Search results for: skew distributions

Authors: Ashok K. Satapathy, Prerana Nashine

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Radiative heat transfer in participating medium was anticipated using the finite volume method. The radiative transfer equations are formulated for absorbing and anisotropically scattering and emitting medium. The solution strategy is discussed and the conditions for computational stability are conferred. The equations have been solved for transient radiative medium and transient radiation incorporated with transient conduction. Results have been obtained for irradiation and corresponding heat fluxes for both the cases. The solutions can be used to conclude incident energy and surface heat flux. Transient solutions were obtained for a slab of heat conducting in slab by thermal radiation. The effect of heat conduction during the transient phase is to partially equalize the internal temperature distribution. The solution procedure provides accurate temperature distributions in these regions. A finite volume procedure with variable space and time increments is used to solve the transient energy equation. The medium in the enclosure absorbs, emits, and anisotropically scatters radiative energy. The incident radiations and the radiative heat fluxes are presented in graphical forms. The phase function anisotropy plays a significant role in the radiation heat transfer when the boundary condition is non-symmetric.

Keywords: participating media, finite volume method, radiation coupled with conduction, heat transfer

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Authors: L. Adjlout, N.Benharrat, O. Ladjdel, F. Djemil, A. Adjlout, T. Yahiaoui

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The present investigation is an experimental and numerical studies of the turbulence level influence on the flow in a smooth staggered tube bundle. The experiments were carried out in a closed circuit wind tunnel of subsonic type (TE44). Three turbulence levels at the inlet namely 1%, 4.6% and 6.3% and two Reynolds numbers Re = 9300 and Re = 13950 were performed. The obtained results for the central tube show that there are two minimum values for the angles 70° and 280° corresponding to the separation points. The pressure coefficient distributions seem to have constant values between 120° and 240° resulting in Von Karman street configuration in the wake. These remarks were valid for the tests carried out. The numerical study was performed by the ANSYS FLUENT code which solves the averaged Navier-Stokes equations (RANS). Two turbulence models (k-ε RNG and k-ε realizable), two types of grids and two levels of turbulence at the entrance of 4.6% and 6.3% for Reynolds numbers of 9300 and 13950 were considered. The obtained results for the central tube were compared with the present experimental results. It is concluded that the K-ε realizable is more suitable for the pressure distribution prediction than the K-ε RNG model compared to the present experimental results for this studied case.

Keywords: tube bundle, staggered configuration, turbulence level, numerical, experimental

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Authors: Pranitha Janapatla, Venkata Suman Gontla

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The present paper investigates the effects of MHD, double dispersion and variable properties on mixed convection flow from a vertical surface in a power-law fluid saturated non-Darcy porous medium. The governing non-linear partial differential equations are reduced to a system of ordinary differential equations by using a special form of Lie group transformations viz. scaling group of transformations. These ordinary differential equations are solved numerically by using Shooting technique. The influence of relevant parameters on the non-dimensional velocity, temperature, concentration for pseudo-plastic fluid, Newtonian and dilatant fluid are discussed and displayed graphically. The behavior of heat and mass transfer coefficients are shown in tabular form. Comparisons with the published works are performed and are found to be in very good agreement. From this analysis, it is observed that an increase in variable viscosity causes to decrease in velocity profile and increase the temperature and concentration distributions. It is also concluded that increase in the solutal dispersion decreases the velocity and concentration but raises the temperature profile.

Keywords: power-law fluid, thermal conductivity, thermal dispersion, solutal dispersion, variable viscosity

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Authors: Majid Habib Khan, Jinwei Zhao, Xinhong Hei, Liu Jiedong, Rana Shahzad Noor, Muhammad Imran

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Deep learning is increasingly employed in image classification, yet the scarcity and high cost of labeled data for training remain a challenge. Limited samples often lead to overfitting due to biased sample distribution. This paper introduces a dynamic distribution calibration method for few-shot learning. Initially, base and new class samples undergo normalization to mitigate disparate feature magnitudes. A pre-trained model then extracts feature vectors from both classes. The method dynamically selects distribution characteristics from base classes (both adjacent and remote) in the embedding space, using a threshold value approach for new class samples. Given the propensity of similar classes to share feature distributions like mean and variance, this research assumes a Gaussian distribution for feature vectors. Subsequently, distributional features of new class samples are calibrated using a corrected hyperparameter, derived from the distribution features of both adjacent and distant base classes. This calibration augments the new class sample set. The technique demonstrates significant improvements, with up to 4% accuracy gains in few-shot classification challenges, as evidenced by tests on miniImagenet and CUB datasets.

Keywords: deep learning, computer vision, image classification, few-shot learning, threshold

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Authors: Y. N. Phang, E. F. Loh

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Many researchers have suggested the use of zero inflated Poisson (ZIP) and zero inflated negative binomial (ZINB) models in modeling over-dispersed medical count data with extra variations caused by extra zeros and unobserved heterogeneity. The studies indicate that ZIP and ZINB always provide better fit than using the normal Poisson and negative binomial models in modeling over-dispersed medical count data. In this study, we proposed the use of Zero Inflated Inverse Trinomial (ZIIT), Zero Inflated Poisson Inverse Gaussian (ZIPIG) and zero inflated strict arcsine models in modeling over-dispersed medical count data. These proposed models are not widely used by many researchers especially in the medical field. The results show that these three suggested models can serve as alternative models in modeling over-dispersed medical count data. This is supported by the application of these suggested models to a real life medical data set. Inverse trinomial, Poisson inverse Gaussian, and strict arcsine are discrete distributions with cubic variance function of mean. Therefore, ZIIT, ZIPIG and ZISA are able to accommodate data with excess zeros and very heavy tailed. They are recommended to be used in modeling over-dispersed medical count data when ZIP and ZINB are inadequate.

Keywords: zero inflated, inverse trinomial distribution, Poisson inverse Gaussian distribution, strict arcsine distribution, Pearson’s goodness of fit

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Authors: Showkat Ahmad Lone, Ahmadur Rahman, Ariful Islam

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The major assumption in accelerated life tests (ALT) is that the mathematical model relating the lifetime of a test unit and the stress are known or can be assumed. In some cases, such life–stress relationships are not known and cannot be assumed, i.e. ALT data cannot be extrapolated to use condition. So, in such cases, partially accelerated life test (PALT) is a more suitable test to be performed for which tested units are subjected to both normal and accelerated conditions. This study deals with estimating information about failure times of items under step-stress partially accelerated life tests using progressive failure-censored hybrid data with random removals. The life data of the units under test is considered to follow exponential life distribution. The removals from the test are assumed to have binomial distributions. The point and interval maximum likelihood estimations are obtained for unknown distribution parameters and tampering coefficient. An optimum test plan is developed using the D-optimality criterion. The performances of the resulting estimators of the developed model parameters are evaluated and investigated by using a simulation algorithm.

Keywords: binomial distribution, d-optimality, multiple censoring, optimal design, partially accelerated life testing, simulation study

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Authors: Bo Hu, Shibo Wang, Haoyang Zhang, Jie Shi

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With the development of sonar detection technology, the acoustic stealth technology of underwater vehicles is facing severe challenges. The underwater acoustic coating is developing towards the direction of low-frequency absorption capability and broad absorption frequency bandwidth. In this paper, an acoustic model of underwater acoustic coating of composite material embedded with periodical steel structure is presented. The model has multiple high absorption peaks in the frequency range of 1kHz-8kHz, where achieves high sound absorption and broad bandwidth performance. It is found that the frequencies of the absorption peaks are related to the classic half-wavelength transmission principle. The sound absorption performance of the acoustic model is investigated by the finite element method using COMSOL software. The sound absorption mechanism of the proposed model is explained by the distributions of the displacement vector field. The influence of geometric parameters of periodical steel structure, including thickness and distance, on the sound absorption ability of the proposed model are further discussed. The acoustic model proposed in this study provides an idea for the design of underwater low-frequency broadband acoustic coating, and the results shows the possibility and feasibility for practical underwater application.

Keywords: acoustic coating, composite material, broad frequency bandwidth, sound absorption performance

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Authors: Hyuk-Hoon Kim, Young Gi Min

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Background: Acute poisoning is the common cause of morbidity and mortality. Characteristics of acute poisoning differ between countries. While other countries operate the database system for poisoning, Korea has not collected the database for acute poisoning. Distribution of incidence of acute poisoning depending on the types of materials have also not studied in Korea. Our aims are to evaluate the etiologic and demographic characteristics of acute poisoning cases and to obtain up-to-date information on acute poisonings. Method: We retrospectively recorded cases of acute poisoning from eight emergency departments of second level or university hospitals from different cities in Gyeonggi province in Korea from April 2006 and March 2015. The distributions of incidence of acute poisoning depending on the types of materials are mapped by geographic information system. Result: A total of 3,449 poisoned cases were analyzed. Mean estimated age of patients was 39.56 ± 22.40 years. Mean male to female ratio of patients was 1:1.4. Mean proportion of intentional poisoning was 57.9%. Common materials are benzodiazepine (16.6%), carbon monoxide (10.5%), pesticide (8.1%) and zolpidem (7.1%) Common route of exposure is ingestion (79.5%) and followed by inhalation (16.5%). Common treatment methods are gastric lavage (20%) and activated charcoal (30%). Most cases had uneventful recovery; 61.4% were treated as outpatients and 0.1% of the poisoning resulted in death in ER. Conclusion: Even though the cases enrolled in our study is not the overall cases of acute poisoning in Korea, our study could be the basis of countermeasures for analysis and prevention of acute poisoning in Korea.

Keywords: acute poisoning, emergency department, epidemiology, Korea

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Authors: Shahin Farajifar, Azadeh Safadoust, Ali Akbar Mahboubi

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A study was conducted to evaluate hydraulic properties of a sandy loam soil and corn (Zea mays L.) crop production under a short-term tillage and manure combinations field experiment carried out in west of Iran. Treatments included composted cattle manure application rates [0, 30, and 60 Mg (dry weight) ha-1] and tillage systems [no-tillage (NT), chisel plowing (CP), and moldboard plowing (MP)] arranged in a split-plot design. Soil water characteristic curve (SWCC) and saturated hydraulic conductivity (Ks) were significantly affected by manure and tillage treatments. At any matric suction, the soil water content was in the order of MP>CP>NT. At all matric suctions, the amount of water retained by the soil increased as manure application rate increased (i.e. 60>30>0 Mg ha-1). Similar to the tillage effects, at high suctions the differences of water retained due to manure addition were less than that at low suctions. The change of SWCC from tillage methods and manure applications may attribute to the change of pore size and aggregate size distributions. Soil Ks was in the order of CP>MP>NT for the first two layers and in the order of MP>CP and NT for the deeper soil layer. The Ks also increased with increasing rates of manure application (i.e. 60>30>0 Mg ha-1). This was due to the increase in the total pore size and continuity.

Keywords: corn, manuure, saturated hydraulic conductivity, soil water characteristic curve, tillage

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Authors: Sao-Jeng Chao, Wen-Cheng Chen, Wei-Humg Lu

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In order to prevent encountering unpredictable factors, geotechnical engineers always conduct numerical analysis for braced excavation design. Simulation work in advance can predict the response of subsequent excavation and thus will be designed to increase the security coefficient of construction. The parameters that are considered include geological conditions, soil properties, soil distributions, loading types, and the analysis and design methods. National Ilan University is located on the LanYang plain, mainly deposited by clayey soil and loose sand, and thus is vulnerable to external influence displacement. National Ilan University experienced a construction of braced excavation with a complete program of monitoring excavation. This study takes advantage of a one-dimensional finite element method RIDO to simulate the excavation process. The predicted results from numerical simulation analysis are compared with the monitored results of construction to explore the differences between them. Numerical simulation analysis of the excavation process can be used to analyze retaining structures for the purpose of understanding the relationship between the displacement and supporting system. The resulting deformation and stress distribution from the braced excavation cab then be understand in advance. The problems can be prevented prior to the construction process, and thus acquire all the affected important factors during design and construction.

Keywords: excavation, numerical simulation, RIDO, retaining structure

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Authors: Carlos Gordon, Patricio Encalada, Henry Lema, Diego Leon, Dennis Chicaiza

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The following work presents a proposal of autonomous navigation of mobile robots implemented in an omnidirectional robot Kuka Youbot. We have been able to perform the integration of robotic operative system (ROS) and machine learning algorithms. ROS mainly provides two distributions; ROS hydro and ROS Kinect. ROS hydro allows managing the nodes of odometry, kinematics, and path planning with statistical and probabilistic, global and local algorithms based on Adaptive Monte Carlo Localization (AMCL) and Dijkstra. Meanwhile, ROS Kinect is responsible for the detection block of dynamic objects which can be in the points of the planned trajectory obstructing the path of Kuka Youbot. The detection is managed by artificial vision module under a trained neural network based on the single shot multibox detector system (SSD), where the main dynamic objects for detection are human beings and domestic animals among other objects. When the objects are detected, the system modifies the trajectory or wait for the decision of the dynamic obstacle. Finally, the obstacles are skipped from the planned trajectory, and the Kuka Youbot can reach its goal thanks to the machine learning algorithms.

Keywords: autonomous navigation, machine learning, path planning, robotic operative system, open source computer vision library

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Authors: Teng Zhang, Xuelin Zhang, Shouxiang Lu, Changhai Li

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The existence of animal groups and collective migration are common in nature, and collective behavior is attracting more and more attention of researchers. Previous results have shown that architectural design had an important effect on the process of crowd evacuation. In this paper, collective behavior of mice passing through a middle-exit or corner-exit under panic was investigated. Selfish behavior and herd behavior were easily observed in our video, which caused the congregation with high density near the exit. Triangle structure of congregation formed near the middle-exit while arch structure formed near the corner-exit. It is noteworthy that the exit located at the middle of the wall was more effective for evacuation than at the corner. Meanwhile, the escape sequence of mouse passing through the exit was investigated, and the result showed that the priority depends largely on its location in the congregation. With the level of stimulus increasing, these phenomena still exist. The frequency distributions of time intervals and the burst sizes were also analyzed in this study to explore the secret of collective behavior of mice. These results could provide evidence for the hypothesis or prediction about human behavior in crowd evacuation. However, it is not clear whether the simulated results from different species can correspond to reality or not. Broader comparison among different species about this topic will be eager to be conducted to deepen our understanding of collective behavior in nature.

Keywords: collective behavior, mice, evacuation, exit location

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Authors: Jinu Phonamontham

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Coronavirus, also referred to as COVID-19, is a virus caused by the SARS-Cov-2 virus. The pandemic has caused over 10 million cases and 500,000 deaths worldwide through the end of June 2020. In a previous study, HLA-DQA1*01:02 allele was associated with COVID-19 disease (p-value = 0.0121). Furthermore, there was a statistical significance between HLA- DQB1*06:02 and COVID-19 in the Italian population by Bonferroni’s correction (p-value = 0.0016). Nevertheless, there is no data describing the distribution of HLA alleles as a valid marker for prediction of COVID-19 in the Thai population. We want to investigate the prevalence of HLA-DQA1*01:02 and HLA-DQB1*06:02 alleles that are associated with severe COVID-19 in the Thai population. In this study, we recruited 200 healthy Thai individuals. Genomic DNA samples were isolated from EDTA blood using Genomic DNA Mini Kit. HLA genotyping was conducted using the Lifecodes HLA SSO typing kits (Immucor, West Avenue, Stamford, USA). The frequency of HLA-DQA1 alleles in Thai population, consisting of HLA-DQA1*01:01 (27.75%), HLA-DQA1*01:02 (24.50%), HLA-DQA1*03:03 (13.00%), HLA-DQA1*06:01 (10.25%) and HLA-DQA1*02:01 (6.75%). Furthermore, the distributions of HLA-DQB1 alleles were HLA-DQB1*05:02 (21.50%), HLA-DQB1*03:01 (15.75%), HLA-DQB1*05:01 (14.50%), HLA-DQB1*03:03 (11.00%) and HLA-DQB1*02:02 (8.25%). Particularly, HLA- DQA1*01:02 (29.00%) allele was the highest frequency in the NorthEast group, but there was not significant difference when compared with the other regions in Thais (p-value = 0.4202). HLA-DQB1*06:02 allele was similarly distributed in Thai population and there was no significant difference between Thais and China (3.8%) and South Korea (6.4%) and Japan (8.2%) with p-value > 0.05. Whereas, South Africa (15.7%) has a significance with Thais by p-value of 0.0013. This study supports the specific genotyping of the HLA-DQA1*01:02 and HLA-DQB1*06:02 alleles to screen severe COVID-19 in Thai and many populations.

Keywords: HLA-DQA1*01:02, HLA-DQB1*06:02, Asian, Thai population

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Authors: Peter L. Varkonyi, Andras A. Sipos

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The quasi-static growth of elastic fibers is studied in the presence of distributed contact with an immobile surface, subject to isotropic dry or viscous friction. Unlike classical problems of elastic stability modelled by autonomous dynamical systems with multiple time scales (slowly varying bifurcation parameter, and fast system dynamics), this problem can only be formulated as a non-autonomous system without time scale separation. It is found that the fibers initially converge to a trivial, straight configuration, which is later replaced by divergence reminiscent of buckling phenomena. In order to capture the loss of stability, a new definition of exponential stability against infinitesimal perturbations for systems defined over finite time intervals is developed. A semi-analytical method for the determination of the critical length based on eigenvalue analysis is proposed. The post-critical behavior of the fibers is studied numerically by using variational methods. The emerging post-critical shapes and the asymptotic behavior as length goes to infinity are identified for simple spatial distributions of growth. Comparison with physical experiments indicates reasonable accuracy of the theoretical model. Some applications from modeling plant root growth to the design of soft manipulators in robotics are briefly discussed.

Keywords: buckling, elastica, friction, growth

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Authors: Alvaro Jose Cordova, Hsuan Teh Hu

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The use of concrete masonry constructions in developing countries has become very frequent, especially for domestic purpose. Most of them with asymmetric wall configurations in plan resulting in significant torsional actions when subjected to seismic loads. The study consisted on the finding of a material model for hollow unreinforced concrete masonry and a validation with experimental data found in literature. Numerical simulations were performed to 20 buildings with variations in wall distributions and heights. Results were analyzed by inspection and with a non-linear static method. The findings revealed that eccentricities as well as structure rigidities have a strong influence on the overall response of concrete masonry buildings. In addition, slab rotations depicted more accurate information about the torsional behavior than maximum versus average displacement ratios. The failure modes in low buildings were characterized by high tensile strains in the first floor. Whereas in tall buildings these strains were lowered significantly by higher compression stresses due to a higher self-weight. These tall buildings developed multiple plastic hinges along the height. Finally, the non-linear static analysis exposed a brittle response for all masonry assemblies. This type of behavior is undesired in any construction and the need for a material model for reinforced masonry is pointed out.

Keywords: concrete damaged plasticity, concrete masonry, macro-modeling, nonlinear static analysis, torsional capacity

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Authors: Zekun Li, Bart Merci, Miaocheng Weng, Fang Liu

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The Z-shaped passage, widely used in metro entrance/exit passageways, inclined mining laneways, and other applications, features steep slopes and a combination of horizontal and inclined sections. These characteristics lead to notable differences in airflow patterns and temperature distributions compared to conventional confined passages. In fires occurring within Z-shaped passages under natural ventilation with a weak stack effect, the induced airflow may be insufficient to fully confined smoke downstream of the fire source. This can cause smoke back-layering upstream, with the possibility of smoke escaping from the lower entrance located upstream of the fire. Consequently, not all the heat from the fire source contributes to the stack effect. This study combines theoretical analysis and fire simulations to examine the influence of various heat release rates (HRR), passage structures, and fire source locations on the induced airflow velocity driven by the stack effect. An empirical equation is proposed to quantify the strength of the stack effect under different conditions. Additionally, predictive models have been developed to determine the critical induced airflow and to estimate the heat of smoke escaping from the lower entrance of the passage.

Keywords: stack effect, critical velocity, heat outflow, numerical simulation

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Authors: Ehsan Gholamalizadeh, Jae Dong Chung

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Solar chimney power plant is a feasible solar thermal system which produces electricity from the Sun. The objective of this study is to investigate buoyancy-driven flow and heat transfer through a built pilot solar chimney system called 'Kerman Project'. The system has a chimney with the height and diameter of 60 m and 3 m, respectively, and the average radius of its solar collector is about 20 m, and also its average collector height is about 2 m. A three-dimensional simulation was conducted to analyze the system, using computational fluid dynamics (CFD). In this model, radiative transfer equation was solved using the discrete ordinates (DO) radiation model taking into account a non-gray radiation behavior. In order to modelling solar irradiation from the sun’s rays, the solar ray tracing algorithm was coupled to the computation via a source term in the energy equation. The model was validated with comparing to the experimental data of the Manzanares prototype and also the performance of the built pilot system. Then, based on the numerical simulations, velocity and temperature distributions through the system, the temperature profile of the ground surface and the system performance were presented. The analysis accurately shows the flow and heat transfer characteristics through the pilot system and predicts its performance.

Keywords: buoyancy-driven flow, computational fluid dynamics, heat transfer, renewable energy, solar chimney power plant

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Authors: Dorota Miroslaw-Swiatek, Mateusz Grygoruk, Sylwia Szporak

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We applied a two-dimensional surface water flow model with irregular wet boundaries. In this model, flow equations are in the form of a 2-D, non-linear diffusion equations which allows to account spatial variations in flow resistance and topography. Calculation domain to simulate the flow pattern in the floodplain is congruent with a Digital Elevation Model (DEM) grid. The rate and direction of sheet flow in wetlands is affected by vegetation type and density, therefore the developed model take into account spatial distribution vegetation resistance to the water flow. The model was tested in a part of the Biebrza Valley, of an outstanding heterogeneity in the elevation and flow resistance distributions due to various ecohydrological conditions and management measures. In our approach we used the highest-possible quality of the DEM in order to obtain hydraulic slopes and vegetation distribution parameters for the modelling. The DEM was created from the cloud of points measured in the LiDAR technology. The LiDAR reflects both the land surface as well as all objects on top of it such as vegetation. Depending on the density of vegetation cover the ability of laser penetration is variable. Therefore to obtain accurate land surface model the “vegetation effect” was corrected using data collected in the field (mostly the vegetation height) and satellite imagery such as Ikonos (to distinguish different vegetation types of the floodplain and represent them spatially). Model simulation was performed for the spring thaw flood in 2009.

Keywords: floodplain flow, Biebrza valley, model simulation, 2D surface flow model

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Authors: Pawamana Ramachandra, Jitesh Gupta, Saranga P. Pogula

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In verification of high volume and complex packet processing IPs, finer control of flow management aspects (for example, rate, bits/sec etc.) per flow class (or a virtual channel or a software thread) is needed. When any Software/Universal Verification Methodology (UVM) thread arbitration is left to the simulator (e.g., Verilog Compiler Simulator (VCS) or Incisive Enterprise Simulator core simulation engine (NCSIM)), it is hard to predict its pattern of resulting distribution of bandwidth by the simulator thread arbitration. In many cases, the patterns desired in a test scenario may not be accomplished as the simulator might give a different distribution than what was required. This can lead to missing multiple traffic scenarios, specifically deadlock and starvation related. We invented a component (namely Flow Manager Verification IP) to be intervening between the application (test case) and the protocol VIP (with UVM sequencer) to control the bandwidth per thread/virtual channel/flow. The Flow Manager has knobs visible to the UVM sequence/test to configure the required distribution of rate per thread/virtual channel/flow. This works seamlessly and produces rate stimuli to further harness the Design Under Test (DUT) with asymmetric inputs compared to the programmed bandwidth/Quality of Service (QoS) distributions in the Design Under Test.

Keywords: flow manager, UVM sequencer, rated traffic generation, quality of service

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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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Authors: Godwin Chigozie Okpara

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This paper using standard GARCH, EGARCH, and TARCH models on day of the week return series (of 246 days) from the Nigerian Stock market estimated the model variants’ VaR. An asymmetric return distribution and fat-tail phenomenon in financial time series were considered by estimating the models with normal, student t and generalized error distributions. The analysis based on Akaike Information Criterion suggests that the EGARCH model with student t innovation distribution can furnish more accurate estimate of VaR. In the light of this, we apply the likelihood ratio tests of proportional failure rates to VaR derived from EGARCH model in order to determine the short and long positions VaR performances. The result shows that as alpha ranges from 0.05 to 0.005 for short positions, the failure rate significantly exceeds the prescribed quintiles while it however shows no significant difference between the failure rate and the prescribed quantiles for long positions. This suggests that investors and portfolio managers in the Nigeria stock market have long trading position or can buy assets with concern on when the asset prices will fall. Precisely, the VaR estimates for the long position range from -4.7% for 95 percent confidence level to -10.3% for 99.5 percent confidence level.

Keywords: downside risk, value-at-risk, failure rate, kupiec LR tests, GARCH models

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Authors: Ayon Mukherjee

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Covariate-adjusted response-adaptive (CARA) designs use the available responses to skew the treatment allocation in a clinical trial in towards treatment found at an interim stage to be best for a given patient's covariate profile. Extensive research has been done on various aspects of CARA designs with the patient responses assumed to follow a parametric model. However, ranges of application for such designs are limited in real-life clinical trials where the responses infrequently fit a certain parametric form. On the other hand, robust estimates for the covariate-adjusted treatment effects are obtained from the parametric assumption. To balance these two requirements, designs are developed which are free from distributional assumptions about the survival responses, relying only on the assumption of proportional hazards for the two treatment arms. The proposed designs are developed by deriving two types of optimum allocation designs, and also by using a distribution function to link the past allocation, covariate and response histories to the present allocation. The optimal designs are based on biased coin procedures, with a bias towards the better treatment arm. These are the doubly-adaptive biased coin design (DBCD) and the efficient randomized adaptive design (ERADE). The treatment allocation proportions for these designs converge to the expected target values, which are functions of the Cox regression coefficients that are estimated sequentially. These expected target values are derived based on constrained optimization problems and are updated as information accrues with sequential arrival of patients. The design based on the link function is derived using the distribution function of a probit model whose parameters are adjusted based on the covariate profile of the incoming patient. To apply such designs, the treatment allocation probabilities are sequentially modified based on the treatment allocation history, response history, previous patients’ covariates and also the covariates of the incoming patient. Given these information, an expression is obtained for the conditional probability of a patient allocation to a treatment arm. Based on simulation studies, it is found that the ERADE is preferable to the DBCD when the main aim is to minimize the variance of the observed allocation proportion and to maximize the power of the Wald test for a treatment difference. However, the former procedure being discrete tends to be slower in converging towards the expected target allocation proportion. The link function based design achieves the highest skewness of patient allocation to the best treatment arm and thus ethically is the best design. Other comparative merits of the proposed designs have been highlighted and their preferred areas of application are discussed. It is concluded that the proposed CARA designs can be considered as suitable alternatives to the traditional balanced randomization designs in survival trials in terms of the power of the Wald test, provided that response data are available during the recruitment phase of the trial to enable adaptations to the designs. Moreover, the proposed designs enable more patients to get treated with the better treatment during the trial thus making the designs more ethically attractive to the patients. An existing clinical trial has been redesigned using these methods.

Keywords: censored response, Cox regression, efficiency, ethics, optimal allocation, power, variability

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Authors: Mansur Abdulrasheed, Hussein I. Ibrahim, Ahmed F. Umar

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Nitrification, the microbial oxidation of ammonia to nitrate (NO3-) via nitrite (NO2-) is a vital process in the biogeochemical nitrogen cycle and is performed by two distinct functional groups; ammonia oxidisers (comprised of ammonia oxidising bacteria (AOB) and ammonia oxidising archaea (AOA)) and nitrite oxidising bacteria. Autotrophic nitrification is said to occur in acidic soils, even though most laboratory cultures of isolated ammonia and nitrite oxidising bacteria fail to grow below neutral pH. Published studies revealed that soil pH is a major driver for determining the distribution and abundance of AOB and AOA. To determine whether distinct populations of nitrite oxidising bacteria within the lineages of Nitrospira and Nitrobacter are adapted to a particular range of pH as observed in ammonia oxidising organisms, the community structure of Nitrospira-like and Nitrobacter-like NOB were examined across a pH gradient (4.5–7.5) by amplifying nitrite oxido-reductase (nxrA) and 16S rRNA genes followed by denaturing gradient gel electrophoresis (DGGE). The community structure of both Nitrospira and Nitrobacter changed with soil pH, with distinct populations observed in acidic and neutral soils. The abundance of Nitrospira-like 16S rRNA and Nitrobacter-like nxrA gene copies contrasted across the pH gradient. Nitrobacter-like nxrA gene abundance decreased with increasing soil pH, whereas Nitrospira-like 16S rRNA gene abundance increased with increasing pH. Findings indicated that abundance and distributions of soil NOB is influence by soil pH.

Keywords: nitrospira, nitrobacter, nitrite-oxidizing bacteria, nitrification, pH, soil

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Authors: Azadeh Safadoust, Ali Akbar Mahboubi, Mohammad Reza Mosaddeghi, Bahram Gharabaghi

Abstract:

A study was conducted to evaluate hydraulic properties of a sandy loam soil and corn (Zea mays L.) crop production under a short-term tillage and manure combinations field experiment carried out in west of Iran. Treatments included composted cattle manure application rates [0, 30, and 60 Mg (dry weight) ha⁻¹] and tillage systems [no-tillage (NT), chisel plowing (CP), and moldboard plowing (MP)] arranged in a split-plot design. Soil water characteristic curve (SWCC) and saturated hydraulic conductivity (Ks) were significantly affected by manure and tillage treatments. At any matric suction, the soil water content was in the order of MP>CP>NT. At all matric suctions, the amount of water retained by the soil increased as manure application rate increased (i.e. 60>30>0 Mg ha⁻¹). Similar to the tillage effects, at high suctions the differences of water retained due to manure addition were less than that at low suctions. The change of SWCC from tillage methods and manure applications may attribute to the change of pore size and aggregate size distributions. Soil Ks was in the order of CP>MP>NT for the first two layers and in the order of MP>CP and NT for the deeper soil layer. The Ks also increased with increasing rates of manure application (i.e. 60>30>0 Mg ha⁻¹). This was due to the increase in the total pore size and continuity.

Keywords: corn, manure, saturated hydraulic conductivity, soil water characteristic curve, tillage

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Authors: S. Neelima, P. S. Subramanyam

Abstract:

A distribution system is an interface between the bulk power system and the consumers. Among these systems, radial distributions system is popular because of low cost and simple design. In distribution systems, the voltages at buses reduces when moved away from the substation, also the losses are high. The reason for a decrease in voltage and high losses is the insufficient amount of reactive power, which can be provided by the shunt capacitors. But the placement of the capacitor with an appropriate size is always a challenge. Thus, the optimal capacitor placement problem is to determine the location and size of capacitors to be placed in distribution networks in an efficient way to reduce the power losses and improve the voltage profile of the system. For this purpose, in this paper, two stage methodologies are used. In the first stage, the load flow of pre-compensated distribution system is carried out using ‘dimension reducing distribution load flow algorithm (DRDLFA)’. On the basis of this load flow the potential locations of compensation are computed. In the second stage, Genetic Algorithm (GA) technique is used to determine the optimal location and size of the capacitors such that the cost of the energy loss and capacitor cost to be a minimum. The above method is tested on IEEE 9 and 34 bus system and compared with other methods in the literature.

Keywords: dimension reducing distribution load flow algorithm, DRDLFA, genetic algorithm, electrical distribution network, optimal capacitors placement, voltage profile improvement, loss reduction

Procedia PDF Downloads 390

Authors: H. Selcuk Halkacı, Mevlüt Türköz, Ekrem Öztürk, Murat Dilmec

Abstract:

Various attempts concerning the low formability issue for lightweight materials like aluminium and magnesium alloys are being investigated in many studies. Advanced forming processes such as hydroforming is one of these attempts. In last decades sheet hydroforming process has an increasing interest, particularly in the automotive and aerospace industries. This process has many advantages such as enhanced formability, the capability to form complex parts, higher dimensional accuracy and surface quality, reduction of tool costs and reduced die wear compared to the conventional sheet metal forming processes. There are two types of sheet hydroforming. One of them is hydromechanical deep drawing (HDD) that is a special drawing process in which pressurized fluid medium is used instead of one of the die half compared to the conventional deep drawing (CDD) process. Another one is sheet hydroforming with die (SHF-D) in which blank is formed with the act of fluid pressure and it takes the shape of die half. In this study, transition of cup height according to cup diameter between the processes was determined by performing simulation of the processes in Finite Element Analysis. Firstly SHF-D process was simulated for 40 mm cup diameter at different cup heights chancing from 10 mm to 30 mm and the cup height to diameter ratio value in which it is not possible to obtain a successful forming was determined. Then the same ratio was checked for a different cup diameter of 60 mm. Then thickness distributions of the cups formed by SHF-D and HDD processes were compared for the cup heights. Consequently, it was found that the thickness distribution in HDD process in the analyses was more uniform.

Keywords: finite element analysis, HDD, hydroforming sheet metal forming, SHF-D

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Authors: Amal Hentati, Mbarka Selmi, Tarek Kormi, Julien Baroth, Barthelemy Harthong

Abstract:

The impact of uncertainties on the performance assessment of shallow foundations is often significant. The need of the geotechnical engineers to a more objective and rigorous description of soil variations permitting to quantify these uncertainties and to incorporate them into calculation methods led to the development of reliability approaches. In this context, a mechanical-reliability coupling was developed in this paper, using a program coded in Matlab and the finite element software Abaqus, for the bearing capacity assessment of shallow foundations. The reliability analysis, based on the finite element method, assumed both soil cohesion and friction angle as uncertain parameters characterized by normal or lognormal probability distributions. The inherent spatial variability of both soil properties was, then, taken into account using 1D stationary random fields. The application of the proposed methodology to a shallow foundation subjected to a centered vertical loading permitted to highlight the proposed process interest. Findings proved the insufficiency of the conventional approach to predict the foundation failure and a high sensitivity of the ultimate loads to the soil properties uncertainties, mainly those related to the friction angle, was noted. Moreover, an asymmetry of both displacement and velocity fields was obtained.

Keywords: mechanical-reliability coupling, finite element method, shallow foundation, random fields, spatial variability

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Authors: Laurentiu Moruz, Jens Kitzhofer, Mircea Dinulescu

Abstract:

The paper aims to extend the knowledge about jet behavior and jet interaction between five plane unventilated jets with large aspect ratio (AR). The distance between the single plane jets is two times the channel height. The experimental investigation applies 2D Particle Image Velocimetry (PIV) and static pressure measurements. Our study focuses on the influence of two different outlet nozzle geometries (triangular shape with 2 x 7.5° and blunt geometry) with respect to variation of Reynolds number from 5500 - 12000. It is shown that the outlet geometry has a major influence on the jet formation in terms of uniformity of velocity profiles downstream of the sudden expansion. Furthermore, we describe characteristic regions like converging region, merging region and combined region. The triangular outlet geometry generates most uniform velocity distributions in comparison to a blunt outlet nozzle geometry. The blunt outlet geometry shows an unstable behavior where the jets tend to attach to one side of the walls (ceiling) generating a large recirculation region on the opposite side. Static pressure measurements confirm the observation and indicate that the recirculation region is connected to larger pressure drop.

Keywords: 2D particle image velocimetry, parallel jet interaction, pressure drop, sudden expansion

Procedia PDF Downloads 276

Authors: Akram Khelaifia, Nesreddine Djafar Henni

Abstract:

Reinforced concrete shear walls are essential components in protecting buildings from seismic forces by providing both strength and stiffness. This study focuses on optimizing the placement of shear walls in a high seismic zone. Through nonlinear analyses conducted on an eight-story building, various scenarios of shear wall positions are investigated to evaluate their impact on seismic performance. Employing a performance-based seismic design (PBSD) approach, the study aims to meet acceptance criteria related to inter-story drift ratio and damage levels. The findings emphasize the importance of concentrating shear walls in the central area of the building during the design phase. This strategic placement proves more effective compared to peripheral distributions, resulting in reduced inter-story drift and mitigated potential damage during seismic events. Additionally, the research explores the use of shear walls that completely infill the frame, forming compound shapes like Box configurations. It is discovered that incorporating such complete shear walls significantly enhances the structure's reliability concerning inter-story drift. Conversely, the absence of complete shear walls within the frame leads to reduced stiffness and the potential deterioration of short beams.

Keywords: performance level, pushover analysis, shear wall, plastic hinge, nonlinear analyses

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Authors: Loai AbdAllah, Mahmoud Kaiyal

Abstract:

Missing values in real-world datasets are a common problem. Many algorithms were developed to deal with this problem, most of them replace the missing values with a fixed value that was computed based on the observed values. In our work, we used a distance function based on Bhattacharyya distance to measure the distance between objects with missing values. Bhattacharyya distance, which measures the similarity of two probability distributions. The proposed distance distinguishes between known and unknown values. Where the distance between two known values is the Mahalanobis distance. When, on the other hand, one of them is missing the distance is computed based on the distribution of the known values, for the coordinate that contains the missing value. This method was integrated with Wikaya, a digital health company developing a platform that helps to improve prevention of chronic diseases such as diabetes and cancer. In order for Wikaya’s recommendation system to work distance between users need to be measured. Since there are missing values in the collected data, there is a need to develop a distance function distances between incomplete users profiles. To evaluate the accuracy of the proposed distance function in reflecting the actual similarity between different objects, when some of them contain missing values, we integrated it within the framework of k nearest neighbors (kNN) classifier, since its computation is based only on the similarity between objects. To validate this, we ran the algorithm over diabetes and breast cancer datasets, standard benchmark datasets from the UCI repository. Our experiments show that kNN classifier using our proposed distance function outperforms the kNN using other existing methods.

Keywords: missing values, incomplete data, distance, incomplete diabetes data

Procedia PDF Downloads 225