Search results for: stochastic modeling

Authors: Jayanta Pokharel, Gokarna Aryal, Netra Kanaal, Chris Tsokos

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Investment in stocks and shares aims to seek potential gains while weighing the risk of future needs, such as retirement, children's education etc. Analysis of the behavior of the stock market returns and making prediction is important for investors to mitigate risk on investment. Historically, the normal variance models have been used to describe the behavior of stock market returns. However, the returns of the financial assets are actually skewed with higher kurtosis, heavier tails, and a higher center than the normal distribution. The Laplace distribution and its family are natural candidates for modeling stock returns. The Variance-Gamma (VG) distribution is the most sought-after distributions for modeling asset returns and has been extensively discussed in financial literatures. In this paper, it explore the other Laplace family, such as Asymmetric Laplace, Skewed Laplace, Kumaraswamy Laplace (KS) together with Variance-Gamma to model the weekly returns of the S&P 500 Index and it's eleven business sector indices. The method of maximum likelihood is employed to estimate the parameters of the distributions and our empirical inquiry shows that the Kumaraswamy Laplace distribution performs much better for stock returns modeling among the choice of distributions used in this study and in practice, KS can be used as a strong alternative to VG distribution.

Keywords: stock returns, variance-gamma, kumaraswamy laplace, maximum likelihood

Procedia PDF Downloads 49

Authors: Emery A. Coppola Jr., Suna Cinar, Ferenc Szidarovszky

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Over-pumping of groundwater resources is a serious problem world-wide. In addition to depleting this valuable resource, hydraulically connected sensitive ecological resources like wetlands and surface water bodies are often impacted and even destroyed by over-pumping. Effectively managing groundwater in a way that satisfy human demand while preserving natural resources is a daunting challenge that will only worsen with growing human populations and climate change. As presented in this paper, a numerical flow model developed for a hypothetical but realistic groundwater/surface water system was combined with formal optimization. Response coefficients were used in an optimization management model to maximize groundwater pumping in a complex, multi-layered aquifer system while protecting against groundwater over-draft, streamflow depletion, and wetland impacts. Pumping optimization was performed for different constraint sets that reflect different resource protection preferences, yielding significantly different optimal pumping solutions. A sensitivity analysis on the optimal solutions was performed on select response coefficients to identify differences between wet and dry periods. Stochastic optimization was also performed, where uncertainty associated with changing irrigation demand due to changing weather conditions are accounted for. One of the strengths of this optimization approach is that it can efficiently and accurately identify superior management strategies that minimize risk and adverse environmental impacts associated with groundwater pumping under different hydrologic conditions.

Keywords: numerical groundwater flow modeling, water management optimization, groundwater overdraft, streamflow depletion

Procedia PDF Downloads 209

Authors: Wahhaj Ahmed Farooqi, Bilal Ahmad, Sandra Maritza Zambrano Bernal

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In view of structural engineering, monitoring of structural responses over time is of great importance with respect to recent developments of construction technologies. Recently, developments of advanced computing tools have enabled researcher’s better execution of structural health monitoring (SHM) and control systems. In the last decade, building information modeling (BIM) has substantially enhanced the workflow of planning and operating engineering structures. Typically, building information can be stored and exchanged via model files that are based on the Industry Foundation Classes (IFC) standard. In this study a modeling approach for semantic modeling of SHM and control systems is integrated into the BIM methodology using the IFC standard. For validation of the modeling approach, a laboratory test structure, a four-story shear frame structure, is modeled using a conventional BIM software tool. An IFC schema extension is applied to describe information related to monitoring and control of a prototype SHM and control system installed on the laboratory test structure. The SHM and control system is described by a semantic model applying Unified Modeling Language (UML). Subsequently, the semantic model is mapped into the IFC schema. The test structure is composed of four aluminum slabs and plate-to-column connections are fully fixed. In the center of the top story, semi-active tuned liquid column damper (TLCD) is installed. The TLCD is used to reduce effects of structural responses in context of dynamic vibration and displacement. The wireless prototype SHM and control system is composed of wireless sensor nodes. For testing the SHM and control system, acceleration response is automatically recorded by the sensor nodes equipped with accelerometers and analyzed using embedded computing. As a result, SHM and control systems can be described within open BIM, dynamic responses and information of damages can be stored, documented, and exchanged on the formal basis of the IFC standard.

Keywords: structural health monitoring, open building information modeling, industry foundation classes, unified modeling language, semi-active tuned liquid column damper, nondestructive testing

Procedia PDF Downloads 119

Authors: Ainas Belkacem, Fourar Ali

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The present study focuses on the mathematical modeling and calculation of physical parameters of water pollution by oil and sand in regime fully dispersed in water. In this study, the sand particles and oil are suspended in the case of fully developed turbulence. The study consists to understand, model and predict the viscosity, the structure and dynamics of these types of mixtures. The work carried out is Numerical and validated by experience.

Keywords: multi phase flow, pollution, suspensions, turbulence

Procedia PDF Downloads 217

Authors: M. Naveed Iqbal, Sheza Fatima, Noman Shabbir

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In the presence of energy crisis in Pakistan, off-grid remote areas are not on priority list. The use of new large scale coal fired power plants will also make this situation worst. Therefore, the greatest challenge in our society is to explore new ways to power off grid remote areas with renewable energy sources. It is time for a sustainable energy policy which puts consumers, the environment, human health, and peace first. The renewable energy is one of the biggest growing sectors of the energy industry. Therefore, the large scale use of micro grid is thus described here with modeling, simulation, planning and operating of the micro grid. The goal of this research paper is to go into detail of a library of major components of micro grid. The introduction will go through the detail view of micro grid definition. Then, the simulation of Micro Grid in MATLAB/ Simulink including the Photo Voltaic Cell will be described with the detailed modeling. The simulation with the design and modeling will be introduced too.

Keywords: micro grids, distribution generation, PV, off-grid operations

Procedia PDF Downloads 282

Authors: T. Godwin

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A call-taxi system is a type of taxi service where a taxi could be requested through a phone call or mobile app. A schematic functioning of a call-taxi system is modeled using Petri net, which provides the necessary conditions for a taxi to be assigned by a dispatcher to pick a customer as well as the conditions for the taxi to be released by the customer. A Petri net is a graphical modeling tool used to understand sequences, concurrences, and confluences of activities in the working of discrete event systems. It uses tokens on a directed bipartite multi-graph to simulate the activities of a system. The Petri net model is translated into a simulation model and a call-taxi system is simulated. The simulation model helps in evaluating the operation of a call-taxi system based on the fleet size as well as the operating policies for call-taxi assignment and empty call-taxi repositioning. The developed Petri net based simulation model can be used to decide the fleet size as well as the call-taxi assignment policies for a call-taxi system.

Keywords: call-taxi, discrete event system, petri net, simulation modeling

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Authors: J. Bartus, J. Odrobinak

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The paper presents a nonlinear analysis 3D model of composite steel and concrete beams with web openings using the Finite Element Method (FEM). The core of the study is the introduction of basic modeling techniques comprehending the description of material behavior, appropriate elements selection, and recommendations for overcoming problems with convergence. Results from various finite element models are compared in the study. The main objective is to observe the concrete failure mechanism and its influence on the structural performance of numerical models of the beams at particular load stages. The bearing capacity of beams, corresponding deformations, stresses, strains, and fracture patterns were determined. The results show how load-bearing elements consisting of concrete parts can be analyzed using FEM software with various options to create the most suitable numerical model. The paper demonstrates the versatility of Ansys software usage for structural simulations.

Keywords: Ansys, concrete, modeling, steel

Procedia PDF Downloads 103

Authors: Osayande Pascal Omondiagbe, Sherlock a Licorish

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Stack Overflow is a popular community question and answer portal which is used by practitioners to solve technology-related challenges during software development. Previous studies have shown that this forum is becoming a substitute for official software programming languages documentation. While tools have looked to aid developers by presenting interfaces to explore Stack Overflow, developers often face challenges searching through many possible answers to their questions, and this extends the development time. To this end, researchers have provided ways of predicting acceptable Stack Overflow answers by using various modeling techniques. However, less interest is dedicated to examining the performance and quality of typically used modeling methods, and especially in relation to models’ and features’ complexity. Such insights could be of practical significance to the many practitioners that use Stack Overflow. This study examines the performance and quality of various modeling methods that are used for predicting acceptable answers on Stack Overflow, drawn from 2014, 2015 and 2016. Our findings reveal significant differences in models’ performance and quality given the type of features and complexity of models used. Researchers examining classifiers’ performance and quality and features’ complexity may leverage these findings in selecting suitable techniques when developing prediction models.

Keywords: feature selection, modeling and prediction, neural network, random forest, stack overflow

Procedia PDF Downloads 114

Authors: Indri Mahadiraka Rumamby, R. R. Dwinanti Rika Marthanty, Jessica Sjah

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Smoothed particle hydrodynamics (SPH) was originally created to simulate nonaxisymmetric phenomena in astrophysics. However, this method still has several shortcomings, namely the high computational cost required to model values with high resolution and problems with boundary conditions. The difficulty of modeling boundary conditions occurs because the SPH method is influenced by particle deficiency due to the integral of the kernel function being truncated by boundary conditions. This research aims to answer if SPH modeling with a focus on boundary layer interactions and continuous flow can produce quantifiably accurate values with low computational cost. This research will combine algorithms and coding in the main program of meandering river, continuous flow algorithm, and solid-fluid algorithm with the aim of obtaining quantitatively accurate results on solid-fluid interactions with the continuous flow on a meandering channel using the SPH method. This study uses the Fortran programming language for modeling the SPH (Smoothed Particle Hydrodynamics) numerical method; the model is conducted in the form of a U-shaped meandering open channel in 3D, where the channel walls are soil particles and uses a continuous flow with a limited number of particles.

Keywords: smoothed particle hydrodynamics, computational fluid dynamics, numerical simulation, fluid mechanics

Procedia PDF Downloads 104

Authors: Ana Clara Santos, Maria Manuela Portela, Bettina Schaefli

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This work assesses the performance of an analytical model framework to generate daily flow duration curves, FDCs, based on climatic characteristics of the catchments and on their streamflow recession coefficients. According to the analytical model framework, precipitation is considered to be a stochastic process, modeled as a marked Poisson process, and recession is considered to be deterministic, with parameters that can be computed based on different models. The analytical model framework was tested for three case studies with different hydrological regimes located in Switzerland: pluvial, snow-dominated and glacier. For that purpose, five time intervals were analyzed (the four meteorological seasons and the civil year) and two developments of the model were tested: one considering a linear recession model and the other adopting a nonlinear recession model. Those developments were combined with recession coefficients obtained from two different approaches: forward and inverse estimation. The performance of the analytical framework when considering forward parameter estimation is poor in comparison with the inverse estimation for both, linear and nonlinear models. For the pluvial catchment, the inverse estimation shows exceptional good results, especially for the nonlinear model, clearing suggesting that the model has the ability to describe FDCs. For the snow-dominated and glacier catchments the seasonal results are better than the annual ones suggesting that the model can describe streamflows in those conditions and that future efforts should focus on improving and combining seasonal curves instead of considering single annual ones.

Keywords: analytical streamflow distribution, stochastic process, linear and non-linear recession, hydrological modelling, daily discharges

Procedia PDF Downloads 139

Authors: Hycham Aboutaleb, Bruno Monsuez

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Current systems' complexity has reached a degree that requires addressing conception and design issues while taking into account environmental, operational, social, legal, and financial aspects. Therefore, one of the main challenges is the way complex systems are specified and designed. The exponentially growing effort, cost, and time investment of complex systems in modeling phase emphasize the need for a paradigm, a framework, and an environment to handle the system model complexity. For that, it is necessary to understand the expectations of the human user of the model and his limits. This paper presents a generic framework for designing complex systems, highlights the requirements a system model needs to fulfill to meet human user expectations, and suggests a graph-based formalism for modeling complex systems. Finally, a set of transformations are defined to handle the model complexity.

Keywords: higraph-based, formalism, system engineering paradigm, modeling requirements, graph-based transformations

Procedia PDF Downloads 381

Authors: Haffaf Hafid

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Hypergraphs, after being used to model the structural organization of System of Sytems (SoS) at macroscopic level, has recent trends towards generalizing this powerful representation at different stages of complex system modelling. In this paper, we first describe different applications of hypergraph theory, and step by step, introduce multilevel modeling of SoS by means of integrating Constraint Programming Langages (CSP) dealing with engineering system reconfiguration strategy. As an application, we give an A.C.T Terminal controlled by a set of Intelligent Automated Vehicle.

Keywords: hypergraph model, structural analysis, bipartite graph, monitoring, system of systems, reconfiguration analysis, hypernetwork

Procedia PDF Downloads 465

Authors: M. Mulumpwa, W. W. L. Jere, M. Lazaro, A. H. N. Mtethiwa

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The study considered Seasonal Autoregressive Integrated Moving Average (SARIMA) processes to select an appropriate stochastic model to forecast the monthly data from the Lake Malawi water levels for the period 1986 through 2015. The appropriate model was chosen based on SARIMA (p, d, q) (P, D, Q)S. The Autocorrelation function (ACF), Partial autocorrelation (PACF), Akaike Information Criteria (AIC), Bayesian Information Criterion (BIC), Box–Ljung statistics, correlogram and distribution of residual errors were estimated. The SARIMA (1, 1, 0) (1, 1, 1)12 was selected to forecast the monthly data of the Lake Malawi water levels from August, 2015 to December, 2021. The plotted time series showed that the Lake Malawi water levels are decreasing since 2010 to date but not as much as was the case in 1995 through 1997. The future forecast of the Lake Malawi water levels until 2021 showed a mean of 474.47 m ranging from 473.93 to 475.02 meters with a confidence interval of 80% and 90% against registered mean of 473.398 m in 1997 and 475.475 m in 1989 which was the lowest and highest water levels in the lake respectively since 1986. The forecast also showed that the water levels of Lake Malawi will drop by 0.57 meters as compared to the mean water levels recorded in the previous years. These results suggest that the Lake Malawi water level may not likely go lower than that recorded in 1997. Therefore, utilisation and management of water-related activities and programs among others on the lake should provide room for such scenarios. The findings suggest a need to manage the Lake Malawi jointly and prudently with other stakeholders starting from the catchment area. This will reduce impacts of anthropogenic activities on the lake’s water quality, water level, aquatic and adjacent terrestrial ecosystems thereby ensuring its resilience to climate change impacts.

Keywords: forecasting, Lake Malawi, water levels, water level fluctuation, climate change, anthropogenic activities

Procedia PDF Downloads 204

Authors: Raninder Kaur Dhillon, Mayur Jethwa, Hardeep Singh Rai

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Information technology has made a pivotal progress across disparate disciplines, one of which is AEC (Architecture, Engineering and Construction) industry. CAD is a form of computer-aided building modulation that architects, engineers and contractors use to create and view two- and three-dimensional models. The AEC industry also uses building information modeling (BIM), a newer computerized modeling system that can create four-dimensional models; this software can greatly increase productivity in the AEC industry. BIM models generate open source IFC (Industry Foundation Classes) files which aim for interoperability for exchanging information throughout the project lifecycle among various disciplines. The methods developed in previous studies require either an IFC schema or MVD and software applications, such as an IFC model server or a Building Information Modeling (BIM) authoring tool, to extract a partial or complete IFC instance model. This paper proposes an efficient algorithm for extracting a partial and total model from an Industry Foundation Classes (IFC) instance model without an IFC schema or a complete IFC model view definition (MVD).

Keywords: BIM, CAD, IFC, MVD

Procedia PDF Downloads 274

Authors: Emilia Hunt, Sally C. Reynolds, Fiona Coward, Fabio Parracho Silva, Philip Hopley

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Ecological niche modeling is widely used in conservation studies, but application to the extinct hominin species is a relatively new approach. Being able to understand what ecological niches were occupied by respective hominin species provides a new perspective into influences on evolutionary processes. Niche separation or overlap can tell us more about specific requirements of the species within the given timeframe. Many of the ancestral species lived through enormous climate changes: glacial and interglacial periods, changes in rainfall, leading to desertification or flooding of regions and displayed impressive levels of adaptation necessary for their survival. This paper reviews niche modeling methodologies and their application to hominin studies. Traditional conservation methods might not be directly applicable to extinct species and are not comparable to hominins. Hominin niche also includes aspects of technologies, use of fire and extended communication, which are not traditionally used in building conservation models. Future perspectives on how to improve niche modeling for extinct hominin species will be discussed.

Keywords: hominin niche, climate change, evolution, adaptation, ecological niche modelling

Procedia PDF Downloads 171

Authors: Talha Ahmed, Ishtiaq Hassan

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Urban areas or metropolitan is portrayed by the very high density of population due to the result of these economic activities. Some critical elements, such as urban expansion and climate change, are driving changes in cities with exposure to the incidence and impacts of pluvial floods. Urban communities are recurrently developed by huge spaces by which water cannot enter impermeable surfaces, such as man-made permanent surfaces and structures, which do not cause the phenomena of infiltration and percolation. Urban sprawl can result in increased run-off volumes, flood stage and flood extents during heavy rainy seasons. The flood risks require a thorough examination of all aspects affecting to severe an event in order to accurately estimate their impacts and other risk factors associated with them. For risk evaluation and its impact due to urbanization, an integrated hydrological modeling approach is used on the study area in Islamabad (Pakistan), focusing on a natural water body that has been adopted in this research. The vulnerability of the physical elements at risk in the research region is analyzed using GIS and SOBEK. The supervised classification of land use containing the images from 1980 to 2020 is used. The modeling of DEM with selected return period is used for modeling a hydrodynamic model for flood event inundation. The selected return periods are 50,75 and 100 years which are used in flood modeling. The findings of this study provided useful information on high-risk places and at-risk properties.

Keywords: urbanization, flood, flood risk, GIS

Procedia PDF Downloads 149

Authors: Huai-Cong Liu，Tae Chul Jeong，Ju Lee

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This paper describes characteristic analysis of a synchronous reluctance motor (SynRM)’s rotor with the Multi-segment and Multi-layer structure. The magnetic-saturation phenomenon in SynRM is often appeared. Therefore, when modeling analysis of SynRM the calculation of nonlinear magnetic field needs to be considered. An important influence factor on the convergence process is how to determine the relative permeability. An improved method, which ensures the calculation, is convergence by linear iterative method for saturated magnetic field. If there are inflection points on the magnetic curve,an optimum convergence method of solution for nonlinear magnetic field was provided. Then the equivalent magnetic circuit is calculated, and d,q-axis inductance can be got. At last, this process is applied to design a 7.5Kw SynRM and its validity is verified by comparing with the result of finite element method (FEM) and experimental test data.

Keywords: SynRM, magnetic-saturation, magnetic circuit, analytical modeling

Procedia PDF Downloads 484

Authors: Bunakiye R. Japheth, Ogude U. Cyril

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Since the process of transforming user requirements to modeling constructs are not very well supported by domain-specific frameworks, it became necessary to integrate domain requirements with the specific architectures to achieve an integrated customizable solutions space via artifact orientation. Domain-specific modeling language specifications of model-driven engineering technologies focus more on requirements within a particular domain, which can be tailored to aid the domain expert in expressing domain concepts effectively. Modeling processes through domain-specific language formalisms are highly volatile due to dependencies on domain concepts or used process models. A capable solution is given by artifact orientation that stresses on the results rather than expressing a strict dependence on complicated platforms for model creation and development. Based on this premise, domain-specific methods for producing artifacts without having to take into account the complexity and variability of platforms for model definitions can be integrated to support customizable development. In this paper, we discuss methods for the integration capabilities and necessities within a common structure and semantics that contribute a metamodel for artifact-orientation, which leads to a reusable software layer with concrete syntax capable of determining design intents from domain expert. These concepts forming the language formalism are established from models explained within the oil and gas pipelines industry.

Keywords: control process, metrics of engineering, structured abstraction, semantic model

Procedia PDF Downloads 122

Authors: Bruce G. Wilson

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The collection of municipal solid waste at the curbside is a complex operation that is repeated daily under varying circumstances around the world. There have been several attempts to develop Monte Carlo simulation models of the waste collection process dating back almost 50 years. Despite this long history, the use of simulation modeling as a planning or optimization tool for waste collection is still extremely limited in practice. Historically, simulation modeling of waste collection systems has been hampered by the limitations of computer hardware and software and by the availability of representative input data. This paper outlines the development of a Monte Carlo simulation model that overcomes many of the limitations contained in previous models. The model uses a general purpose simulation software program that is easily capable of modeling an entire waste collection network. The model treats the stops on a waste collection route as a queue of work to be processed by a collection vehicle (or server). Input data can be collected from a variety of sources including municipal geographic information systems, global positioning system recorders on collection vehicles, and weigh scales at transfer stations or treatment facilities. The result is a flexible model that is sufficiently robust that it can model the collection activities in a large municipality, while providing the flexibility to adapt to changing conditions on the collection route.

Keywords: modeling, queues, residential waste collection, Monte Carlo simulation

Procedia PDF Downloads 383

Authors: Véronique Georlette, Sebastien Bette, Sylvain Brohez, Nicolas Point, Veronique Moeyaert

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Visible light communication (VLC) is a communication technology that is part of the optical wireless communication (OWC) family. It uses the visible and infrared spectrums to send data. For now, this technology has widely been studied for indoor use-cases, but it is sufficiently mature nowadays to consider the outdoor environment potentials. The main outdoor challenges are the meteorological conditions and the presence of smoke due to fire or pollutants in urban areas. This paper proposes a methodology to assess the robustness of an outdoor VLC system given the outdoor conditions. This methodology is put into practice in two realistic scenarios, a VLC bus stop, and a VLC streetlight. The methodology consists of computing the power margin available in the system, given all the characteristics of the VLC system and its surroundings. This is done thanks to an outdoor VLC communication channel simulator developed in Python. This simulator is able to quantify the effects of fog and smoke thanks to models taken from environmental and fire engineering scientific literature as well as the optical power reaching the receiver. These two phenomena impact the communication by increasing the total attenuation of the medium. The main conclusion drawn in this paper is that the levels of attenuation due to fog and smoke are in the same order of magnitude. The attenuation of fog being the highest under the visibility of 1 km. This gives a promising prospect for the deployment of outdoor VLC uses-cases in the near future.

Keywords: channel modeling, fog modeling, meteorological conditions, optical wireless communication, smoke modeling, visible light communication

Procedia PDF Downloads 127

Authors: S. Rozhkova, O. Rozhkova, A. Harlova, V. Lasukov

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For optimal unbiased filter as mean-square and in the case of functioning anomalous noises in the observation memory channel, we have proved insensitivity of filter to inaccurate knowledge of the anomalous noise intensity matrix and its equivalence to truncated filter plotted only by non anomalous components of an observation vector.

Keywords: mathematical expectation, filtration, anomalous noise, memory

Procedia PDF Downloads 342

Authors: R. Mohan, V. Jadhav, A. Ahmed, J. Rivas, A. Kelkar

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Cementitious materials are an excellent example of a composite material with complex hierarchical features and random features that range from nanometer (nm) to millimeter (mm) scale. Multi-scale modeling of complex material systems requires starting from fundamental building blocks to capture the scale relevant features through associated computational models. In this paper, molecular dynamics (MD) modeling is employed to predict the effect of plasticizer additive on the mechanical properties of key hydrated cement constituent calcium-silicate-hydrate (CSH) at the molecular, nanometer scale level. Due to complexity, still unknown molecular configuration of CSH, a representative configuration widely accepted in the field of mineral Jennite is employed. The effectiveness of the Molecular Dynamics modeling to understand the predictive influence of material chemistry changes based on molecular/nanoscale models is demonstrated.

Keywords: cement composite, mechanical properties, molecular dynamics, plasticizer additives

Procedia PDF Downloads 428

Authors: Peyman Aela, Lu Zong, Guoqing Jing

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Recently, there has been growing interest in numerical modeling of ballast railway tracks. A commonly used mechanistic modeling approach for ballast is the discrete element method (DEM). Up to now, the effects of the contact model on ballast particle behavior have not been precisely examined. In this regard, selecting the appropriate contact model is mainly associated with the particle characteristics and the loading condition. Since ballast is cohesionless material, different contact models, including the linear spring, Hertz-Mindlin, and Hysteretic models, could be used to calculate particle-particle or wall-particle contact forces. Moreover, the simulation of a dynamic test is vital to investigate the effect of damping parameters on the ballast deformation. In this study, ballast box tests were simulated by DEM to examine the influence of different contact models on the mechanical behavior of the ballast layer under cyclic loading. This paper shows how the contact model can affect the deformation and damping of a ballast layer subjected to cyclic loading in a ballast box.

Keywords: ballast, contact model, cyclic loading, DEM

Procedia PDF Downloads 167

Authors: Chi-Lun Liu

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Requirements modeling and analysis are important in successful information systems' maintenance. Unified Modeling Language (UML) class diagrams are useful standards for modeling information systems. To our best knowledge, there is a lack of a systems development methodology described by the organism metaphor. The core concept of this metaphor is adaptation. Using the knowledge representation and reasoning approach and ontologies to adopt new requirements are emergent in recent years. This paper proposes an organic methodology which is based on constructivism theory. This methodology is a knowledge representation and reasoning approach to analyze new requirements in the class diagrams maintenance. The process and rules in the proposed methodology automatically analyze inconsistencies in the class diagram. In the big data era, developing an automatic tool based on the proposed methodology to analyze large amounts of class diagram data is an important research topic in the future.

Keywords: knowledge representation, reasoning, ontology, class diagram, software engineering

Procedia PDF Downloads 214

Authors: Teng lin, Li Yuxing, Han Hui, Zhao Pengfei, Zhang Datong

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With the development of carbon capture and storage (CCS), the flow assurance of CO2 transportation becomes more important, particularly for supercritical CO2 pipelines. The relieving system using the choke valve is applied to control the pressure in CO2 pipeline. However, the temperature of fluid would drop rapidly because of Joule-Thomson cooling (JTC), which may cause solid CO2 form and block the pipe. In this paper, a Computational Fluid Dynamic (CFD) model, using the modified Lagrangian method, Reynold's Stress Transport model (RSM) for turbulence and stochastic tracking model (STM) for particle trajectory, was developed to predict the deposition characteristic of solid carbon dioxide. The model predictions were in good agreement with the experiment data published in the literature. It can be observed that the particle distribution affected the deposition behavior. In the region of the sudden expansion, the smaller particles accumulated tightly on the wall were dominant for pipe blockage. On the contrary, the size of solid CO2 particles deposited near the outlet usually was bigger and the stacked structure was looser. According to the calculation results, the movement of the particles can be regarded as the main four types: turbulent motion close to the sudden expansion structure, balanced motion at sudden expansion-middle region, inertial motion near the outlet and the escape. Furthermore the particle deposits accumulated primarily in the sudden expansion region, reattachment region and outlet region because of the four type of motion. Also the Stokes number had an effect on the deposition ratio and it is recommended for Stokes number to avoid 3-8St.

Keywords: carbon capture and storage, carbon dioxide pipeline, gas-particle flow, deposition

Procedia PDF Downloads 347

Authors: Olga Biedova, Victoria Steblovskaya, Kai Wallbaum

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In the current capital market environment, investors constantly face the challenge of finding a successful and stable investment mechanism. Highly volatile equity markets and extremely low bond returns bring about the demand for sophisticated yet reliable risk management strategies. Investors are looking for risk management solutions to efficiently protect their investments. This study compares a classic Constant Proportion Portfolio Insurance (CPPI) strategy to a Volatility Target portfolio insurance (VTPI). VTPI is an extension of the well-known Option Based Portfolio Insurance (OBPI) to the case where an embedded option is linked not to a pure risky asset such as e.g., S&P 500, but to a Volatility Target (VolTarget) portfolio. VolTarget strategy is a recently emerged rule-based dynamic asset allocation mechanism where the portfolio’s volatility is kept under control. As a result, a typical VTPI strategy allows higher participation rates in the market due to reduced embedded option prices. In addition, controlled volatility levels eliminate the volatility spread in option pricing, one of the frequently cited reasons for OBPI strategy fall behind CPPI. The strategies are compared within the framework of the stochastic dominance theory based on numerical simulations, rather than on the restrictive assumption of the Black-Scholes type dynamics of the underlying asset. An extended comparative quantitative analysis of performances of the above investment strategies in various market scenarios and within a range of input parameter values is presented.

Keywords: CPPI, portfolio insurance, stochastic dominance, volatility target

Procedia PDF Downloads 146

Authors: Issa Hussein Manita

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This paper presents an example of industrial information system design and implementation (IIDC), the most common software engineering design steps that are applied to the different design stages. We are going through the life cycle of software system development. We start by a study of system requirement and end with testing and delivering system, going by system design and coding, program integration and system integration step. The most modern software design tools available used in the design this includes, but not limited to, Unified Modeling Language (UML), system modeling, SQL server side application, uses case analysis, design and testing as applied to information processing systems. The system is designed to perform tasks specified by the client with real data. By the end of the implementation of the system, default or user defined acceptance policy to provide an overall score as an indication of the system performance is used. To test the reliability of he designed system, it is tested in different environment and different work burden such as multi-user environment.

Keywords: software engineering, design, system requirement, integration, unified modeling language

Procedia PDF Downloads 551

Authors: Intissar Benrhouma, Marta Victoria, Ignacio Anton, Bechir Chaouachi

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Concentrating photovoltaic systems CPV use optical elements, such as Fresnel lenses, to concentrate solar intensity. The concentrated solar energy is delivered to the solar cell from 20 to 100 W/cm². Some of this energy is converted to electricity, while the rest must be disposed of as a residual heat. Solar cells cooling should be a necessary part of CPV modeling because these systems allowed increasing the power received by the cell. This high power can rise the electrons’ potential causing the heating of the cell, which reduces the global module’s efficiency. This work consists of modeling a concentrating photovoltaic module with and without a cooling system. We have established a theoretical model based on energy balances carried out on a photovoltaic module using solar radiation concentration cells. Subsequently, we developed a calculation program on Matlab which allowed us to simulate the functioning of this module. The obtained results show that the addition of a cooling system to the module improves greatly the performance of our CPV system.

Keywords: solar energy, photovoltaic, concentration, cooling, performance improvement

Procedia PDF Downloads 377

Authors: Momoh Omeiza Sheidu

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Finite element method as a method of providing solutions to problems in computational bio mechanics provides a framework for modeling the function of tissues that integrates structurally from cell to organ system and functionally across the physiological processes that affect tissue mechanics or are regulated by mechanical forces. In this paper, we present an integrative finite element strategy for solution to problems in tissue bio mechanics as a case study.

Keywords: finite element, biomechanics, modeling, computational biomechanics

Procedia PDF Downloads 478

Authors: Abderrahmane Soufi

Abstract:

The building sector is the largest consumer of energy in France, accounting for 44% of French consumption. To reduce energy consumption and improve energy efficiency, France implemented an energy transition law targeting 40% energy savings by 2030 in the tertiary building sector. Building simulation tools are used to predict the energy performance of buildings but the reliability of these tools is hampered by discrepancies between the real and simulated energy performance of a building. This performance gap lies in the simplified assumptions of certain factors, such as the behavior of occupants on air conditioning and heating, which is considered deterministic when setting a fixed operating schedule and a fixed interior comfort temperature. However, the behavior of occupants on air conditioning and heating is stochastic, diverse, and complex because it can be affected by many factors. Probabilistic models are an alternative to deterministic models. These models are usually derived from statistical data and express occupant behavior by assuming a probabilistic relationship to one or more variables. In the literature, logistic regression has been used to model the behavior of occupants with regard to heating and air conditioning systems by considering univariate logistic models in residential buildings; however, few studies have developed multivariate models for higher education and vocational training buildings in a Mediterranean climate. Therefore, in this study, occupant behavior on heating and air conditioning systems was modeled using logistic regression. Occupant behavior related to the turn-on heating and air conditioning systems was studied through experimental measurements collected over a period of one year (June 2023–June 2024) in three classrooms occupied by several groups of students in engineering schools and professional training. Instrumentation was provided to collect indoor temperature and indoor relative humidity in 10-min intervals. Furthermore, the state of the heating/air conditioning system (off or on) and the set point were determined. The outdoor air temperature, relative humidity, and wind speed were collected as weather data. The number of occupants, age, and sex were also considered. Logistic regression was used for modeling an occupant turning on the heating and air conditioning systems. The results yielded a proposed model that can be used in building simulation tools to predict the energy performance of teaching buildings. Based on the first months (summer and early autumn) of the investigations, the results illustrate that the occupant behavior of the air conditioning systems is affected by the indoor relative humidity and temperature in June, July, and August and by the indoor relative humidity, temperature, and number of occupants in September and October. Occupant behavior was analyzed monthly, and univariate and multivariate models were developed.

Keywords: occupant behavior, logistic regression, behavior model, mediterranean climate, air conditioning, heating

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