner related factors, consultant related factors and other factors are signified in the literature review. These classified events that lead to variation orders were introduced in a survey with 19 events to observe their frequency of occurrence, and their time and cost impacts. The survey data was obtained from 87 participants that included clients, consultants, and contractors and a database of 42 scenarios was created. A model is then developed to help assist project managers in predicting the frequency of variations and account for a budget for any additional costs and minimize any delays that can take place. Two experts with more than 25 years of experience were given the model to verify that the model was working effectively. The model was then validated on a residential compound that was completed in July 2016 to prove that the model actually produces acceptable results.

Keywords: construction, cost impact, Egypt, time impact, variation orders

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20654 Analysis of a Coupled Hydro-Sedimentological Numerical Model for the Western Tombolo of Giens

Authors: Yves Lacroix, Van Van Than, Didier Léandri, Pierre Liardet

Abstract:

The western Tombolo of the Giens peninsula in southern France, known as Almanarre beach, is subject to coastal erosion. We are trying to use computer simulation in order to propose solutions to stop this erosion. Our aim was first to determine the main factors for this erosion and successfully apply a coupled hydro-sedimentological numerical model based on observations and measurements that have been performed on the site for decades. We have gathered all available information and data about waves, winds, currents, tides, bathymetry, coastal line, and sediments concerning the site. These have been divided into two sets: one devoted to calibrating a numerical model using Mike 21 software, the other to serve as a reference in order to numerically compare the present situation to what it could be if we implemented different types of underwater constructions. This paper presents the first part of the study: selecting and melting different sources into a coherent data basis, identifying the main erosion factors, and calibrating the coupled software model against the selected reference period. Our results bring calibration of the numerical model with good fitting coefficients. They also show that the winter South-Western storm events conjugated to depressive weather conditions constitute a major factor of erosion, mainly due to wave impact in the northern part of the Almanarre beach. Together, current and wind impact is shown negligible.

Keywords: Almanarre beach, coastal erosion, hydro-sedimentological, numerical model

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20653 A Parallel Approach for 3D-Variational Data Assimilation on GPUs in Ocean Circulation Models

Authors: Rossella Arcucci, Luisa D'Amore, Simone Celestino, Giuseppe Scotti, Giuliano Laccetti

Abstract:

This work is the first dowel in a rather wide research activity in collaboration with Euro Mediterranean Center for Climate Changes, aimed at introducing scalable approaches in Ocean Circulation Models. We discuss designing and implementation of a parallel algorithm for solving the Variational Data Assimilation (DA) problem on Graphics Processing Units (GPUs). The algorithm is based on the fully scalable 3DVar DA model, previously proposed by the authors, which uses a Domain Decomposition approach (we refer to this model as the DD-DA model). We proceed with an incremental porting process consisting of 3 distinct stages: requirements and source code analysis, incremental development of CUDA kernels, testing and optimization. Experiments confirm the theoretic performance analysis based on the so-called scale up factor demonstrating that the DD-DA model can be suitably mapped on GPU architectures.

Keywords: data assimilation, GPU architectures, ocean models, parallel algorithm

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20652 Class-Size and Instructional Materials as Correlates of Pupils Learning and Academic Achievement in Primary School

Authors: Aanuoluwapo Olusola Adesanya, Adesina Joseph

Abstract:

This paper examined the class-size and instructional materials as correlates of pupils learning and academic achievement in primary school. The population of the study comprised 198 primary school pupils in three selected schools in Ogun State, Nigeria. Data were collected through questionnaire and were analysed with the use of multiple regression and ANOVA to analysed the correlation between class-size, instructional materials (independent variables) and learning achievement (dependent variable). The findings revealed that schools having an average class-size of 30 and below with use of instructional materials obtained better results than schools having more than 30 and above. The main score were higher in the school in schools having 30 and below than schools with 30 and above. It was therefore recommended that government, stakeholders and NGOs should provide more classrooms and supply of adequate instructional materials in all primary schools in the state to cater for small class-size.

Keywords: class-size, instructional materials, learning, academic achievement

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20651 Giftedness Cloud Model: A Psychological and Ecological Vision of Giftedness Concept

Authors: Rimeyah H. S. Almutairi, Alaa Eldin A. Ayoub

Abstract:

The aim of this study was to identify empirical and theoretical studies that explored giftedness theories and identification. In order to assess and synthesize the mechanisms, outcomes, and impacts of gifted identification models. Thus, we sought to provide an evidence-informed answer to how does current giftedness theories work and effectiveness. In order to develop a model that incorporates the advantages of existing models and avoids their disadvantages as much as possible. We conducted a systematic literature review (SLR). The disciplined analysis resulted in a final sample consisting of 30 appropriate searches. The results indicated that: (a) there is no uniform and consistent definition of Giftedness; (b) researchers are using several non-consistent criteria to detect gifted, and (d) The detection of talent is largely limited to early ages, and there is obvious neglect of adults. This study contributes to the development of Giftedness Cloud Model (GCM) which defined as a model that attempts to interpretation giftedness within an interactive psychological and ecological framework. GCM aims to help a talented to reach giftedness core and manifestation talent in creative productivity or invention. Besides that, GCM suggests classifying giftedness into four levels of mastery, excellence, creative productivity, and manifestation. In addition, GCM presents an idea to distinguish between talent and giftedness.

Keywords: giftedness cloud model, talent, systematic literature review, giftedness concept

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20650 Use of Self-Monitoring Strategy on Homework Completion among Pupils with Learning Disabilities in Ondo State, Nigeria

Authors: Olusegun Omoluwa, Kolawole Israel Anthony

Abstract:

Pupils with learning disabilities are found in every classroom, but because learning disabilities cannot be seen, the condition is often too neglected. Unless these pupils are recognised and treated, they are likely to become educational discards. This study consequently attempted to determine effects of self-monitoring strategy on homework completion among pupils with learning disabilities. Ninety (90) participants were engaged in the study. Pre-test, post-test, control group quasi experimental design was adopted. Purposive sampling technique was used to select pupils with evidence of learning disabilities from three primary schools in Ondo State. Findings showed that self-monitoring strategy was significant in enhancing homework completion among pupils with learning disabilities. However, gender and self-esteem did not significantly contribute to homework completion. The study therefore recommended that measures such that would uncover unsettling academic, psychological and emotional deficiencies of these pupils through appropriate diagnosis should be undertaken by the parents and teachers, in order for them to have a sense of belonging in the society.

Keywords: self monitoring, home work completion, learning dissabilities, learning

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20649 Great Food, No Atmosphere: A Review of Performance Nutrition for Application to Extravehicular Activities in Spaceflight

Authors: Lauren E. Church

Abstract:

Background: Extravehicular activities (EVAs) are a critical aspect of missions aboard the International Space Station (ISS). It has long been noted that the spaceflight environment and the physical demands of EVA cause physiological and metabolic changes in humans; this review aims to combine these findings with nutritional studies in analogues of the spaceflight and EVA environments to make nutritional recommendations for astronauts scheduled for and immediately returning from EVAs. Results: Energy demands increase during orbital spaceflight and see further increases during EVA. Another critical element of EVA nutrition is adequate hydration. Orbital EVA appears to provide adequate hydration under current protocol, but during lunar surface EVA (LEVA) and in a 10km lunar walk-back test astronauts have stated that up to 20% more water was needed. Previous attempts for in-suit edible sustenance have not been adequately taken up by astronauts to be economically viable. In elite endurance athletes, a mixture of glucose and fructose is used in gels, improving performance. Discussion: A combination of non-caffeinated energy drink and simple water should be available for astronauts during EVA, allowing more autonomy. There should also be provision of gels or a similar product containing appropriate sodium levels to maintain hydration, but not so much as to hyperhydrate through renal water reabsorption. It is also suggested that short breaks be built into the schedule of EVAs for these gels to be consumed, as it is speculated that reason for low uptake of in-suit sustenance is the lack of time available in which to consume it.

Keywords: astronaut, nutrition, space, sport

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20648 Finite Element Simulation of RC Exterior Beam-Column Joints Using Damage Plasticity Model

Authors: A. M. Halahla, M. H. Baluch, M. K. Rahman, A. H. Al-Gadhib, M. N. Akhtar

Abstract:

In the present study, 3D simulation of a typical exterior (RC) beam–column joint (BCJ) strengthened with carbon fiber-reinforced plastic (CFRP) sheet are carried out. Numerical investigations are performed using a nonlinear finite element ( FE) analysis by incorporating damage plasticity model (CDP), for material behaviour the concrete response in compression, tension softening were used, linear plastic with isotropic hardening for reinforcing steel, and linear elastic lamina material model for CFRP sheets using the commercial FE software ABAQUS. The numerical models developed in the present study are validated with the results obtained from the experiment under monotonic loading using the hydraulic Jack in displacement control mode. The experimental program includes casting of deficient BCJ loaded to failure load for both un-strengthened and strengthened BCJ. The failure mode, and deformation response of CFRP strengthened and un-strengthened joints and propagation of damage in the components of BCJ are discussed. Finite element simulations are compared with the experimental result and are noted to yield reasonable comparisons. The damage plasticity model was able to capture with good accuracy of the ultimate load and the mode of failure in the beam column joint.

Keywords: reinforced concrete, exterior beam-column joints, concrete damage plasticity model, computational simulation, 3-D finite element model

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20647 An Interlock Model of Friction and Superlubricity

Authors: Azadeh Malekan, Shahin Rouhani

Abstract:

Superlubricity is a phenomenon where two surfaces in contact show negligible friction;this may be because the asperities of the two surfaces do not interlock. Two rough surfaces, when pressed against each other, can get into a formation where the summits of asperities of one surface lock into the valleys of the other surface. The amount of interlock depends on the geometry of the two surfaces. We suggest the friction force may then be proportional to the amount of interlock; this explains Superlubricity as the situation where there is little interlock. Then the friction force will be directly proportional to the normal force as it is related to the work necessary to lift the upper surface in order to clear the interlock. To investigate this model, we simulate the contact of two surfaces. In order to validate our model, we first investigate Amontons‘ law. Assuming that asperities retain deformations in the time scale while the top asperity moves across the lattice spacing Amonton’s law is observed. Structural superlubricity is examined by the hypothesis that surfaces are very rigid and there is no deformation in asperities. This may happen at small normal forces. When two identical surfaces come into contact, rotating the top surface we observe a peak in friction force near the angle of orientation where the two surfaces can interlock.

Keywords: friction, amonton`s law, superlubricity, contact model

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20646 Ghanaian Men and the Performance of Masculinity: Negotiating Gender-Based Violence in Contemporary Ghana

Authors: Isaac Dery

Abstract:

Masculinity studies have gained much purchase globally in recent decades, especially the sense in which they have produced discursive space for interdisciplinary investigations. In the light of this, there is increasing consensus among commentators that different masculinities co-exist within a particular social space. There is also a growing recognition and awareness of the merits in examining the conceptual underpinnings of masculinity (especially hegemonic masculinity) its variously contested meanings, and values, and how it contributes to violent behaviours by men. The consequences of hegemonic masculinity and its violent and traumatic impacts on men and women have been evident. The emerging call to imagine more egalitarian and complex masculinities among men has been at the centre of various discussions on the fight against violence. Some theorists argue that this violence emanates from men’s drive to live up to impossible ideals of “masculinity.” Seeking to make the connections between masculinity and gender-based violence, this paper discusses the imperative and possibilities of engaging men/boys as key actors in the campaign against violence. It is worth re-examining the ways in which men’s embodiment and performance of dangerous masculinities contribute towards violence. This paper therefore argues that empowering men to understand the implications of certain behaviours is the key in an attempt to arrest violence and its traumatic cost. This paper is situated within the thesis that there is a relationship between men’s embodiment and performance of dominant forms of masculinities, on the one hand, and violence against women and other men, on the other. Based on research conducted in northern Ghana on domestic violence, it is the argument of this paper that in order to contain violence against women, conditions of gender construction need to be problematized in a manner that will transform fundamental understandings of gender relations in society.

Keywords: violence against women, masculinities, Ghana, gender

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20645 Time Series Analysis of Radon Concentration at Different Depths in an Underground Goldmine

Authors: Theophilus Adjirackor, Frederic Sam, Irene Opoku-Ntim, David Okoh Kpeglo, Prince K. Gyekye, Frank K. Quashie, Kofi Ofori

Abstract:

Indoor radon concentrations were collected monthly over a period of one year in 10 different levels in an underground goldmine, and the data was analyzed using a four-moving average time series to determine the relationship between the depths of the underground mine and the indoor radon concentration. The detectors were installed in batches within four quarters. The measurements were carried out using LR115 solid-state nuclear track detectors. Statistical models are applied in the prediction and analysis of the radon concentration at various depths. The time series model predicted a positive relationship between the depth of the underground mine and the indoor radon concentration. Thus, elevated radon concentrations are expected at deeper levels of the underground mine, but the relationship was insignificant at the 5% level of significance with a negative adjusted R2 (R2 = – 0.021) due to an appropriate engineering and adequate ventilation rate in the underground mine.

Keywords: LR115, radon concentration, rime series, underground goldmine

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20644 The Understanding-Without-Reflection in Psychoanalytic Supervision

Authors: Hanoch Yerushalmi

Abstract:

One of the transformational therapeutic experiences is the therapeutic dyad's immersion in and recovery from shared regressive states that are often provoked by an awakened childhood fear of breakdown. the suggest that the supervisory dyad has parallel transformational experiences―the shared regressive states that follow continuous incomprehension of the unfolding therapeutic reality. Moreover, when the supervisory partners immerse themselves in a shared regressive state, a unique, inclusive, embodied, unsymbolized, and procedural understanding-without-reflection emerges spontaneously. Analytic writers describe such an understanding as unconscious knowledge, and existentialist writers describe it as prereflective consciousness. Before translating this unique understanding into a therapeutic narrative, the supervisor needs to recover from the regressive state and organize it according to discursive and logical analytic principles. From this perspective, the already existing experiential and analytic theoretical knowledge serves as a platform for creating new perceptions and analytic discourses.

Keywords: supervision, existentialism, prereflective consciousness, regressive states

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20643 Polyhouse Farming: An Integrated Approach to Organic Farming

Authors: Promila Dahiya, Kiran Singh

Abstract:

Indian agriculture has come a long way from being an era of frequent droughts and vulnerability to food shortages to becoming a significant exporter of agricultural commodities. Polyhouses are essentially microcosms aimed at providing physical environment suitable for the survival and growth of plants with high degree of temperature, humidity and carbon dioxide. The present study was conducted in 21 districts of Haryana State to review Polyhouse farming is an alternative farming in Haryana State to fulfil the needs of population byminimum use of land, water and energy. The information regarding number, area and type of polyhouses and subsidy provided by Govt. of India and Haryana on polyhouse farming was collected from respective district horticulture offices of Haryana State. Four different types of polyhouses were studied during work viz., Hitechnology polyhouse (Hi-tech), Anti-Insect Net Shade House (AINSH), Naturally Ventilated Polyhouse (NVPH) and Walk-In-Tunnel (WIT).In study it was found that in walk-in-tunnel (WIT) and natural ventilated polyhouses (NVPH) the temperature was 69.54% and 52.29% higher and the humidity was 96.37% and 85.19 % higher in comparison to open farming in the months of January and May. No significant different was found in temperature, humidity, dust, solar radiation and CO2 level between open and anti insect net shade house (AINH). In Hi-tech polyhouse, the environment was totally controlled by computer and was not found to much strenuous. Health status of workers was checked by doctor, and it was found that in polyhouse farming workers were more prone to problems of allergy and asthma.

Keywords: polyhouse, unfavorable climate, walk-in-tunnel, psychological aspect

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20642 Tourism and Protected Areas: Challenges and Opportunities in Context of Arunachal Pradesh

Authors: Taba Tath

Abstract:

Arunachal Pradesh, located in the easternmost part of India, is known for its natural beauty and diverse tribal lifestyles. The state has the highest species richness and biological diversity among Northeast states in terms of flora, fauna, and tribal traditions and culture. The protection of nature and culture is a practice that is widely used by governments or nongovernmental organizations seeking to preserve the scenic beauty of landscapes and their natural resources in spaces that stand out for their natural and cultural value and have not been heavily impacted by human activity. The whole of Arunachal Pradesh comes under the purview of special permits such as the Inner Line Permit (ILP) and Protected Area Permit (PAP) for domestic and foreign travellers, respectively. Due to politically vibrant areas and naturally fragile in nature, the state needs to be protected, but at the same time, the demand for tourism activities is increasing gradually due to its unique blend of nature and socio-cultural richness. There are 13 protected areas in the state which is unexplored, and there are no tourism activities in these protected areas except for Namdapha National Park. Out of 13 protected areas, the Pakke Wildlife Sanctuary is one of the well-managed protected areas located near the Assam-Arunachal border, approximately 40km away from Tezpur town, Assam. The state has great potential for wildlife and nature-based tourism development, which can also indirectly support wildlife and nature-based livelihood options for the local inhabitants living in the peripheral of the sanctuary area due to its high richness in terms of flora and fauna. To promote the richness of the state, boost tourism, and the economic, social and environmental development of the area and local communities, a proper tourism management practice and framework are very much required. The research paper has made an attempt to study the role of stakeholders in preserving and promoting the Protected Areas for tourism development in a sustainable way. This is both a primary and secondary study conducted with field visits, interaction, questionnaire and observation with the various stakeholders and also conducted with the Government reports, magazines and other published sources available. Furthermore, this study will be relevant to all stakeholders for having knowledge and processes for promoting tourism in Protected Areas in a sustainable way. The results will provide relevant information and process for the management and promotion of the protected Areas and to strengthen the sustainable tourism activities in these areas.

Keywords: protected area, inner line permit, protected area permit, management, government, nongovernmental organization, stakeholders, sustainable, natural resources

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20641 Factors Militating the Organization of Intramural Sport Programs in Secondary Schools: A Case Study of the Ekiti West Local Government Area of Ekiti State, Nigeria

Authors: Adewole Taiwo Adelabu

Abstract:

The study investigated the factors militating the organization of intramural sports programs in secondary schools in Ekiti State, Nigeria. The purpose of the study was to identify the factors affecting the organization of sports in secondary schools and also to proffer possible solutions to these factors. The study employed the inferential statistics of chi-square (x2). Five research hypotheses were formulated. The population for the study was all the students in the government-owned secondary schools in Ekiti West Local Government of Ekiti State Nigeria. The sample for the study was 60 students in three schools within the local government selected through simple random sampling techniques. The instrument used for the study was a self-developed questionnaire by the researcher for data collection. The instrument was presented to experts and academicians in the field of Human Kinetics and Health Education for construct and content validation. A reliability test was conducted which involves 10 students who are not part of the study. The test-retest coefficient of 0.74 was obtained which attested to the fact that the instrument was reliable enough for the study. The validated questionnaire was administered to the students in their various schools by the researcher with the help of two research assistants; the questionnaires were filled and returned to the researcher immediately. The data collected were analyzed using the descriptive statistics of frequency count, percentage and mean to analyze demographic data in section A of the questionnaire, while inferential statistics of chi-square was used to test the hypotheses at 0.05 alpha level. The results of the study revealed that personnel, fund, schedule (time) were significant factors that affect the organization of intramural sport programs among students in secondary schools in Ekiti West Local Government Area of the State. The study also revealed that organization of intramural sports programs among students of secondary schools will improve and motivate students’ participation in sports beyond the local level. However, facilities and equipment is not a significant factor affecting the organization of intramural sports among secondary school students in Ekiti West Local Government Area.

Keywords: challenge, intramural sport, militating, programmes

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20640 Characterization of Erodibility Using Soil Strength and Stress-Strain Indices for Soils in Some Selected Sites in Enugu State

Authors: C. C. Egwuonwu, N. A. A. Okereke, K. O. Chilakpu, S. O. Ohanyere

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In this study, initial soil strength indices (qu) and stress-strain characteristics, namely failure strain (ϵf), area under the stress-strain curve up to failure (Is) and stress-strain modulus between no load and failure (Es) were investigated as potential indicators for characterizing the erosion resistance of two compacted soils, namely sandy clay loam (SCL) and clay loam (CL) in some selected sites in Enugu State, Nigeria. The unconfined compressive strength (used in obtaining strength indices) and stress-strain measurements were obtained as a function of moisture content in percentage (mc %) and dry density (γd). Test were conducted over a range of 8% to 30% moisture content and 1.0 g/cm3 to 2.0 g/cm3 dry density at applied loads of 20, 40, 80, 160 and 320 kPa. Based on the results, it was found out that initial soil strength alone was not a good indicator of erosion resistance. For instance, in the comparison of exponents of mc% and γd for jet index or erosion resistance index (Ji) and the strength measurements, qu and Es agree in signs for mc%, but are opposite in signs for γd. Therefore, there is an inconsistency in exponents making it difficult to develop a relationship between the strength parameters and Ji for this data set. In contrast, the exponents of mc% and γd for Ji and ϵf and Is are opposite in signs, there is potential for an inverse relationship. The measured stress-strain characteristics, however, appeared to have potential in providing useful information on erosion resistance. The models developed for the prediction of the extent or the susceptibility of soils to erosion and subjected to sensitivity test on some selected sites achieved over 90% efficiency in their functions.

Keywords: characterization of erodibility, selected sites in Enugu state, soil strength, stress-strain indices

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20639 Optimal Hedging of a Portfolio of European Options in an Extended Binomial Model under Proportional Transaction Costs

Authors: Norm Josephy, Lucy Kimball, Victoria Steblovskaya

Abstract:

Hedging of a portfolio of European options under proportional transaction costs is considered. Our discrete time financial market model extends the binomial market model with transaction costs to the case where the underlying stock price ratios are distributed over a bounded interval rather than over a two-point set. An optimal hedging strategy is chosen from a set of admissible non-self-financing hedging strategies. Our approach to optimal hedging of a portfolio of options is based on theoretical foundation that includes determination of a no-arbitrage option price interval as well as on properties of the non-self-financing strategies and their residuals. A computational algorithm for optimizing an investor relevant criterion over the set of admissible non-self-financing hedging strategies is developed. Applicability of our approach is demonstrated using both simulated data and real market data.

Keywords: extended binomial model, non-self-financing hedging, optimization, proportional transaction costs

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20638 Effectiveness of the Use of Polycarboxylic Ether Superplasticizers in High Performance Concrete Containing Silica Fume

Authors: Alya Harichane, Badreddine Harichane

Abstract:

The incorporation of polycarboxylate ether superplasticizer (PCE) and silica fume (SF) in high-performance concretes (HPC) leads to the achievement of remarkable rheological and mechanical improvements. In the fresh state, PCEs are adsorbed on cement particles and dispersants, in turn promoting the workability of the concrete. Silica fume enables a very well compacted concrete to be obtained, which is characterized by high mechanical parameters in its hardened state. Some PCEs are incompatible with silica fume, which can result in the loss of slump and in poor rheological behavior. The main objective of the research is the study of the influence of three types of PCEs, which all have a different molecular architecture, on the rheological and mechanical behavior of high-performance concretes containing 10% of SF as a partial replacement of cement. The results show that the carboxylic density of PCE has an influence on its compatibility with SF.

Keywords: polycarboxylate-ether superplasticizer, rheology, compressive strength, high-performance concrete, silica fume

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20637 Optimization of Conventional Method of Estimating Power Generation from Compus Solid Waste Using an Intelligent Technique

Authors: Danladi Ali

Abstract:

This work proposed to adopt and optimize the conventional method of estimating power generated from campus solid waste (CSW) using an intelligent technique. The chemical content of the CSW was analyzed, the population responsible for the generation of the CSW, the amount of CSW generated, power to grid predicted and forecasted were obtained, and sources of supply of electricity for Adamawa State University (ADSU) were compared with the PGPs estimated from the CSW. The percentage content of the chemical elements was obtained as 56.90% carbon, 8.40% hydrogen, 27.70% oxygen, 6.00% nitrogen and 1.00% sulfur. The amount of the CSW generated and power to grid predicted and forecasted for 10 years was determined as 287.74 tons/day, 13.12MW and 12.90 MW, respectively. A model for estimating power potential from CSW for ADSU was developed, and also the work revealed that the PGPs estimated from the CSW are adequate to power the University for 24 hours on a daily basis.

Keywords: prediction, intelligent, forecasting, environment, power to grid, campus solid waste

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20636 Characterization of Copper Slag and Jarofix Waste Materials for Road Construction

Authors: V. K. Arora, V. G. Havanagi, A. K. Sinha

Abstract:

Copper slag and Jarofix are waste materials, generated during the manufacture of copper and zinc respectively, which have potential for utility in embankment and road construction. Accordingly, a research project was carried out to study the characteristics of copper slag and Jarofix to utilize in the construction of road. In this study, copper slag and Jarofix were collected from Tuticorin, State of Tamil Nadu and Hindustan Zinc Ltd., Chittorgarh, Rajasthan state, India respectively. These materials were investigated for their physical, chemical, and geotechnical characteristics. The materials were collected from the disposal area and laboratory investigations were carried out to study its feasibility for use in the construction of embankment and sub grade layers of road pavement. This paper presents the results of physical, chemical and geotechnical characteristics of copper slag and Jarofix. It was concluded that copper slag and Jarofix may be utilized in the construction of road.

Keywords: copper slag, Jarofix waste, material, road construction

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20635 Exploring the Activity Fabric of an Intelligent Environment with Hierarchical Hidden Markov Theory

Authors: Chiung-Hui Chen

Abstract:

The Internet of Things (IoT) was designed for widespread convenience. With the smart tag and the sensing network, a large quantity of dynamic information is immediately presented in the IoT. Through the internal communication and interaction, meaningful objects provide real-time services for users. Therefore, the service with appropriate decision-making has become an essential issue. Based on the science of human behavior, this study employed the environment model to record the time sequences and locations of different behaviors and adopted the probability module of the hierarchical Hidden Markov Model for the inference. The statistical analysis was conducted to achieve the following objectives: First, define user behaviors and predict the user behavior routes with the environment model to analyze user purposes. Second, construct the hierarchical Hidden Markov Model according to the logic framework, and establish the sequential intensity among behaviors to get acquainted with the use and activity fabric of the intelligent environment. Third, establish the intensity of the relation between the probability of objects’ being used and the objects. The indicator can describe the possible limitations of the mechanism. As the process is recorded in the information of the system created in this study, these data can be reused to adjust the procedure of intelligent design services.

Keywords: behavior, big data, hierarchical hidden Markov model, intelligent object

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20634 Unsteady Numerical Analysis of Sediment Erosion Affected High Head Francis Turbine

Authors: Saroj Gautam, Ram Lama, Hari Prasad Neopane, Sailesh Chitrakar, Biraj Singh Thapa, Baoshan Zhu

Abstract:

Sediment flowing along with the water in rivers flowing in South Asia erodes the turbine components. The erosion of turbine components is influenced by the nature of fluid flow along with components of typical turbine types. This paper examines two cases of high head Francis turbines with the same speed number numerically. The numerical investigation involves both steady-state and transient analysis of the numerical model developed for both cases. Furthermore, the influence of leakage flow from the clearance gap of guide vanes is also examined and compared with no leakage flow. It presents the added pressure pulsation to rotor-stator-interaction in the turbine runner for both cases due to leakage flow. It was also found that leakage flow was a major contributor to the sediment erosion in those turbines.

Keywords: sediment erosion, Francis turbine, leakage flow, rotor stator interaction

Procedia PDF Downloads 167
20633 Leverage Effect for Volatility with Generalized Laplace Error

Authors: Farrukh Javed, Krzysztof Podgórski

Abstract:

We propose a new model that accounts for the asymmetric response of volatility to positive ('good news') and negative ('bad news') shocks in economic time series the so-called leverage effect. In the past, asymmetric powers of errors in the conditionally heteroskedastic models have been used to capture this effect. Our model is using the gamma difference representation of the generalized Laplace distributions that efficiently models the asymmetry. It has one additional natural parameter, the shape, that is used instead of power in the asymmetric power models to capture the strength of a long-lasting effect of shocks. Some fundamental properties of the model are provided including the formula for covariances and an explicit form for the conditional distribution of 'bad' and 'good' news processes given the past the property that is important for the statistical fitting of the model. Relevant features of volatility models are illustrated using S&P 500 historical data.

Keywords: heavy tails, volatility clustering, generalized asymmetric laplace distribution, leverage effect, conditional heteroskedasticity, asymmetric power volatility, GARCH models

Procedia PDF Downloads 369
20632 From the Sharing Economy to Social Manufacturing: Analyzing Collaborative Service Networks in the Manufacturing Domain

Authors: Babak Mohajeri

Abstract:

In recent years, the conventional business model of ownership has been changed towards accessibility in a variety of markets. Two trends can be observed in the evolution of this rental-like business model. Firstly, the technological development that enables the emergence of new business models. These new business models increasingly become agile and flexible. For example Spotify, an online music stream company provides consumers access to over millions of music tracks, conveniently through the smartphone, tablet or computer. Similarly, Car2Go, the car sharing company accesses its members with flexible and nearby sharing cars. The second trend is the increasing communication and connections via social networks. This trend enables a shift to peer-to-peer accessibility based business models. Conventionally, companies provide access for their customers to own companies products or services. In peer-to-peer model, nonetheless, companies facilitate access and connection across their customers to use other customers owned property or skills, competencies or services .The is so-called the sharing economy business model. The aim of this study is to investigate into a new and emerging type of the sharing economy model in which role of customers and service providers may dramatically change. This new model is called Collaborative Service Networks. We propose a mechanism for Collaborative Service Networks business model. Uber and Airbnb, two successful growing companies, have been selected for our case studies and their business models are analyzed. Finally, we study the emergence of the collaborative service networks in the manufacturing domain. Our finding results to a new manufacturing paradigm called social manufacturing.

Keywords: sharing economy, collaborative service networks, social manufacturing, manufacturing development

Procedia PDF Downloads 303
20631 Volatility Model with Markov Regime Switching to Forecast Baht/USD

Authors: Nop Sopipan

Abstract:

In this paper, we forecast the volatility of Baht/USDs using Markov Regime Switching GARCH (MRS-GARCH) models. These models allow volatility to have different dynamics according to unobserved regime variables. The main purpose of this paper is to find out whether MRS-GARCH models are an improvement on the GARCH type models in terms of modeling and forecasting Baht/USD volatility. The MRS-GARCH is the best performance model for Baht/USD volatility in short term but the GARCH model is best perform for long term.

Keywords: volatility, Markov Regime Switching, forecasting, Baht/USD

Procedia PDF Downloads 290
20630 Implementation of Free-Field Boundary Condition for 2D Site Response Analysis in OpenSees

Authors: M. Eskandarighadi, C. R. McGann

Abstract:

It is observed from past experiences of earthquakes that local site conditions can significantly affect the strong ground motion characteristics experience at the site. One-dimensional seismic site response analysis is the most common approach for investigating site response. This approach assumes that soil is homogeneous and infinitely extended in the horizontal direction. Therefore, tying side boundaries together is one way to model this behavior, as the wave passage is assumed to be only vertical. However, 1D analysis cannot capture the 2D nature of wave propagation, soil heterogeneity, and 2D soil profile with features such as inclined layer boundaries. In contrast, 2D seismic site response modeling can consider all of the mentioned factors to better understand local site effects on strong ground motions. 2D wave propagation and considering that the soil profile on the two sides of the model may not be identical clarifies the importance of a boundary condition on each side that can minimize the unwanted reflections from the edges of the model and input appropriate loading conditions. Ideally, the model size should be sufficiently large to minimize the wave reflection, however, due to computational limitations, increasing the model size is impractical in some cases. Another approach is to employ free-field boundary conditions that take into account the free-field motion that would exist far from the model domain and apply this to the sides of the model. This research focuses on implementing free-field boundary conditions in OpenSees for 2D site response analysisComparisons are made between 1D models and 2D models with various boundary conditions, and details and limitations of the developed free-field boundary modeling approach are discussed.

Keywords: boundary condition, free-field, opensees, site response analysis, wave propagation

Procedia PDF Downloads 133
20629 Cuckoo Search Optimization for Black Scholes Option Pricing

Authors: Manas Shah

Abstract:

Black Scholes option pricing model is one of the most important concepts in modern world of computational finance. However, its practical use can be challenging as one of the input parameters must be estimated; implied volatility of the underlying security. The more precisely these values are estimated, the more accurate their corresponding estimates of theoretical option prices would be. Here, we present a novel model based on Cuckoo Search Optimization (CS) which finds more precise estimates of implied volatility than Particle Swarm Optimization (PSO) and Genetic Algorithm (GA).

Keywords: black scholes model, cuckoo search optimization, particle swarm optimization, genetic algorithm

Procedia PDF Downloads 440