Search results for: real estate valuation model

Authors: Timothy Onyenobi

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Accidental fires and its dynamic as it relates to building compartmentation and the impact of the compartment morphology, is still an on-going area of study; especially with the use of computational fluid dynamics (CFD) modeling methods. With better knowledge on this subject come better solution recommendations by fire engineers. Interviews were carried out for this study where it was identified that the response perspectives to accidental fire were different with the fire engineer providing qualitative data which is based on “what is expected in real fires” and the fire fighters provided information on “what actually obtains in real fires”. This further led to a study and analysis of two real and comprehensively instrumented fire experiments: the Open Plan Office Project by National Institute of Standard and Technology (NIST) USA (to study time to flashover) and the TF2000 project by the Building Research Establishment (BRE) UK (to test for conformity with Building Regulation requirements). The findings from the analysis of the experiments revealed the relative yet critical weakness of fire prediction using a CFD model (usually used by fire engineers) as well as explained the differences in response perspectives of the fire engineers and firefighters from the interview analysis.

Keywords: CFD, compartment fire, experiment, fire fighters, fire engineers

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Authors: E. Vazquez-Santacruz, M. Gamboa-Zuniga

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In this paper, we show a methodology for bodies classification in lying state using HOG descriptors and pressures sensors positioned in a matrix form (14 x 32 sensors) on the surface where bodies lie down. it will be done in real time. Our system is embedded in a care robot that can assist the elderly patient and medical staff around to get a better quality of life in and out of hospitals. Due to current technology a limited number of sensors is used, wich results in low-resolution data array, that will be used as image of 14 x 32 pixels. Our work considers the problem of human posture classification with few information (sensors), applying digital process to expand the original data of the sensors and so get more significant data for the classification, however, this is done with low-cost algorithms to ensure the real-time execution.

Keywords: real-time classification, sensors, robots, health care, elderly patients, artificial intelligence

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Authors: João Gago dos Santos, Paulo Pereira Almeida

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The present study intends to deepen and understand the reasons that led to the decline and disappearance of wooden construction systems in Portugal, for that reason, its use in history must be analyzed. It is observed that this material was an integral part of the construction systems in Europe and Portugal for centuries, and it is possible to conclude that its decline happens with the appearance of hybrid construction and later with the emergence and development of reinforced concrete technology. It is also verified that wood as a constructive element, and for that reason, an element of development had great importance in national construction, with its peak being the Pombaline period, after the 1755 earthquake. In this period, the great scarcity of materials in the metropolis led to the import wood from Brazil for the reconstruction of Lisbon. This period is linked to an accentuated exploitation of forests, resulting in laws and royal decrees aimed at protecting them, guaranteeing the continued existence of profitable forests, crucial to the reconstruction effort. The following period, with the gradual loss of memory of the catastrophe, resulted in a construction that was weakened structurally as a response to a time of real estate speculation and great urban expansion. This was the moment that precluded the inexistence of the use of wood in construction. At the beginning of the 20th century and in the 30s and 40s, with the appearance and development of reinforced concrete, it became part of the great structures of the state, and it is considered a versatile material capable of resolving issues throughout the national territory. It is at this point that the wood falls into disuse and practically disappears from the new works produced.

Keywords: construction history, construction in portugal, construction systems, wood construction

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Authors: Gabriela Chmelikova, Ludmila Hurajova, Pavol Bozek

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Current era has brought hand in hand with the vast and fast development of technologies enormous pressure on individuals to keep being well - oriented in their professional fields. Almost all projects in the real world require an interdisciplinary perspective. These days we notice some cases when students face that real requirements for jobs are in contrast to the knowledge and competences they gained at universities. Interlacing labor market and university programs is a big issue these days. Sometimes it seems that higher education only “chases” reality. Simulation-based learning can support students’ touch with real demand on competences and knowledge of job world. The contribution provided a descriptive study of some cases of simulation-based teaching environment in different courses at STU MTF in Trnava and discussed how students and teachers perceive this model of teaching-learning approach. Finally, some recommendations are proposed how to enhance closer relationship between academic world and labor market.

Keywords: interdisciplinary approach, simulation-based learning, students' job readiness, teaching environment in higher education

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Authors: Noureddine Litim

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This work is to theoretical and numerical studying the real analysis of the seismic response of the soil with an Elasto-plastic behavior. To perform this analysis, we used different core drilling performed at the tunnel T4 in El Horace section of the highway east-west. The two-dimensional model (2d) was established by the code of finite element plaxis to estimate the displacement amplification and accelerations caused by the seismic wave in the different core drilling and compared with the factor of acceleration given by the RPA (2003) in the area studying. Estimate the displacement amplification and accelerations caused by the seismic wave.

Keywords: seismic response, deposition of soil, plaxis, elasto-plastic

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Authors: Nyasha Agnes Gurira, Patrick Ngulube

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Heritage as an asset can be used to achieve cultural and socio-economic development through its careful use as a tourist attraction. Cultural heritage sites, especially those listed as World Heritage sites generate a lot of revenue through their use as tourist attractions. According to article 5(a) of the World Heritage Convention, World Heritage Sites (WHS) must serve a function in the life of the communities. This is further stressed by the International Council on Monuments and Sites (ICOMOS) charter on cultural heritage tourism which recognizes the positive effects of tourism on cultural heritage and underlines that domestic and international tourism is among the foremost vehicles for cultural exchange, conservation should thus provide for responsible and well-managed opportunities for local communities. The inclusion of communities in the world heritage agenda identifies them as the owners of the heritage and partners in the management planning process. This reiterates the need to empower communities and enable them to participate in the decisions which relate to the use of their heritage divorcing from the ideals of viewing communities as beneficiaries from the heritage resource. It recognizes community ownership rights to cultural heritage an element enshrined in Zimbabwe’ national constitution. Through the use of contingency valuation approaches, by assessing the Willingness to pay for visitors at the site the research determined the tourism use value of Great Zimbabwe (WHS). It assessed the extent to which the communities at Great Zimbabwe (WHS) have been developed through the tourism use of the WHS. Findings show that the current management mechanism in place regards communities as stakeholders in the management of the WHS, their ownership and property rights are not fully recognized. They receive indirect benefits from the tourism use of the WHS. This paper calls for a shift in management approach where community ownership rights are fully recognized and more inclusive approaches are adopted to ensure that the goal of sustainable development is achieved. Pro-poor benefits of tourism are key to enhancing the livelihoods of communities and can only be achieved if their rights are recognized and respected.

Keywords: communities, cultural heritage tourism, development, property ownership rights, pro-poor benefits, sustainability, world heritage site

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Authors: Prasita Sooksamran, Wareerat Kaewurai

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STEM is an integrated teaching approach promoted by the Ministry of Education in Thailand. STEM Education is an integrated approach to teaching Science, Technology, Engineering, and Mathematics. It has been questioned by Thai teachers on the grounds of how to integrate STEM into the classroom. Therefore, the main objective of this study is to develop a science instructional model based on the STEM approach to enhance scientific mind and problem-solving skills for primary students. This study is participatory action research, and follows the following steps: 1) develop a model 2) seek the advice of experts regarding the teaching model. Developing the instructional model began with the collection and synthesis of information from relevant documents, related research and other sources in order to create prototype instructional model. 2) The examination of the validity and relevance of instructional model by a panel of nine experts. The findings were as follows: 1. The developed instructional model comprised of principles, objective, content, operational procedures and learning evaluation. There were 4 principles: 1) Learning based on the natural curiosity of primary school level children leading to knowledge inquiry, understanding and knowledge construction, 2) Learning based on the interrelation between people and environment, 3) Learning that is based on concrete learning experiences, exploration and the seeking of knowledge, 4) Learning based on the self-construction of knowledge, creativity, innovation and 5) relating their findings to real life and the solving of real-life problems. The objective of this construction model is to enhance scientific mind and problem-solving skills. Children will be evaluated according to their achievements. Lesson content is based on science as a core subject which is integrated with technology and mathematics at grade 6 level according to The Basic Education Core Curriculum 2008 guidelines. The operational procedures consisted of 6 steps: 1) Curiosity 2) Collection of data 3) Collaborative planning 4) Creativity and Innovation 5) Criticism and 6) Communication and Service. The learning evaluation is an authentic assessment based on continuous evaluation of all the material taught. 2. The experts agreed that the Science Instructional Model based on the STEM Education Approach had an excellent level of validity and relevance (4.67 S.D. 0.50).

Keywords: instructional model, STEM education, scientific mind, problem solving

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Authors: Jingting Luo, Yong Wang, Ying Wang

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Pedestrian detection in image or video data is a very important and challenging task in security surveillance. The difficulty of this task is to locate and detect pedestrians of different scales in complex scenes accurately. To solve these problems, a deep neural network (RT-YOLOv3) is proposed to realize real-time pedestrian detection at different scales in security monitoring. RT-YOLOv3 improves the traditional YOLOv3 algorithm. Firstly, the deep residual network is added to extract vehicle features. Then six convolutional neural networks with different scales are designed and fused with the corresponding scale feature maps in the residual network to form the final feature pyramid to perform pedestrian detection tasks. This method can better characterize pedestrians. In order to further improve the accuracy and generalization ability of the model, a hybrid pedestrian data set training method is used to extract pedestrian data from the VOC data set and train with the INRIA pedestrian data set. Experiments show that the proposed RT-YOLOv3 method achieves 93.57% accuracy of mAP (mean average precision) and 46.52f/s (number of frames per second). In terms of accuracy, RT-YOLOv3 performs better than Fast R-CNN, Faster R-CNN, YOLO, SSD, YOLOv2, and YOLOv3. This method reduces the missed detection rate and false detection rate, improves the positioning accuracy, and meets the requirements of real-time detection of pedestrian objects.

Keywords: pedestrian detection, feature detection, convolutional neural network, real-time detection, YOLOv3

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Authors: Rida B. Arieby, Hameed N. Hameed

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In this work, tensile tests on high density polyethylene have been carried out under various constant strain rate and strain rate jump tests. The dependency of the true stress and specially the variation of volume strain have been investigated, the volume strain due to the phenomena of damage was determined in real time during the tests by an optical extensometer called Videotraction. A modified constitutive equations, including strain rate and damage effects, are proposed, such a model is based on a non-equilibrium thermodynamic approach called (DNLR). The ability of the model to predict the complex nonlinear response of this polymer is examined by comparing the model simulation with the available experimental data, which demonstrate that this model can represent the deformation behavior of the polymer reasonably well.

Keywords: strain rate jump tests, volume strain, high density polyethylene, large strain, thermodynamics approach

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Authors: Khemnath Kharel

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Forest itself is a factory as well as product. It supplies tangible and intangible goods and services. It supplies timber, fuel wood, fodder, grass leaf litter as well as non timber edible goods and medicinal and aromatic products additionally provides environmental services. These environmental services are of local, national, or even global importance. In Nepal more than 19 thousands community forests are providing environmental service in less economic benefit than actual efficiency. There is a risk of cost of management of those forest exceeds benefits and forests get converted to open access resources in future. Most of the environmental goods and services don’t have markets which mean no prices at which they are available to the consumers therefore the valuation of these services goods and services establishment of paying mechanism for such services and insure the benefit to community is more relevant in local as well as global scale. There are few examples of carbon trading in domestic level to meet the country wide emission goal. In this contest the study aims to explore the public attitude towards carbon offsetting and their responsibility over service providers. This study helps in promotion of environment service awareness among general people and service provider; community forest. The research helps to unveil the carbon pool scenario in community forest and willingness to pay for carbon offsetting of people who are consuming more energy than general people and emitting relatively more carbon in atmosphere. The study has assessed the carbon pool status in two community forest. In the study in two community forests carbon pools were assessed following the guideline “Forest Carbon Inventory Guideline 2010” prescribed by Ministry of Forest and soil Conservation, Nepal. Final out comes of analysis in intensively managed area of Hokse CF recorded as 103.58 tons C /ha with 6173.30 tons carbon stock. Similarly in Hariyali CF carbon density was recorded 251.72 mg C /ha. The total carbon stock of intensively managed blocks in Hariyali CF is 35839.62 tons carbon.

Keywords: carbon, offsetting, sequestration, valuation

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Authors: Samir K. Safi

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The purpose of this study was to compare the performance of two types of models, namely MIDAS and MIDAS-GARCH, in predicting the volatility of crude oil returns based on gold price returns and the COVID-19 pandemic. The study aimed to identify which model would provide more accurate short-term and long-term predictions and which model would perform better in handling the increased volatility caused by the pandemic. The findings of the study revealed that the MIDAS model performed better in predicting short-term and long-term volatility before the pandemic, while the MIDAS-GARCH model performed significantly better in handling the increased volatility caused by the pandemic. The study highlights the importance of selecting appropriate models to handle the complexities of real-world data and shows that the choice of model can significantly impact the accuracy of predictions. The practical implications of model selection and exploring potential methodological adjustments for future research will be highlighted and discussed.

Keywords: GARCH-MIDAS, MIDAS, crude oil, gold, COVID-19, volatility

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Authors: Masood Monjezi

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The English teachers’ pedagogical identity construction is the way teachers go through the process of becoming teachers and how they maintain their teaching selves. The pedagogical identity of teachers is influenced by several factors within the individual and the society. The purpose of this study was to compare the imagined social world of the pre-service teachers with the real experiences the in-service teachers had in the context of Iran to see how prepared the pre-service teachers are with a view to their identity being. This study used a qualitative approach to collection and analysis of the data. Structured and semi-structured interviews, focus groups and process logs were used to collect the data. Then, using open coding, the data were analyzed. The findings showed that the imagined world of the pre-service teachers partly corresponded with the real world experiences of the in-service teachers leaving the pre-service teachers unprepared for their real world teaching profession. The findings suggest that the current approaches to English teacher training are in need of modification to better prepare the pre-service teachers for the future that expects them.

Keywords: imagined professional world, in-service teachers, pre-service teachers, real experiences, community of practice, identity

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Authors: Cristian Pauna

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Trading the financial markets is a widespread activity today. A large number of investors, companies, public of private funds are buying and selling every day in order to make profit. Algorithmic trading is the prevalent method to make the trade decisions after the electronic trading release. The orders are sent almost instantly by computers using mathematical models. This paper will present a price prediction methodology based on a multi-dimensional neural network. Using the Fisher transform, the neural network will be instructed for a low-latency auto-adaptive process in order to predict the price evolution for the next period of time. The model is designed especially for algorithmic trading and uses the real-time price series. It was found that the characteristics of the Fisher function applied at the nodes scale level can generate reliable trading signals using the neural network methodology. After real time tests it was found that this method can be applied in any timeframe to trade the financial markets. The paper will also include the steps to implement the presented methodology into an automated trading system. Real trading results will be displayed and analyzed in order to qualify the model. As conclusion, the compared results will reveal that the neural network methodology applied together with the Fisher transform at the nodes level can generate a good price prediction and can build reliable trading signals for algorithmic trading.

Keywords: algorithmic trading, automated trading systems, financial markets, high-frequency trading, neural network

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Authors: Maitree Thamma, Witchupong Wiboonjaroen, Thanat Suknuan, Karan Homchat

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First order plus dead time (FOPDT) is a high dynamic system. Therefore, the controller must be intelligent. This paper presents the development and implementation of self-tuning Fuzzy-PID controller for controlling the FOPDT system. The water level process used represented FOPDT system and the mathematical model of the system was approximated by using System Identification toolbox in Matlab. The control programming and Fuzzy-PID algorithm used Matlab/Simulink and run on Microcontroller STM32.

Keywords: real-time control, self-tuning fuzzy-PID, FOPDT system, the water lever process

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

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

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

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Authors: Juliette Harper, Yu Yang

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Biofuels have gained significant attention recently due to the new regulations and agreements regarding fossil fuels and greenhouse gases being made by countries around the globe. One of the most common types of biofuels is biodiesel, primarily made via the transesterification reaction. We model this nonlinear process in MATLAB using the standard kinetic equations. Then, a nonlinear Model predictive control (NMPC) was developed to regulate this process due to its capability to handle process constraints. The feeding flow uncertainty and kinetic disturbances are further incorporated in the model to capture the real-world operating conditions. The simulation results will show that the proposed NMPC can guarantee the final composition of fatty acid methyl esters (FAME) above the target threshold with a high chance by adjusting the process temperature and flowrate. This research will allow further understanding of NMPC under uncertainties and how to design the computational strategy for larger process with more variables.

Keywords: NMPC, biodiesel, uncertainties, nonlinear, MATLAB

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Authors: Chin-Yuan Hsieh, Wei-Chun Lu, Yu-Hong Zeng

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The situation of a group of fish die is frequently found due to the fish disease caused by the deterioration of aquaculture water quality. The toxic ammonia is produced by animals as a byproduct of protein. The system is designed by the smart sensor technology and developed by the mathematical model to monitor the water parameters 24 hours a day and predict the relationship among twelve water quality parameters for monitoring the water quality in aquaculture. All data measured are stored in cloud server. In productive ponds, the daytime pH may be high enough to be lethal to the fish. The sudden change of the aquaculture conditions often results in the increase of PH value of water, lack of oxygen dissolving content, water quality deterioration and yield reduction. From the real measurement, the system can send the message to user’s smartphone successfully on the bad conditions of water quality. From the data comparisons between measurement and model simulation in fish aquaculture site, the difference of parameters is less than 2% and the correlation coefficient is at least 98.34%. The solubility rate of oxygen decreases exponentially with the elevation of water temperature. The correlation coefficient is 98.98%.

Keywords: aquaculture, sensor, ammonia, dissolved oxygen

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Authors: Entisar A. Elgmati

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Recurrent infant diarrhea is studied using daily data collected in Salvador, Brazil over one year and three months. A logistic regression model is fitted instead of Aalen's additive model using the same covariates that were used in the analysis with the additive model. The model gives reasonably similar results to that using additive regression model. In addition, the problem with the estimated conditional probabilities not being constrained between zero and one in additive model is solved here. Also martingale residuals that have been used to judge the goodness of fit for the additive model are shown to be useful for judging the goodness of fit of the logistic model.

Keywords: additive model, cumulative probabilities, infant diarrhoea, recurrent event

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Authors: Sajid Hussain

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The complex domain approach for image segmentation based on active contour has been designed, which deforms step by step to partition an image into numerous expedient regions. A novel region-based trigonometric complex pressure force function is proposed, which propagates around the region of interest using image forces. The signed trigonometric force function controls the propagation of the active contour and the active contour stops on the exact edges of the object accurately. The proposed model makes the level set function binary and uses Gaussian smoothing kernel to adjust and escape the re-initialization procedure. The working principle of the proposed model is as follows: The real image data is transformed into complex data by iota (i) times of image data and the average iota (i) times of horizontal and vertical components of the gradient of image data is inserted in the proposed model to catch complex gradient of the image data. A simple finite difference mathematical technique has been used to implement the proposed model. The efficiency and robustness of the proposed model have been verified and compared with other state-of-the-art models.

Keywords: image segmentation, active contour, level set, Mumford and Shah model

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Authors: Zahra Ramezanpanah, Joachim Carvallo, Aurelien Rodriguez

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This paper aims to detect anomalies in streaming data using machine learning algorithms. In this regard, we designed two separate pipelines and evaluated the effectiveness of each separately. The first pipeline, based on supervised machine learning methods, consists of two phases. In the first phase, we trained several supervised models using the UNSW-NB15 data-set. We measured the efficiency of each using different performance metrics and selected the best model for the second phase. At the beginning of the second phase, we first, using Argus Server, sniffed a local area network. Several types of attacks were simulated and then sent the sniffed data to a running algorithm at short intervals. This algorithm can display the results of each packet of received data in real-time using the trained model. The second pipeline presented in this paper is based on unsupervised algorithms, in which a Temporal Graph Network (TGN) is used to monitor a local network. The TGN is trained to predict the probability of future states of the network based on its past behavior. Our contribution in this section is introducing an indicator to identify anomalies from these predicted probabilities.

Keywords: temporal graph network, anomaly detection, cyber security, IDS

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Authors: Haouam Djemaa

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This study aimed to identify the possibility for applying fair value accounting by Algerian enterprises coted in capital maket (Algiers stock exchange). To achieve the objectives of this study, we made an interview with preparers of accounting information. The results document that enterprises are aware of fair value accounting in financial reporting because of its ability to provide useful accounting, but it depends on the availability of favorable circumstances for its application and this is what is missing in the Algerian environment.

Keywords: fair value, financial reporting, accounting information, valuation method

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Authors: Shai Sarussi

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Let S be an integral domain with field of fractions F and let A be an F-algebra. An S-subalgebra R of A is called S-nice if R∩F = S and the localization of R with respect to S \{0} is A. Denoting by W the set of all S-nice subalgebras of A, and defining a notion of open sets on W, one can view W as a T0-Alexandroff space. A characterization of the property of immediate neighbors in an Alexandroff topological space is given, in terms of closed and open subsets of appropriate subspaces. Moreover, two special subspaces of W are introduced, and a way in which their closed and open subsets induce W is presented.

Keywords: integral domains, Alexandroff topology, immediate neighbors, valuation domains

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Authors: Deyu Zhou, Xiao Xue, Lizhen Cui

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With the increasing collaboration among various services and the growing complexity of user demands, there are more and more factors affecting the stable development of the cloud manufacturing service economic system (CMSE). This poses new challenges to the evolution analysis of the CMSE. Many researchers have modeled and analyzed the evolution process of CMSE from the perspectives of individual learning and internal factors influencing the system, but without considering other important characteristics of the system's individuals (such as heterogeneity, bounded rationality, etc.) and the impact of external environmental factors. Therefore, this paper proposes an integrated artificial social model for the cloud manufacturing service economic system, which considers both the characteristics of the system's individuals and the internal and external influencing factors of the system. The model consists of three parts: the Agent model, environment model, and rules model (Agent-Environment-Rules, AER): (1) the Agent model considers important features of the individuals, such as heterogeneity and bounded rationality, based on the adaptive behavior mechanisms of perception, action, and decision-making; (2) the environment model describes the activity space of the individuals (real or virtual environment); (3) the rules model, as the driving force of system evolution, describes the mechanism of the entire system's operation and evolution. Finally, this paper verifies the effectiveness of the AER model through computational and experimental results.

Keywords: cloud manufacturing service economic system (CMSE), AER model, artificial social modeling, integrated framework, computing experiment, agent-based modeling, social networks

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Authors: Zhi Liu, Hui Jiang, Jin Li, Kunhao Chen, Langfang Zhang

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Fast acquisition of the seismic information and accurate assessment of the earthquake disaster is the key problem for emergency rescue after a destructive earthquake. In order to meet the requirements of the earthquake emergency response and rescue for the cities and counties, a quasi real-time comprehensive evaluation system for earthquake disaster is developed. Based on monitoring data of Micro-Electro-Mechanical Systems (MEMS) strong motion network, structure database of a county area and the real-time disaster information by the mobile terminal after an earthquake, fragility analysis method and dynamic correction algorithm are synthetically obtained in the developed system. Real-time evaluation of the seismic disaster in the county region is finally realized to provide scientific basis for seismic emergency command, rescue and assistant decision.

Keywords: quasi real-time, earthquake disaster data collection, MEMS accelerometer, dynamic correction, comprehensive evaluation

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Authors: Sungho Kim, Dae Shik Kim, Jong Min Lee

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Fluid catalytic cracking (FCC) process is one of the most important process in modern refinery industry. This paper focuses on the fluid catalytic cracking (FCC) process. As the FCC process is difficult to model well, due to its non linearities and various interactions between its process variables, rigorous process modeling of whole FCC plant is demanded for control and plant-wide optimization of the plant. In this study, a process design for the FCC plant includes riser reactor, main fractionator, and gas processing unit was developed. A reactor model was described based on four-lumped kinetic scheme. Main fractionator, gas processing unit and other process units are designed to simulate real plant data, using a process flow sheet simulator, Aspen PLUS. The custom reactor model was integrated with the process flow sheet simulator to develop an integrated process model.

Keywords: fluid catalytic cracking, simulation, plant data, process design

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Authors: Flora Babongo, Valerie Chavez

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Inferring causality from observational data is one of the fundamental subjects, especially in quantitative finance. So far most of the papers analyze additive noise models with either linearity, nonlinearity or Gaussian noise. We fill in the gap by providing a nonlinear and non-gaussian causal multiplicative noise model that aims to distinguish the cause from the effect using a two steps method based on Bayesian additive models for location, scale and shape (BAMLSS) and on causal additive models (CAM). We have tested our method on simulated and real data and we reached an accuracy of 0.86 on average. As real data, we considered the causality between financial indices such as S&P 500, Nasdaq, CAC 40 and Nikkei, and companies' log-returns. Our results can be useful in inferring causality when the data is heteroskedastic or non-injective.

Keywords: causal inference, DAGs, BAMLSS, financial index

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Authors: Bekim Berisha, Sebastian Hirsiger, Pavel Hora

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Advanced material models involving several sets of model parameters require a big experimental effort. As models are getting more and more complex like e.g. the so called “Homogeneous Anisotropic Hardening - HAH” model for description of the yielding behavior in the 2D/3D stress space, the number and complexity of the required experiments are also increasing continuously. In the context of sheet metal forming, these requirements are even more pronounced, because of the anisotropic behavior or sheet materials. In addition, some of the experiments are very difficult to perform e.g. the plane stress biaxial compression test. Accordingly, tensile tests in at least three directions, biaxial tests and tension-compression or shear-reverse shear experiments are performed to determine the parameters of the macroscopic models. Therefore, determination of the macroscopic model parameters based on virtual experiments is a very promising strategy to overcome these difficulties. For this purpose, in the framework of multiscale material modeling, a dislocation density based crystal plasticity model in combination with a FFT-based spectral solver is applied to perform virtual experiments. Modeling of the plastic behavior of metals based on crystal plasticity theory is a well-established methodology. However, in general, the computation time is very high and therefore, the computations are restricted to simplified microstructures as well as simple polycrystal models. In this study, a dislocation density based crystal plasticity model – including an implementation of the backstress – is used in a spectral solver framework to generate virtual experiments for three deep drawing materials, DC05-steel, AA6111-T4 and AA4045 aluminum alloys. For this purpose, uniaxial as well as multiaxial loading cases, including various pre-strain histories, has been computed and validated with real experiments. These investigations showed that crystal plasticity modeling in the framework of Representative Volume Elements (RVEs) can be used to replace most of the expensive real experiments. Further, model parameters of advanced macroscopic models like the HAH model can be determined from virtual experiments, even for multiaxial deformation histories. It was also found that crystal plasticity modeling can be used to model anisotropic hardening more accurately by considering the backstress, similar to well-established macroscopic kinematic hardening models. It can be concluded that an efficient coupling of crystal plasticity models and the spectral solver leads to a significant reduction of the amount of real experiments needed to calibrate macroscopic models. This advantage leads also to a significant reduction of computational effort needed for the optimization of metal forming process. Further, due to the time efficient spectral solver used in the computation of the RVE models, detailed modeling of the microstructure are possible.

Keywords: anisotropic hardening, crystal plasticity, micro structure, spectral solver

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Authors: Arpita Mondal, Aurobinda Routray, Sreeraj Puravankara, Rajashree Biswas

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The most difficult part of designing a battery management system (BMS) is battery modeling. A good battery model can capture the dynamics which helps in energy management, by accurate model-based state estimation algorithms. So far the most suitable and fruitful model is the equivalent circuit model (ECM). However, in real-time applications, the model parameters are time-varying, changes with current, temperature, state of charge (SOC), and aging of the battery and this make a great impact on the performance of the model. Therefore, to increase the equivalent circuit model performance, the parameter estimation has been carried out in the frequency domain. The battery is a very complex system, which is associated with various chemical reactions and heat generation. Therefore, it’s very difficult to select the optimal model structure. As we know, if the model order is increased, the model accuracy will be improved automatically. However, the higher order model will face the tendency of over-parameterization and unfavorable prediction capability, while the model complexity will increase enormously. In the time domain, it becomes difficult to solve higher order differential equations as the model order increases. This problem can be resolved by frequency domain analysis, where the overall computational problems due to ill-conditioning reduce. In the frequency domain, several dominating frequencies can be found in the input as well as output data. The selective frequency domain estimation has been carried out, first by estimating the frequencies of the input and output by subspace decomposition, then by choosing the specific bands from the most dominating to the least, while carrying out the least-square, recursive least square and Kalman Filter based parameter estimation. In this paper, a second order battery model consisting of three resistors, two capacitors, and one SOC controlled voltage source has been chosen. For model identification and validation hybrid pulse power characterization (HPPC) tests have been carried out on a 2.6 Ah LiFePO₄ battery.

Keywords: equivalent circuit model, frequency estimation, parameter estimation, subspace decomposition

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Authors: Adilah Abdul Ghapor, Yong Zulina Zubairi, A. H. M. R. Imon

Abstract:

Missing value problem is common in statistics and has been of interest for years. This article considers two modern techniques in handling missing data for linear functional relationship model (LFRM) namely the Expectation-Maximization (EM) algorithm and Expectation-Maximization with Bootstrapping (EMB) algorithm using three performance indicators; namely the mean absolute error (MAE), root mean square error (RMSE) and estimated biased (EB). In this study, we applied the methods of imputing missing values in two types of LFRM namely the full model of LFRM and in LFRM when the slope is estimated using a nonparametric method. Results of the simulation study suggest that EMB algorithm performs much better than EM algorithm in both models. We also illustrate the applicability of the approach in a real data set.

Keywords: expectation-maximization, expectation-maximization with bootstrapping, linear functional relationship model, performance indicators

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Authors: Hugo Badia

Abstract:

This research answers which is the most suitable transit network structure to serve specific demand requirements in an increasing urban dispersion process. Two main approaches of network design are found in the literature. On the one hand, a traditional answer, widespread in our cities, that develops a high number of lines to connect most of origin-destination pairs by direct trips; an approach based on the idea that users averse to transfers. On the other hand, some authors advocate an alternative design characterized by simple networks where transfer is essential to complete most of trips. To answer which of them is the best option, we use a two-step methodology. First, by means of an analytical model, three basic network structures are compared: a radial scheme, starting point for the other two structures, a direct trip-based network, and a transfer-based one, which represent the two alternative transit network designs. The model optimizes the network configuration with regard to the total cost for each structure. For a scenario of dispersion, the best alternative is the structure with the minimum cost. This dispersion degree is defined in a simple way considering that only a central area attracts all trips. If this area is small, we have a high concentrated mobility pattern; if this area is too large, the city is highly decentralized. In this first step, we can determine the area of applicability for each structure in function to that urban dispersion degree. The analytical results show that a radial structure is suitable when the demand is so centralized, however, when this demand starts to scatter, new transit lines should be implemented to avoid transfers. If the urban dispersion advances, the introduction of more lines is no longer a good alternative, in this case, the best solution is a change of structure, from direct trips to a network based on transfers. The area of applicability of each network strategy is not constant, it depends on the characteristics of demand, city and transport technology. In the second step, we translate analytical results to a real case study by the relationship between the parameters of dispersion of the model and direct measures of dispersion in a real city. Two dimensions of the urban sprawl process are considered: concentration, defined by Gini coefficient, and centralization by area based centralization index. Once it is estimated the real dispersion degree, we are able to identify in which area of applicability the city is located. In summary, from a strategic point of view, we can obtain with this methodology which is the best network design approach for a city, comparing the theoretical results with the real dispersion degree.

Keywords: analytical network design model, network structure, public transport, urban dispersion

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