Search results for: Carlo Manuel
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 562

Search results for: Carlo Manuel

172 Bayesian Analysis of Topp-Leone Generalized Exponential Distribution

Authors: Najrullah Khan, Athar Ali Khan

Abstract:

The Topp-Leone distribution was introduced by Topp- Leone in 1955. In this paper, an attempt has been made to fit Topp-Leone Generalized exponential (TPGE) distribution. A real survival data set is used for illustrations. Implementation is done using R and JAGS and appropriate illustrations are made. R and JAGS codes have been provided to implement censoring mechanism using both optimization and simulation tools. The main aim of this paper is to describe and illustrate the Bayesian modelling approach to the analysis of survival data. Emphasis is placed on the modeling of data and the interpretation of the results. Crucial to this is an understanding of the nature of the incomplete or 'censored' data encountered. Analytic approximation and simulation tools are covered here, but most of the emphasis is on Markov chain based Monte Carlo method including independent Metropolis algorithm, which is currently the most popular technique. For analytic approximation, among various optimization algorithms and trust region method is found to be the best. In this paper, TPGE model is also used to analyze the lifetime data in Bayesian paradigm. Results are evaluated from the above mentioned real survival data set. The analytic approximation and simulation methods are implemented using some software packages. It is clear from our findings that simulation tools provide better results as compared to those obtained by asymptotic approximation.

Keywords: Bayesian Inference, JAGS, Laplace Approximation, LaplacesDemon, posterior, R Software, simulation

Procedia PDF Downloads 509
171 Joint Modeling of Longitudinal and Time-To-Event Data with Latent Variable

Authors: Xinyuan Y. Song, Kai Kang

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Joint models for analyzing longitudinal and survival data are widely used to investigate the relationship between a failure time process and time-variant predictors. A common assumption in conventional joint models in the survival analysis literature is that all predictors are observable. However, this assumption may not always be supported because unobservable traits, namely, latent variables, which are indirectly observable and should be measured through multiple observed variables, are commonly encountered in the medical, behavioral, and financial research settings. In this study, a joint modeling approach to deal with this feature is proposed. The proposed model comprises three parts. The first part is a dynamic factor analysis model for characterizing latent variables through multiple observed indicators over time. The second part is a random coefficient trajectory model for describing the individual trajectories of latent variables. The third part is a proportional hazard model for examining the effects of time-invariant predictors and the longitudinal trajectories of time-variant latent risk factors on hazards of interest. A Bayesian approach coupled with a Markov chain Monte Carlo algorithm to perform statistical inference. An application of the proposed joint model to a study on the Alzheimer's disease neuroimaging Initiative is presented.

Keywords: Bayesian analysis, joint model, longitudinal data, time-to-event data

Procedia PDF Downloads 126
170 Internationalization Using Strategic Alliances: A Comparative Study between Family and Non-Family Businesses

Authors: Guadalupe Fuentes-Lombardo, Manuel Carlos Vallejo-Martos, Rubén Fernández-Ortiz, Miriam Cano-Rubio

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The different ways in which companies enter foreign markets, exporting their products and direct investment and using strategic alliances or not, are influenced by a series of peculiarities specific to family businesses. In these companies, different systems, such as the family, property, and business overlap; giving them unique and specific characteristics which on occasions can enhance the development of cooperation agreements and in other situations can hinder them. Previous research has shown that these companies are more likely to enter into strategic alliances with certain specific features, and are more reluctant to take part in others in which some of the advantages of the family business are put at risk, such as control of ownership and decision-making over the company by the family, among others. These arguments show that there is a wide range of interesting aspects and peculiarities in the process of internationalization of the family business, although the research objectives of this paper focus on three in particular. Our first objective will be to discover why family businesses decide to establish or not strategic alliances in their internationalization processes in comparison with other companies that are not family owned. Secondly we will be identifying the idiosyncratic aspects of family businesses that favor or hinder the use of strategic alliances as a means of entering foreign markets. Our third and final objective will be to define the types of strategic alliance most commonly used by family businesses and the reasons why they choose these particular forms of alliance rather than others. We chose these research objectives for three main reasons. Firstly because research on this subject shows that alliances are the best way to begin the international expansion process, among other reasons because they provide the partners with different kinds of resources and capacity, so increasing the probability of successful internationalization. Secondly, because family and non-family businesses are often equipped with different types of resources and strategic alliances, offer them the chance to acquire resources less frequently found in family businesses. Thirdly, because the strengths and weaknesses of these companies could affect their decisions whether or not to use strategic alliances in their international expansion process and the success achieved in these alliances. As a result, these companies prefer to enter into cooperation agreements with conditions that do not put their specific status as family companies at risk.

Keywords: family business, internationalization, strategic alliances, olive-oil and wine industry

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169 Bayesian Semiparametric Geoadditive Modelling of Underweight Malnutrition of Children under 5 Years in Ethiopia

Authors: Endeshaw Assefa Derso, Maria Gabriella Campolo, Angela Alibrandi

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Objectives:Early childhood malnutrition can have long-term and irreversible effects on a child's health and development. This study uses the Bayesian method with spatial variation to investigate the flexible trends of metrical covariates and to identify communities at high risk of injury. Methods: Cross-sectional data on underweight are collected from the 2016 Ethiopian Demographic and Health Survey (EDHS). The Bayesian geo-additive model is performed. Appropriate prior distributions were provided for scall parameters in the models, and the inference is entirely Bayesian, using Monte Carlo Markov chain (MCMC) stimulation. Results: The results show that metrical covariates like child age, maternal body mass index (BMI), and maternal age affect a child's underweight non-linearly. Lower and higher maternal BMI seem to have a significant impact on the child’s high underweight. There was also a significant spatial heterogeneity, and based on IDW interpolation of predictive values, the western, central, and eastern parts of the country are hotspot areas. Conclusion: Socio-demographic and community- based programs development should be considered compressively in Ethiopian policy to combat childhood underweight malnutrition.

Keywords: bayesX, Ethiopia, malnutrition, MCMC, semi-parametric bayesian analysis, spatial distribution, P- splines

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168 Parameter Estimation for the Mixture of Generalized Gamma Model

Authors: Wikanda Phaphan

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Mixture generalized gamma distribution is a combination of two distributions: generalized gamma distribution and length biased generalized gamma distribution. These two distributions were presented by Suksaengrakcharoen and Bodhisuwan in 2014. The findings showed that probability density function (pdf) had fairly complexities, so it made problems in estimating parameters. The problem occurred in parameter estimation was that we were unable to calculate estimators in the form of critical expression. Thus, we will use numerical estimation to find the estimators. In this study, we presented a new method of the parameter estimation by using the expectation – maximization algorithm (EM), the conjugate gradient method, and the quasi-Newton method. The data was generated by acceptance-rejection method which is used for estimating α, β, λ and p. λ is the scale parameter, p is the weight parameter, α and β are the shape parameters. We will use Monte Carlo technique to find the estimator's performance. Determining the size of sample equals 10, 30, 100; the simulations were repeated 20 times in each case. We evaluated the effectiveness of the estimators which was introduced by considering values of the mean squared errors and the bias. The findings revealed that the EM-algorithm had proximity to the actual values determined. Also, the maximum likelihood estimators via the conjugate gradient and the quasi-Newton method are less precision than the maximum likelihood estimators via the EM-algorithm.

Keywords: conjugate gradient method, quasi-Newton method, EM-algorithm, generalized gamma distribution, length biased generalized gamma distribution, maximum likelihood method

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167 Development and Verification of the Idom Shielding Optimization Tool

Authors: Omar Bouhassoun, Cristian Garrido, César Hueso

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The radiation shielding design is an optimization problem with multiple -constrained- objective functions (radiation dose, weight, price, etc.) that depend on several parameters (material, thickness, position, etc.). The classical approach for shielding design consists of a brute force trial-and-error process subject to previous designer experience. Therefore, the result is an empirical solution but not optimal, which can degrade the overall performance of the shielding. In order to automate the shielding design procedure, the IDOM Shielding Optimization Tool (ISOT) has been developed. This software combines optimization algorithms with the capabilities to read/write input files, run calculations, as well as parse output files for different radiation transport codes. In the first stage, the software was established to adjust the input files for two well-known Monte Carlo codes (MCNP and Serpent) and optimize the result (weight, volume, price, dose rate) using multi-objective genetic algorithms. Nevertheless, its modular implementation easily allows the inclusion of more radiation transport codes and optimization algorithms. The work related to the development of ISOT and its verification on a simple 3D multi-layer shielding problem using both MCNP and Serpent will be presented. ISOT looks very promising for achieving an optimal solution to complex shielding problems.

Keywords: optimization, shielding, nuclear, genetic algorithm

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166 Family Health in Families with Children with Autism

Authors: Teresa Isabel Lozano Pérez, Sandra Soca Lozano

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In Cuba, the childcare is one of the programs prioritized by the Ministry of Public Health and the birth of a child becomes a desired and rewarding event for the family, which is prepared for the reception of a healthy child. When this does not happen and after the first months of the child's birth begin to appear developmental deviations that indicate the presence of a disorder, the event becomes a live event potentially negative and generates disruptions in the family health. A quantitative, descriptive, and cross-sectional research methodology was conducted to describe the impact on family health of diagnosis of autism in a sample of 25 families of children diagnosed with infantile autism at the University Pediatric Hospital Juan Manuel Marquez Havana, Cuba; in the period between January 2014 and May 2015. The sample was non probabilistic and intentional from the inclusion criteria selected. As instruments, we used a survey to identify the structure of the family, life events inventory and an instrument to assess the relative impact, adaptive resources of family and social support perceived (IRFA) to identify the diagnosis of autism as life event. The main results indicated that the majority of families studied were nuclear, small and medium and in the formation stage. All households surveyed identified the diagnosis of autism in a child as an event of great importance and negative significance for the family, taking in most of the families studied a high impact on the four areas of family health and impact enhancer of involvement in family health. All the studied families do not have sufficient adaptive resources to face this situation, sensing that they received social support frequently, mainly in information and emotional areas. We conclude that the diagnosis of autism one of the members of the families studied is valued as a life event highly significant with unfavorably way causing an enhancer impact of involvement in family health especially in the areas ‘health’ and ‘socio-psychological’. Among the social support networks health institutions, partners and friends are highlighted. We recommend developing intervention strategies in families of these children to support them in the process of adapting the diagnosis.

Keywords: family, family health, infantile autism, life event

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165 Analysis of Nonlinear Dynamic Systems Excited by Combined Colored and White Noise Excitations

Authors: Siu-Siu Guo, Qingxuan Shi

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In this paper, single-degree-of-freedom (SDOF) systems to white noise and colored noise excitations are investigated. By expressing colored noise excitation as a second-order filtered white noise process and introducing colored noise as an additional state variable, the equation of motion for SDOF system under colored noise is then transferred artificially to multi-degree-of-freedom (MDOF) system under white noise excitations. As a consequence, corresponding Fokker-Planck-Kolmogorov (FPK) equation governing the joint probabilistic density function (PDF) of state variables increases to 4-dimension (4-D). Solution procedure and computer programme become much more sophisticated. The exponential-polynomial closure (EPC) method, widely applied for cases of SDOF systems under white noise excitations, is developed and improved for cases of systems under colored noise excitations and for solving the complex 4-D FPK equation. On the other hand, Monte Carlo simulation (MCS) method is performed to test the approximate EPC solutions. Two examples associated with Gaussian and non-Gaussian colored noise excitations are considered. Corresponding band-limited power spectral densities (PSDs) for colored noise excitations are separately given. Numerical studies show that the developed EPC method provides relatively accurate estimates of the stationary probabilistic solutions. Moreover, statistical parameter of mean-up crossing rate (MCR) is taken into account, which is important for reliability and failure analysis.

Keywords: filtered noise, narrow-banded noise, nonlinear dynamic, random vibration

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164 An Efficient Propensity Score Method for Causal Analysis With Application to Case-Control Study in Breast Cancer Research

Authors: Ms Azam Najafkouchak, David Todem, Dorothy Pathak, Pramod Pathak, Joseph Gardiner

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Propensity score (PS) methods have recently become the standard analysis as a tool for the causal inference in the observational studies where exposure is not randomly assigned, thus, confounding can impact the estimation of treatment effect on the outcome. For the binary outcome, the effect of treatment on the outcome can be estimated by odds ratios, relative risks, and risk differences. However, using the different PS methods may give you a different estimation of the treatment effect on the outcome. Several methods of PS analyses have been used mainly, include matching, inverse probability of weighting, stratification, and covariate adjusted on PS. Due to the dangers of discretizing continuous variables (exposure, covariates), the focus of this paper will be on how the variation in cut-points or boundaries will affect the average treatment effect (ATE) utilizing the stratification of PS method. Therefore, we are trying to avoid choosing arbitrary cut-points, instead, we continuously discretize the PS and accumulate information across all cut-points for inferences. We will use Monte Carlo simulation to evaluate ATE, focusing on two PS methods, stratification and covariate adjusted on PS. We will then show how this can be observed based on the analyses of the data from a case-control study of breast cancer, the Polish Women’s Health Study.

Keywords: average treatment effect, propensity score, stratification, covariate adjusted, monte Calro estimation, breast cancer, case_control study

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163 Participatory Financial Inclusion Hypothesis: A Preliminary Empirical Validation Using Survey Design

Authors: Edward A. Osifodunrin, Jose Manuel Dias Lopes

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In Nigeria, enormous efforts/resources had, over the years, been expended on promoting financial inclusion (FI); however, it is seemingly discouraging that many of its self-declared targets on FI remained unachieved, especially amongst the Rural Dwellers and Actors in the Informal Sectors (RDAIS). Expectedly, many reasons had been earmarked for these failures: low literacy level, huge informal/rural sectors, etc. This study posits that in spite of these truly-debilitating factors, these FI policy failures could have been avoided or mitigated if the principles of active and better-managed citizens’ participation had been strictly followed in the (re)design/implementation of its FI policies. In other words, in a bid to mitigate the prevalent FE in Nigeria, this study hypothesizes the positive impact of increased/active citizens’ participation on FI outcome(s), backed by a preliminary empirical validation. Also, the study introduces the RDAIS-focused participatory financial inclusion policy (PFIP) as a major FI policy regeneration/improvement tool. The three categories of respondents that served as research subjects are FI experts in Nigeria (n = 72), RDAIS from the very rural/remote village of Unguwar Dogo in Northern Nigeria (n = 43), and RDAIS from another rural village of Sekere (n = 56) in the Southern region of Nigeria. Using survey design (5-point Likert scale questionnaires), random/stratified sampling, and descriptive/inferential statistics, the study often recorded independent consensus (amongst these three categories of respondents) that RDAIS’s active participation in iterative FI policy initiation, (re)design, implementation, (re)evaluation could indeed give improved FI outcomes. However, some questionnaire items also recorded divergent opinions and various statistically significant differences in the mean scores of these three categories. The PFIP (or any customized version of it) should then be carefully integrated into the NFIS of Nigeria (and possibly in the NFIS of other developing countries) to truly/fully provide FI policy integration for these excluded RDAIS and arrest the prevalence of FE.

Keywords: citizens’ participation, development, financial inclusion, formal financial services, national financial inclusion strategy, participatory financial inclusion policy, rural dwellers and actors in the informal sectors

Procedia PDF Downloads 88
162 The Persistence of Abnormal Return on Assets: An Exploratory Analysis of the Differences between Industries and Differences between Firms by Country and Sector

Authors: José Luis Gallizo, Pilar Gargallo, Ramon Saladrigues, Manuel Salvador

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This study offers an exploratory statistical analysis of the persistence of annual profits across a sample of firms from different European Union (EU) countries. To this end, a hierarchical Bayesian dynamic model has been used which enables the annual behaviour of those profits to be broken down into a permanent structural and a transitory component, while also distinguishing between general effects affecting the industry as a whole to which each firm belongs and specific effects affecting each firm in particular. This breakdown enables the relative importance of those fundamental components to be more accurately evaluated by country and sector. Furthermore, Bayesian approach allows for testing different hypotheses about the homogeneity of the behaviour of the above components with respect to the sector and the country where the firm develops its activity. The data analysed come from a sample of 23,293 firms in EU countries selected from the AMADEUS data-base. The period analysed ran from 1999 to 2007 and 21 sectors were analysed, chosen in such a way that there was a sufficiently large number of firms in each country sector combination for the industry effects to be estimated accurately enough for meaningful comparisons to be made by sector and country. The analysis has been conducted by sector and by country from a Bayesian perspective, thus making the study more flexible and realistic since the estimates obtained do not depend on asymptotic results. In general terms, the study finds that, although the industry effects are significant, more important are the firm specific effects. That importance varies depending on the sector or the country in which the firm carries out its activity. The influence of firm effects accounts for around 81% of total variation and display a significantly lower degree of persistence, with adjustment speeds oscillating around 34%. However, this pattern is not homogeneous but depends on the sector and country analysed. Industry effects depends also on sector and country analysed have a more marginal importance, being significantly more persistent, with adjustment speeds oscillating around 7-8% with this degree of persistence being very similar for most of sectors and countries analysed.

Keywords: dynamic models, Bayesian inference, MCMC, abnormal returns, persistence of profits, return on assets

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161 The “Bright Side” of COVID-19: Effects of Livestream Affordances on Consumer Purchase Willingness: Explicit IT Affordances Perspective

Authors: Isaac Owusu Asante, Yushi Jiang, Hailin Tao

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Live streaming marketing, the new electronic commerce element, became an optional marketing channel following the COVID-19 pandemic. Many sellers have leveraged the features presented by live streaming to increase sales. Studies on live streaming have focused on gaming and consumers’ loyalty to brands through live streaming, using interview questionnaires. This study, however, was conducted to measure real-time observable interactions between consumers and sellers. Based on the affordance theory, this study conceptualized constructs representing the interactive features and examined how they drive consumers’ purchase willingness during live streaming sessions using 1238 datasets from Amazon Live, following the manual observation of transaction records. Using structural equation modeling, the ordinary least square regression suggests that live viewers, new followers, live chats, and likes positively affect purchase willingness. The Sobel and Monte Carlo tests show that new followers, live chats, and likes significantly mediate the relationship between live viewers and purchase willingness. The study introduces a new way of measuring interactions in live streaming commerce and proposes a way to manually gather data on consumer behaviors in live streaming platforms when the application programming interface (API) of such platforms does not support data mining algorithms.

Keywords: livestreaming marketing, live chats, live viewers, likes, new followers, purchase willingness

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160 Determination of the Structural Parameters of Calcium Phosphate for Biomedical Use

Authors: María Magdalena Méndez-González, Miguel García Rocha, Carlos Manuel Yermo De la Cruz

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Calcium phosphate (Ca5(PO4)3(X)) is widely used in orthopedic applications and is widely used as powder and granules. However, their presence in bone is in the form of nanometric needles 60 nm in length with a non-stoichiometric phase of apatite contains CO3-2, Na+, OH-, F-, and other ions in a matrix of collagen fibers. The crystal size, morphology control and interaction with cells are essential for the development of nanotechnology. The structural results of calcium phosphate, synthesized by chemical precipitation with crystal size of 22.85 nm are presented in this paper. The calcium phosphate powders were analyzed by X-ray diffraction, energy dispersive spectroscopy (EDS), infrared spectroscopy and FT-IR transmission electron microscopy. Network parameters, atomic positions, the indexing of the planes and the calculation of FWHM (full width at half maximum) were obtained. The crystal size was also calculated using the Scherer equation d (hkl) = cλ/βcosѲ. Where c is a constant related to the shape of the crystal, the wavelength of the radiation used for a copper anode is 1.54060Å, Ѳ is the Bragg diffraction angle, and β is the width average peak height of greater intensity. Diffraction pattern corresponding to the calcium phosphate called hydroxyapatite phase of a hexagonal crystal system was obtained. It belongs to the space group P63m with lattice parameters a = 9.4394 Å and c = 6.8861 Å. The most intense peak is obtained 2Ѳ = 31.55 (FWHM = 0.4798), with a preferred orientation in 121. The intensity difference between the experimental data and the calculated values is attributable to the temperature at which the sintering was performed. The intensity of the highest peak is at angle 2Ѳ = 32.11. The structure of calcium phosphate obtained was a hexagonal configuration. The intensity changes in the peaks of the diffraction pattern, in the lattice parameters at the corners, indicating the possible presence of a dopant. That each calcium atom is surrounded by a tetrahedron of oxygen and hydrogen was observed by infrared spectra. The unit cell pattern corresponds to hydroxyapatite and transmission electron microscopic crystal morphology corresponding to the hexagonal phase with a preferential growth along the c-plane was obtained.

Keywords: structure, nanoparticles, calcium phosphate, metallurgical and materials engineering

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159 Optimization of Air Pollution Control Model for Mining

Authors: Zunaira Asif, Zhi Chen

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The sustainable measures on air quality management are recognized as one of the most serious environmental concerns in the mining region. The mining operations emit various types of pollutants which have significant impacts on the environment. This study presents a stochastic control strategy by developing the air pollution control model to achieve a cost-effective solution. The optimization method is formulated to predict the cost of treatment using linear programming with an objective function and multi-constraints. The constraints mainly focus on two factors which are: production of metal should not exceed the available resources, and air quality should meet the standard criteria of the pollutant. The applicability of this model is explored through a case study of an open pit metal mine, Utah, USA. This method simultaneously uses meteorological data as a dispersion transfer function to support the practical local conditions. The probabilistic analysis and the uncertainties in the meteorological conditions are accomplished by Monte Carlo simulation. Reasonable results have been obtained to select the optimized treatment technology for PM2.5, PM10, NOx, and SO2. Additional comparison analysis shows that baghouse is the least cost option as compared to electrostatic precipitator and wet scrubbers for particulate matter, whereas non-selective catalytical reduction and dry-flue gas desulfurization are suitable for NOx and SO2 reduction respectively. Thus, this model can aid planners to reduce these pollutants at a marginal cost by suggesting control pollution devices, while accounting for dynamic meteorological conditions and mining activities.

Keywords: air pollution, linear programming, mining, optimization, treatment technologies

Procedia PDF Downloads 190
158 The Classification Accuracy of Finance Data through Holder Functions

Authors: Yeliz Karaca, Carlo Cattani

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This study focuses on the local Holder exponent as a measure of the function regularity for time series related to finance data. In this study, the attributes of the finance dataset belonging to 13 countries (India, China, Japan, Sweden, France, Germany, Italy, Australia, Mexico, United Kingdom, Argentina, Brazil, USA) located in 5 different continents (Asia, Europe, Australia, North America and South America) have been examined.These countries are the ones mostly affected by the attributes with regard to financial development, covering a period from 2012 to 2017. Our study is concerned with the most important attributes that have impact on the development of finance for the countries identified. Our method is comprised of the following stages: (a) among the multi fractal methods and Brownian motion Holder regularity functions (polynomial, exponential), significant and self-similar attributes have been identified (b) The significant and self-similar attributes have been applied to the Artificial Neuronal Network (ANN) algorithms (Feed Forward Back Propagation (FFBP) and Cascade Forward Back Propagation (CFBP)) (c) the outcomes of classification accuracy have been compared concerning the attributes that have impact on the attributes which affect the countries’ financial development. This study has enabled to reveal, through the application of ANN algorithms, how the most significant attributes are identified within the relevant dataset via the Holder functions (polynomial and exponential function).

Keywords: artificial neural networks, finance data, Holder regularity, multifractals

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157 A Hierarchical Method for Multi-Class Probabilistic Classification Vector Machines

Authors: P. Byrnes, F. A. DiazDelaO

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The Support Vector Machine (SVM) has become widely recognised as one of the leading algorithms in machine learning for both regression and binary classification. It expresses predictions in terms of a linear combination of kernel functions, referred to as support vectors. Despite its popularity amongst practitioners, SVM has some limitations, with the most significant being the generation of point prediction as opposed to predictive distributions. Stemming from this issue, a probabilistic model namely, Probabilistic Classification Vector Machines (PCVM), has been proposed which respects the original functional form of SVM whilst also providing a predictive distribution. As physical system designs become more complex, an increasing number of classification tasks involving industrial applications consist of more than two classes. Consequently, this research proposes a framework which allows for the extension of PCVM to a multi class setting. Additionally, the original PCVM framework relies on the use of type II maximum likelihood to provide estimates for both the kernel hyperparameters and model evidence. In a high dimensional multi class setting, however, this approach has been shown to be ineffective due to bad scaling as the number of classes increases. Accordingly, we propose the application of Markov Chain Monte Carlo (MCMC) based methods to provide a posterior distribution over both parameters and hyperparameters. The proposed framework will be validated against current multi class classifiers through synthetic and real life implementations.

Keywords: probabilistic classification vector machines, multi class classification, MCMC, support vector machines

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156 Windstorm Risk Assessment for Offshore Wind Farms in the North Sea

Authors: Paul Buchana, Patrick E. Mc Sharry

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In 2017 there will be about 38 wind farms in the North Sea belonging to 5 different countries. The North Sea is ideal for offshore wind power generation and is thus attractive to offshore wind energy developers and investors. With concerns about the potential for offshore wind turbines to sustain substantial damage as a result of extreme weather conditions, particularly windstorms, this poses a unique challenge to insurers and reinsurers as to adequately quantify the risk and offer appropriate insurance cover for these assets. The need to manage this risk also concerns regulators, who provide the oversight needed to ensure that if a windstorm or a series of storms occur in this area over a one-year time frame, the insurers of these assets in the EU remain solvent even after meeting consequent damage costs. In this paper, using available European windstorm data for the past 33 years and actual wind farm locations together with information pertaining to each of the wind farms (number of turbines, total capacity and financial value), we present a Monte Carlo simulation approach to assess the number of turbines that would be buckled in each of the wind farms using maximum wind speeds reaching each of them. These wind speeds are drawn from historical windstorm data. From the number of turbines buckled, associated financial loss and output capacity can be deduced. The results presented in this paper are targeted towards offshore wind energy developers, insurance and reinsurance companies and regulators.

Keywords: catastrophe modeling, North Sea wind farms, offshore wind power, risk analysis

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155 Feedback Matrix Approach for Relativistic Runaway Electron Avalanches Dynamics in Complex Electric Field Structures

Authors: Egor Stadnichuk

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Relativistic runaway electron avalanches (RREA) are a widely accepted source of thunderstorm gamma-radiation. In regions with huge electric field strength, RREA can multiply via relativistic feedback. The relativistic feedback is caused both by positron production and by runaway electron bremsstrahlung gamma-rays reversal. In complex multilayer thunderstorm electric field structures, an additional reactor feedback mechanism appears due to gamma-ray exchange between separate strong electric field regions with different electric field directions. The study of this reactor mechanism in conjunction with the relativistic feedback with Monte Carlo simulations or by direct solution of the kinetic Boltzmann equation requires a significant amount of computational time. In this work, a theoretical approach to study feedback mechanisms in RREA physics is developed. It is based on the matrix of feedback operators construction. With the feedback matrix, the problem of the dynamics of avalanches in complex electric structures is reduced to the problem of finding eigenvectors and eigenvalues. A method of matrix elements calculation is proposed. The proposed concept was used to study the dynamics of RREAs in multilayer thunderclouds.

Keywords: terrestrial Gamma-ray flashes, thunderstorm ground enhancement, relativistic runaway electron avalanches, gamma-rays, high-energy atmospheric physics, TGF, TGE, thunderstorm, relativistic feedback, reactor feedback, reactor model

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154 Optimized Real Ground Motion Scaling for Vulnerability Assessment of Building Considering the Spectral Uncertainty and Shape

Authors: Chen Bo, Wen Zengping

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Based on the results of previous studies, we focus on the research of real ground motion selection and scaling method for structural performance-based seismic evaluation using nonlinear dynamic analysis. The input of earthquake ground motion should be determined appropriately to make them compatible with the site-specific hazard level considered. Thus, an optimized selection and scaling method are established including the use of not only Monte Carlo simulation method to create the stochastic simulation spectrum considering the multivariate lognormal distribution of target spectrum, but also a spectral shape parameter. Its applications in structural fragility analysis are demonstrated through case studies. Compared to the previous scheme with no consideration of the uncertainty of target spectrum, the method shown here can make sure that the selected records are in good agreement with the median value, standard deviation and spectral correction of the target spectrum, and greatly reveal the uncertainty feature of site-specific hazard level. Meanwhile, it can help improve computational efficiency and matching accuracy. Given the important infection of target spectrum’s uncertainty on structural seismic fragility analysis, this work can provide the reasonable and reliable basis for structural seismic evaluation under scenario earthquake environment.

Keywords: ground motion selection, scaling method, seismic fragility analysis, spectral shape

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153 Preliminary Study on the Factors Affecting Safety Parameters of (Th, U)O₂ Fuel Cycle: The Basis for Choosing Three Fissile Enrichment Zones

Authors: E. H. Uguru, S. F. A. Sani, M. U. Khandaker, M. H. Rabir

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The beginning of cycle transient safety parameters is paramount for smooth reactor operation. The enhanced operational safety of UO₂ fuelled AP1000 reactor being the first using three fissile enrichment zones motivated this research for (Th, U)O₂ fuel. This study evaluated the impact of fissile enrichment, soluble boron, and gadolinia on the transient safety parameters to determine the basis for choosing the three fissile enrichment zones. Fuel assembly and core model of Westinghouse small modular reactor were investigated using different fuel and reactivity control arrangements. The Monte Carlo N-Particle eXtended (MCNPX) integrated with CINDER90 burn-up code was used for the calculations. The results show that the moderator temperature coefficient of reactivity (MTC) and the fuel temperature coefficient of reactivity (FTC) were respectively negative and decreased with increasing fissile enrichment. Soluble boron significantly decreased the MTC but slightly increased FTC while gadolinia followed the same trend with a minor impact. However, the MTC and FTC respectively decreased significantly with increasing change in temperature. These results provide a guide on the considerable factors in choosing the three fissile enrichment zones for (Th, U)O₂ fuel in anticipation of their impact on safety parameters. Therefore, this study provides foundational results on the factors that must be considered in choosing three fissile arrangement zones for (Th, U)O₂ fuel.

Keywords: reactivity, safety parameters, small modular reactor, soluble boron, thorium fuel cycle

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152 Efficient Wind Fragility Analysis of Concrete Chimney under Stochastic Extreme Wind Incorporating Temperature Effects

Authors: Soumya Bhattacharjya, Avinandan Sahoo, Gaurav Datta

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Wind fragility analysis of chimney is often carried out disregarding temperature effect. However, the combined effect of wind and temperature is the most critical limit state for chimney design. Hence, in the present paper, an efficient fragility analysis for concrete chimney is explored under combined wind and temperature effect. Wind time histories are generated by Davenports Power Spectral Density Function and using Weighed Amplitude Wave Superposition Technique. Fragility analysis is often carried out in full Monte Carlo Simulation framework, which requires extensive computational time. Thus, in the present paper, an efficient adaptive metamodelling technique is adopted to judiciously approximate limit state function, which will be subsequently used in the simulation framework. This will save substantial computational time and make the approach computationally efficient. Uncertainty in wind speed, wind load related parameters, and resistance-related parameters is considered. The results by the full simulation approach, conventional metamodelling approach and proposed adaptive metamodelling approach will be compared. Effect of disregarding temperature in wind fragility analysis will be highlighted.

Keywords: adaptive metamodelling technique, concrete chimney, fragility analysis, stochastic extreme wind load, temperature effect

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151 Analyzing the Impact of Migration on HIV and AIDS Incidence Cases in Malaysia

Authors: Ofosuhene O. Apenteng, Noor Azina Ismail

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The human immunodeficiency virus (HIV) that causes acquired immune deficiency syndrome (AIDS) remains a global cause of morbidity and mortality. It has caused panic since its emergence. Relationships between migration and HIV/AIDS have become complex. In the absence of prospectively designed studies, dynamic mathematical models that take into account the migration movement which will give very useful information. We have explored the utility of mathematical models in understanding transmission dynamics of HIV and AIDS and in assessing the magnitude of how migration has impact on the disease. The model was calibrated to HIV and AIDS incidence data from Malaysia Ministry of Health from the period of 1986 to 2011 using Bayesian analysis with combination of Markov chain Monte Carlo method (MCMC) approach to estimate the model parameters. From the estimated parameters, the estimated basic reproduction number was 22.5812. The rate at which the susceptible individual moved to HIV compartment has the highest sensitivity value which is more significant as compared to the remaining parameters. Thus, the disease becomes unstable. This is a big concern and not good indicator from the public health point of view since the aim is to stabilize the epidemic at the disease-free equilibrium. However, these results suggest that the government as a policy maker should make further efforts to curb illegal activities performed by migrants. It is shown that our models reflect considerably the dynamic behavior of the HIV/AIDS epidemic in Malaysia and eventually could be used strategically for other countries.

Keywords: epidemic model, reproduction number, HIV, MCMC, parameter estimation

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150 Technology Valuation of Unconventional Gas R&D Project Using Real Option Approach

Authors: Young Yoon, Jinsoo Kim

Abstract:

The adoption of information and communication technologies (ICT) in all industry is growing under industry 4.0. Many oil companies also are increasingly adopting ICT to improve the efficiency of existing operations, take more accurate and quicker decision making and reduce entire cost by optimization. It is true that ICT is playing an important role in the process of unconventional oil and gas development and companies must take advantage of ICT to gain competitive advantage. In this study, real option approach has been applied to Unconventional gas R&D project to evaluate ICT of them. Many unconventional gas reserves such as shale gas and coal-bed methane(CBM) has developed due to technological improvement and high energy price. There are many uncertainties in unconventional development on the three stage(Exploration, Development, Production). The traditional quantitative benefits-cost method, such as net present value(NPV) is not sufficient for capturing ICT value. We attempted to evaluate the ICT valuation by applying the compound option model; the model is applied to real CBM project case, showing how it consider uncertainties. Variables are treated as uncertain and a Monte Carlo simulation is performed to consider variables effect. Acknowledgement—This work was supported by the Energy Efficiency & Resources Core Technology Program of the Korea Institute of Energy Technology Evaluation and Planning (KETEP) granted financial resource from the Ministry of Trade, Industry & Energy, Republic of Korea (No. 20152510101880) and by the National Research Foundation of Korea Grant funded by the Korean Government (NRF-205S1A3A2046684).

Keywords: information and communication technologies, R&D, real option, unconventional gas

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149 Assessing the Impact of High Fidelity Human Patient Simulation on Teamwork among Nursing, Medicine and Pharmacy Undergraduate Students

Authors: S. MacDonald, A. Manuel, R. Law, N. Bandruak, A. Dubrowski, V. Curran, J. Smith-Young, K. Simmons, A. Warren

Abstract:

High fidelity human patient simulation has been used for many years by health sciences education programs to foster critical thinking, engage learners, improve confidence, improve communication, and enhance psychomotor skills. Unfortunately, there is a paucity of research on the use of high fidelity human patient simulation to foster teamwork among nursing, medicine and pharmacy undergraduate students. This study compared the impact of high fidelity and low fidelity simulation education on teamwork among nursing, medicine and pharmacy students. For the purpose of this study, two innovative teaching scenarios were developed based on the care of an adult patient experiencing acute anaphylaxis: one high fidelity using a human patient simulator and one low fidelity using case based discussions. A within subjects, pretest-posttest, repeated measures design was used with two-treatment levels and random assignment of individual subjects to teams of two or more professions. A convenience sample of twenty-four (n=24) undergraduate students participated, including: nursing (n=11), medicine (n=9), and pharmacy (n=4). The Interprofessional Teamwork Questionnaire was used to assess for changes in students’ perception of their functionality within the team, importance of interprofessional collaboration, comprehension of roles, and confidence in communication and collaboration. Student satisfaction was also assessed. Students reported significant improvements in their understanding of the importance of interprofessional teamwork and of the roles of nursing and medicine on the team after participation in both the high fidelity and the low fidelity simulation. However, only participants in the high fidelity simulation reported a significant improvement in their ability to function effectively as a member of the team. All students reported that both simulations were a meaningful learning experience and all students would recommend both experiences to other students. These findings suggest there is merit in both high fidelity and low fidelity simulation as a teaching and learning approach to foster teamwork among undergraduate nursing, medicine and pharmacy students. However, participation in high fidelity simulation may provide a more realistic opportunity to practice and function as an effective member of the interprofessional health care team.

Keywords: acute anaphylaxis, high fidelity human patient simulation, low fidelity simulation, interprofessional education

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148 Livonian Werewolves, 1500-1700s: A Sociological Assessment of Their Historical Significance and Origins through the Case of Old Thiess

Authors: Liu Jiaxin

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This paper seeks to do an in-depth investigation on the phenomenon of Early Modern era (1500-1700s) Livonian werewolves. Noting their uniqueness in comparison to contemporaneous werewolves hailing from other geographic areas, the paper suggests that the Livonian werewolf is a metaphor for Livonian society at that time, one which was characterized by social turmoil and strict class hierarchy. This metaphor was utilized by different classes to establish their own interests in society, and thus the paper concludes that the werewolf is a mutable artifact whose value is contingent on its social context. This is demonstrated by the particular case of Old Thiess—a poor, elderly Livonian peasant who gave an unorthodox and anomalous testimony when accused of being a werewolf. In his court statement, it is shown how Thiess was, in fact, alluding to social tensions by lambasting the rich German elite and establishing the righteousness of the peasantry, of which he was a member. A close reading method was utilized on the trial transcript of Old Thiess with heavy reference to Carlo Ginzburg and Bruce Lincoln’s collaborative work Old Thiess, a Livonian werewolf: a classic case in comparative perspective. Through a contextual reading of Livonia’s social atmosphere, the paper draws connections between the content of the trial to wider societal disturbances happening at the time. The thesis—that the werewolf is a flexible metaphor for the social milieu—is further buttressed by numerous contemporaneous sources that had similar messages as Thiess’ transcript, which are discussed as well.

Keywords: early-modern baltic, Livonia, Old Thiess, social history, werewolves

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147 Delineation of Green Infrastructure Buffer Areas with a Simulated Annealing: Consideration of Ecosystem Services Trade-Offs in the Objective Function

Authors: Andres Manuel Garcia Lamparte, Rocio Losada Iglesias, Marcos BoullóN Magan, David Miranda Barros

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The biodiversity strategy of the European Union for 2030, mentions climate change as one of the key factors for biodiversity loss and considers green infrastructure as one of the solutions to this problem. In this line, the European Commission has developed a green infrastructure strategy which commits members states to consider green infrastructure in their territorial planning. This green infrastructure is aimed at granting the provision of a wide number of ecosystem services to support biodiversity and human well-being by countering the effects of climate change. Yet, there are not too many tools available to delimit green infrastructure. The available ones consider the potential of the territory to provide ecosystem services. However, these methods usually aggregate several maps of ecosystem services potential without considering possible trade-offs. This can lead to excluding areas with a high potential for providing ecosystem services which have many trade-offs with other ecosystem services. In order to tackle this problem, a methodology is proposed to consider ecosystem services trade-offs in the objective function of a simulated annealing algorithm aimed at delimiting green infrastructure multifunctional buffer areas. To this end, the provision potential maps of the regulating ecosystem services considered to delimit the multifunctional buffer areas are clustered in groups, so that ecosystem services that create trade-offs are excluded in each group. The normalized provision potential maps of the ecosystem services in each group are added to obtain a potential map per group which is normalized again. Then the potential maps for each group are combined in a raster map that shows the highest provision potential value in each cell. The combined map is then used in the objective function of the simulated annealing algorithm. The algorithm is run both using the proposed methodology and considering the ecosystem services individually. The results are analyzed with spatial statistics and landscape metrics to check the number of ecosystem services that the delimited areas produce, as well as their regularity and compactness. It has been observed that the proposed methodology increases the number of ecosystem services produced by delimited areas, improving their multifunctionality and increasing their effectiveness in preventing climate change impacts.

Keywords: ecosystem services trade-offs, green infrastructure delineation, multifunctional buffer areas, climate change

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146 Micro-Channel Flows Simulation Based on Nonlinear Coupled Constitutive Model

Authors: Qijiao He

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MicroElectrical-Mechanical System (MEMS) is one of the most rapidly developing frontier research field both in theory study and applied technology. Micro-channel is a very important link component of MEMS. With the research and development of MEMS, the size of the micro-devices and the micro-channels becomes further smaller. Compared with the macroscale flow, the flow characteristics of gas in the micro-channel have changed, and the rarefaction effect appears obviously. However, for the rarefied gas and microscale flow, Navier-Stokes-Fourier (NSF) equations are no longer appropriate due to the breakup of the continuum hypothesis. A Nonlinear Coupled Constitutive Model (NCCM) has been derived from the Boltzmann equation to describe the characteristics of both continuum and rarefied gas flows. We apply the present scheme to simulate continuum and rarefied gas flows in a micro-channel structure. And for comparison, we apply other widely used methods which based on particle simulation or direct solution of distribution function, such as Direct simulation of Monte Carlo (DSMC), Unified Gas-Kinetic Scheme (UGKS) and Lattice Boltzmann Method (LBM), to simulate the flows. The results show that the present solution is in better agreement with the experimental data and the DSMC, UGKS and LBM results than the NSF results in rarefied cases but is in good agreement with the NSF results in continuum cases. And some characteristics of both continuum and rarefied gas flows are observed and analyzed.

Keywords: continuum and rarefied gas flows, discontinuous Galerkin method, generalized hydrodynamic equations, numerical simulation

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145 Axial, Bending Interaction Diagrams of Reinforced Concrete Columns Exposed to Chloride Attack

Authors: Rita Greco, Giuseppe Carlo Marano

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Chloride induced reinforcement corrosion is widely accepted to be the most frequent mechanism causing premature degradation of reinforced concrete members, whose economic and social consequences are growing up continuously. Prevention of these phenomena has a great importance in structural design, and modern Codes and Standard impose prescriptions concerning design details and concrete mix proportion for structures exposed to different external aggressive conditions, grouped in environmental classes. This paper focuses on reinforced concrete columns load carrying capacity degradation over time due to chloride induced steel pitting corrosion. The structural element is considered to be exposed to marine environment and the effects of corrosion are described by the time degradation of the axial-bending interaction diagram. Because chlorides ingress and consequent pitting corrosion propagation are both time-dependent mechanisms, the study adopts a time-variant predictive approach to evaluate the residual strength of corroded reinforced concrete columns at different lifetimes. Corrosion initiation and propagation process is modelled by taking into account all the parameters, such as external environmental conditions, concrete mix proportion, concrete cover and so on, which influence the time evolution of the corrosion phenomenon and its effects on the residual strength of RC columns.

Keywords: pitting corrosion, strength deterioration, diffusion coefficient, surface chloride concentration, concrete structures, marine environment

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144 Robust Shrinkage Principal Component Parameter Estimator for Combating Multicollinearity and Outliers’ Problems in a Poisson Regression Model

Authors: Arum Kingsley Chinedu, Ugwuowo Fidelis Ifeanyi, Oranye Henrietta Ebele

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The Poisson regression model (PRM) is a nonlinear model that belongs to the exponential family of distribution. PRM is suitable for studying count variables using appropriate covariates and sometimes experiences the problem of multicollinearity in the explanatory variables and outliers on the response variable. This study aims to address the problem of multicollinearity and outliers jointly in a Poisson regression model. We developed an estimator called the robust modified jackknife PCKL parameter estimator by combining the principal component estimator, modified jackknife KL and transformed M-estimator estimator to address both problems in a PRM. The superiority conditions for this estimator were established, and the properties of the estimator were also derived. The estimator inherits the characteristics of the combined estimators, thereby making it efficient in addressing both problems. And will also be of immediate interest to the research community and advance this study in terms of novelty compared to other studies undertaken in this area. The performance of the estimator (robust modified jackknife PCKL) with other existing estimators was compared using mean squared error (MSE) as a performance evaluation criterion through a Monte Carlo simulation study and the use of real-life data. The results of the analytical study show that the estimator outperformed other existing estimators compared with by having the smallest MSE across all sample sizes, different levels of correlation, percentages of outliers and different numbers of explanatory variables.

Keywords: jackknife modified KL, outliers, multicollinearity, principal component, transformed M-estimator.

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143 Probabilistic Damage Tolerance Methodology for Solid Fan Blades and Discs

Authors: Andrej Golowin, Viktor Denk, Axel Riepe

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Solid fan blades and discs in aero engines are subjected to high combined low and high cycle fatigue loads especially around the contact areas between blade and disc. Therefore, special coatings (e.g. dry film lubricant) and surface treatments (e.g. shot peening or laser shock peening) are applied to increase the strength with respect to combined cyclic fatigue and fretting fatigue, but also to improve damage tolerance capability. The traditional deterministic damage tolerance assessment based on fracture mechanics analysis, which treats service damage as an initial crack, often gives overly conservative results especially in the presence of vibratory stresses. A probabilistic damage tolerance methodology using crack initiation data has been developed for fan discs exposed to relatively high vibratory stresses in cross- and tail-wind conditions at certain resonance speeds for limited time periods. This Monte-Carlo based method uses a damage databank from similar designs, measured vibration levels at typical aircraft operations and wind conditions and experimental crack initiation data derived from testing of artificially damaged specimens with representative surface treatment under combined fatigue conditions. The proposed methodology leads to a more realistic prediction of the minimum damage tolerance life for the most critical locations applicable to modern fan disc designs.

Keywords: combined fatigue, damage tolerance, engine, surface treatment

Procedia PDF Downloads 462