Search results for: time series chaos
19603 New Series Input Parallel Output LLC DC/DC Converter with the Input Voltage Balancing Capacitor for the Electric System of Electric Vehicles
Authors: Kang Hyun Yi
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This paper presents a new parallel output LLC DC/DC converter for electric vehicle. The electric vehicle has two batteries. One is a high voltage battery for the powertrain of the vehicle and the other is a low voltage battery for the vehicle electric system. The low voltage is charged from the high voltage battery and the high voltage input and the high current output DC/DC converter is needed. Therefore, the new LLC converter with the input voltage compensation is proposed for the high voltage input and the low voltage output DC/DC converter. The proposed circuit has two LLC converters with the series input voltage from the battery for the powertrain and the parallel output low battery voltage for the vehicle electric system because the battery voltage for the powertrain and the electric power for the vehicle become high. Also, the input series voltage compensation capacitor is used for balancing the input current in the two LLC converters. The proposed converter has an equal electric stress of the semiconductor parts and the reactive components, high efficiency and good heat dissipation.Keywords: electric vehicle, LLC DC/DC converter, input voltage balancing, parallel output
Procedia PDF Downloads 105219602 Poultry in Motion: Text Mining Social Media Data for Avian Influenza Surveillance in the UK
Authors: Samuel Munaf, Kevin Swingler, Franz Brülisauer, Anthony O’Hare, George Gunn, Aaron Reeves
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Background: Avian influenza, more commonly known as Bird flu, is a viral zoonotic respiratory disease stemming from various species of poultry, including pets and migratory birds. Researchers have purported that the accessibility of health information online, in addition to the low-cost data collection methods the internet provides, has revolutionized the methods in which epidemiological and disease surveillance data is utilized. This paper examines the feasibility of using internet data sources, such as Twitter and livestock forums, for the early detection of the avian flu outbreak, through the use of text mining algorithms and social network analysis. Methods: Social media mining was conducted on Twitter between the period of 01/01/2021 to 31/12/2021 via the Twitter API in Python. The results were filtered firstly by hashtags (#avianflu, #birdflu), word occurrences (avian flu, bird flu, H5N1), and then refined further by location to include only those results from within the UK. Analysis was conducted on this text in a time-series manner to determine keyword frequencies and topic modeling to uncover insights in the text prior to a confirmed outbreak. Further analysis was performed by examining clinical signs (e.g., swollen head, blue comb, dullness) within the time series prior to the confirmed avian flu outbreak by the Animal and Plant Health Agency (APHA). Results: The increased search results in Google and avian flu-related tweets showed a correlation in time with the confirmed cases. Topic modeling uncovered clusters of word occurrences relating to livestock biosecurity, disposal of dead birds, and prevention measures. Conclusions: Text mining social media data can prove to be useful in relation to analysing discussed topics for epidemiological surveillance purposes, especially given the lack of applied research in the veterinary domain. The small sample size of tweets for certain weekly time periods makes it difficult to provide statistically plausible results, in addition to a great amount of textual noise in the data.Keywords: veterinary epidemiology, disease surveillance, infodemiology, infoveillance, avian influenza, social media
Procedia PDF Downloads 10619601 Evaluating the Effectiveness of Plantar Sensory Insoles and Remote Patient Monitoring for Early Intervention in Diabetic Foot Ulcer Prevention in Patients with Peripheral Neuropathy
Authors: Brock Liden, Eric Janowitz
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Introduction: Diabetic peripheral neuropathy (DPN) affects 70% of individuals with diabetes1. DPN causes a loss of protective sensation, which can lead to tissue damage and diabetic foot ulcer (DFU) formation2. These ulcers can result in infections and lower-extremity amputations of toes, the entire foot, and the lower leg. Even after a DFU is healed, recurrence is common, with 49% of DFU patients developing another ulcer within a year and 68% within 5 years3. This case series examines the use of sensory insoles and newly available plantar data (pressure, temperature, step count, adherence) and remote patient monitoring in patients at risk of DFU. Methods: Participants were provided with custom-made sensory insoles to monitor plantar pressure, temperature, step count, and daily use and were provided with real-time cues for pressure offloading as they went about their daily activities. The sensory insoles were used to track subject compliance, ulceration, and response to feedback from real-time alerts. Patients were remotely monitored by a qualified healthcare professional and were contacted when areas of concern were seen and provided coaching on reducing risk factors and overall support to improve foot health. Results: Of the 40 participants provided with the sensory insole system, 4 presented with a DFU. Based on flags generated from the available plantar data, patients were contacted by the remote monitor to address potential concerns. A standard clinical escalation protocol detailed when and how concerns should be escalated to the provider by the remote monitor. Upon escalation to the provider, patients were brought into the clinic as needed, allowing for any issues to be addressed before more serious complications might arise. Conclusion: This case series explores the use of innovative sensory technology to collect plantar data (pressure, temperature, step count, and adherence) for DFU detection and early intervention. The results from this case series suggest the importance of sensory technology and remote patient monitoring in providing proactive, preventative care for patients at risk of DFU. This robust plantar data, with the addition of remote patient monitoring, allow for patients to be seen in the clinic when concerns arise, giving providers the opportunity to intervene early and prevent more serious complications, such as wounds, from occurring.Keywords: diabetic foot ulcer, DFU prevention, digital therapeutics, remote patient monitoring
Procedia PDF Downloads 7719600 Method for Tuning Level Control Loops Based on Internal Model Control and Closed Loop Step Test Data
Authors: Arnaud Nougues
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This paper describes a two-stage methodology derived from internal model control (IMC) for tuning a proportional-integral-derivative (PID) controller for levels or other integrating processes in an industrial environment. Focus is the ease of use and implementation speed which are critical for an industrial application. Tuning can be done with minimum effort and without the need for time-consuming open-loop step tests on the plant. The first stage of the method applies to levels only: the vessel residence time is calculated from equipment dimensions and used to derive a set of preliminary proportional-integral (PI) settings with IMC. The second stage, re-tuning in closed-loop, applies to levels as well as other integrating processes: a tuning correction mechanism has been developed based on a series of closed-loop simulations with model errors. The tuning correction is done from a simple closed-loop step test and the application of a generic correlation between observed overshoot and integral time correction. A spin-off of the method is that an estimate of the vessel residence time (levels) or open-loop process gain (other integrating process) is obtained from the closed-loop data.Keywords: closed-loop model identification, IMC-PID tuning method, integrating process control, on-line PID tuning adaptation
Procedia PDF Downloads 22319599 Economic Analysis of Rainwater Harvesting Systems for Dairy Cattle
Authors: Sandra Cecilia Muhirirwe, Bart Van Der Bruggen, Violet Kisakye
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Economic analysis of Rainwater harvesting (RWH) systems is vital in search of a cost-effective solution to water unreliability, especially in low-income countries. There is little literature focusing on the financial aspects of RWH for dairy farmers. The main purpose was to assess the economic viability of rainwater harvesting for diary framers in the Rwenzori region. The study focused on the use of rainwater harvesting systems from the rooftop and collection in above surface tanks. Daily rainfall time series for 12 years was obtained across nine gauging stations. The daily water balance equation was used for optimal sizing of the tank. Economic analysis of the investment was carried out based on the life cycle costs and the accruing benefits for the period of 15 years. Roof areas were varied from 75m2 as the minimum required area to 500m2 while maintaining the same number of cattle and keeping the daily water demand constant. The results show that the required rainwater tank sizes are very large and may be impractical to install due to the strongly varying terrain and the initial cost of investment. In all districts, there is a significant reduction of the volume of the required tank with an increasing collection area. The results further show that increasing the collection area has a minor effect on reducing the required tank size. Generally, for all rainfall areas, the reliability increases with an increase in the roof area. The results indicate that 100% reliability can only be realized with very large collection areas that are impractical to install. The estimated benefits outweigh the cost of investment. The Present Net Value shows that the investment is economically viable and investment with a short payback of a maximum of 3 years for all the time series in the study area.Keywords: dairy cattle, optimisation, rainwater harvesting, economic analysis
Procedia PDF Downloads 20519598 Environmental Impact Assessment in Mining Regions with Remote Sensing
Authors: Carla Palencia-Aguilar
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Calculations of Net Carbon Balance can be obtained by means of Net Biome Productivity (NBP), Net Ecosystem Productivity (NEP), and Net Primary Production (NPP). The latter is an important component of the biosphere carbon cycle and is easily obtained data from MODIS MOD17A3HGF; however, the results are only available yearly. To overcome data availability, bands 33 to 36 from MODIS MYD021KM (obtained on a daily basis) were analyzed and compared with NPP data from the years 2000 to 2021 in 7 sites where surface mining takes place in the Colombian territory. Coal, Gold, Iron, and Limestone were the minerals of interest. Scales and Units as well as thermal anomalies, were considered for net carbon balance per location. The NPP time series from the satellite images were filtered by using two Matlab filters: First order and Discrete Transfer. After filtering the NPP time series, comparing the graph results from the satellite’s image value, and running a linear regression, the results showed R2 from 0,72 to 0,85. To establish comparable units among NPP and bands 33 to 36, the Greenhouse Gas Equivalencies Calculator by EPA was used. The comparison was established in two ways: one by the sum of all the data per point per year and the other by the average of 46 weeks and finding the percentage that the value represented with respect to NPP. The former underestimated the total CO2 emissions. The results also showed that coal and gold mining in the last 22 years had less CO2 emissions than limestone, with an average per year of 143 kton CO2 eq for gold, 152 kton CO2 eq for coal, and 287 kton CO2 eq for iron. Limestone emissions varied from 206 to 441 kton CO2 eq. The maximum emission values from unfiltered data correspond to 165 kton CO2 eq. for gold, 188 kton CO2 eq. for coal, and 310 kton CO2 eq. for iron and limestone, varying from 231 to 490 kton CO2 eq. If the most pollutant limestone site improves its production technology, limestone could count with a maximum of 318 kton CO2 eq emissions per year, a value very similar respect to iron. The importance of gathering data is to establish benchmarks in order to attain 2050’s zero emissions goal.Keywords: carbon dioxide, NPP, MODIS, MINING
Procedia PDF Downloads 10519597 A Data-Mining Model for Protection of FACTS-Based Transmission Line
Authors: Ashok Kalagura
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This paper presents a data-mining model for fault-zone identification of flexible AC transmission systems (FACTS)-based transmission line including a thyristor-controlled series compensator (TCSC) and unified power-flow controller (UPFC), using ensemble decision trees. Given the randomness in the ensemble of decision trees stacked inside the random forests model, it provides an effective decision on the fault-zone identification. Half-cycle post-fault current and voltage samples from the fault inception are used as an input vector against target output ‘1’ for the fault after TCSC/UPFC and ‘1’ for the fault before TCSC/UPFC for fault-zone identification. The algorithm is tested on simulated fault data with wide variations in operating parameters of the power system network, including noisy environment providing a reliability measure of 99% with faster response time (3/4th cycle from fault inception). The results of the presented approach using the RF model indicate the reliable identification of the fault zone in FACTS-based transmission lines.Keywords: distance relaying, fault-zone identification, random forests, RFs, support vector machine, SVM, thyristor-controlled series compensator, TCSC, unified power-flow controller, UPFC
Procedia PDF Downloads 42419596 Selective Extraction of Couple Nickel(II) / Cobalt(II) by a Series of Schiff Bases in Sulfate Medium, in the Chloroforme-Water
Authors: N. Belhadj, M. Hadj Youcef, T. Benabdallah, Belbachir Ibtissem, N. Boceiri
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This work deals with the synthesis, the structural elucidation and the exploration the extracting properties of a series of ortho-hydroxy Schiff base in sulfate medium. After the synthesis and characterization of their structures, the study of their behavior in solution was carried out by pH-metric titration in different media homogeneous and heterogeneous solution. This allowed to explore and to quantify in each of these media, some of their properties in solution such as, their acid-base behavior (determination and comparison of pKa), their distribution powers (determination and comparison of logKd), and their thermodynamic constants (determining ∆H°, ΔS° and ∆G°moy) by optimizing both the temperature and ionic strength. Study of the extraction of nickel (II) and cobalt(II) separately was undertaken in the aqueous-organic system, chloroform-water. Different extraction parameters have been thus optimized such, the pH, the concentration of extractant and the ionic strength, and the extraction constants established in each case. The extracted metal complexes have been isolated and their spatial configurations elucidated. The selective extraction of the couple cobalt (II)/nickel (II) was finally performed by our series of Schiff base in the chloroforme/water.Keywords: selective extraction, Schiff base, distribution, cobalt(II), nickel(II)
Procedia PDF Downloads 46119595 New Chinese Landscapes in the Works of the Chinese Photographer Yao Lu
Authors: Xiaoling Dai
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Many Chinese artists have used digital photography to create works with features of Chinese landscape paintings since the 20th century. The ‘New Mountains and Water’ works created by digital techniques reflect the fusion of photographic techniques and traditional Chinese aesthetic thoughts. Borrowing from Chinese landscape paintings in the Song Dynasty, the Chinese photographer Yao Lu uses digital photography to reflect contemporary environmental construction in his series New Landscapes. By portraying a variety of natural environments brought by urbanization in the contemporary period, Lu deconstructs traditional Chinese paintings and reconstructs contemporary photographic practices. The primary object of this study is to investigate how Chinese photographer Yao Lu redefines and re-interprets the relationship between tradition and contemporaneity. In this study, Yao Lu’s series work New Landscapes is used for photo elicitation, which seeks to broaden understanding of the development of Chinese landscape photography. Furthermore, discourse analysis will be used to evaluate how Chinese social developments influence the creation of photographic practices. Through visual and discourse analysis, this study aims to excavate the relationship between tradition and contemporaneity in Lu’s works. According to New Landscapes, the study argues that in Lu’s interpretations of landscapes, tradition and contemporaneity are seen to establish a new relationship. Traditional approaches to creation do not become obsolete over time. On the contrary, traditional notions and styles of creation can shed new light on contemporary issues or techniques.Keywords: Chinese aesthetics, Yao Lu, new landscapes, tradition, contemporaneity
Procedia PDF Downloads 7919594 Design of a Chaotic Trajectory Generator Algorithm for Mobile Robots
Authors: J. J. Cetina-Denis, R. M. López-Gutiérrez, R. Ramírez-Ramírez, C. Cruz-Hernández
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This work addresses the problem of designing an algorithm capable of generating chaotic trajectories for mobile robots. Particularly, the chaotic behavior is induced in the linear and angular velocities of a Khepera III differential mobile robot by infusing them with the states of the H´enon chaotic map. A possible application, using the properties of chaotic systems, is patrolling a work area. In this work, numerical and experimental results are reported and analyzed. In addition, two quantitative numerical tests are applied in order to measure how chaotic the generated trajectories really are.Keywords: chaos, chaotic trajectories, differential mobile robot, Henon map, Khepera III robot, patrolling applications
Procedia PDF Downloads 31019593 Serial Position Curves under Compressively Expanding and Contracting Schedules of Presentation
Authors: Priya Varma, Denis John McKeown
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Psychological time, unlike physical time, is believed to be ‘compressive’ in the sense that the mental representations of a series of events may be internally arranged with ever decreasing inter-event spacing (looking back from the most recently encoded event). If this is true, the record within immediate memory of recent events is severely temporally distorted. Although this notion of temporal distortion of the memory record is captured within some theoretical accounts of human forgetting, notably temporal distinctiveness accounts, the way in which the fundamental nature of the distortion underpins memory and forgetting broadly is barely recognised or at least directly investigated. Our intention here was to manipulate the spacing of items for recall in order to ‘reverse’ this supposed natural compression within the encoding of the items. In Experiment 1 three schedules of presentation (expanding, contracting and fixed irregular temporal spacing) were created using logarithmic spacing of the words for both free and serial recall conditions. The results of recall of lists of 7 words showed statistically significant benefits of temporal isolation, and more excitingly the contracting word series (which we may think of as reversing the natural compression within the mental representation of the word list) showed best performance. Experiment 2 tested for effects of active verbal rehearsal in the recall task; this reduced but did not remove the benefits of our temporal scheduling manipulation. Finally, a third experiment used the same design but with Chinese characters as memoranda, in a further attempt to subvert possible verbal maintenance of items. One change to the design here was to introduce a probe item following the sequence of items and record response times to this probe. Together the outcomes of the experiments broadly support the notion of temporal compression within immediate memory.Keywords: memory, serial position curves, temporal isolation, temporal schedules
Procedia PDF Downloads 21819592 Double Fourier Series Applied to Supraharmonic Determination: The Specific Cases of a Boost and an Interleaved Boost Converter Used as Active Power Factor Correctors
Authors: Erzen Muharemi, Emmanuel De Jaeger, Jos Knockaert
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The work presented here investigates the modeling of power electronics converters in terms of their harmonic production. Specifically, it addresses high-frequency emissions in the range of 2-150 kHz, referred to as supraharmonics. This paper models a conventional converter, namely the boost converter used as an active power factor corrector (APFC). Furthermore, the modeling is extended to the case of the interleaved boost converter, which offers advantages such as halving the emissions. Finally, a comparison between the theoretical, numerical, and experimental results will be provided.Keywords: APFC, boost converter, converter modeling, double fourier series, supraharmonics
Procedia PDF Downloads 4419591 Evaluation of Automated Analyzers of Polycyclic Aromatic Hydrocarbons and Black Carbon in a Coke Oven Plant by Comparison with Analytical Methods
Authors: L. Angiuli, L. Trizio, R. Giua, A. Digilio, M. Tutino, P. Dambruoso, F. Mazzone, C. M. Placentino
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In the winter of 2014 a series of measurements were performed to evaluate the behavior of real-time PAHs and black carbon analyzers in a coke oven plant located in Taranto, a city of Southern Italy. Data were collected both insides than outside the plant, at air quality monitoring sites. Contemporary measures of PM2.5 and PM1 were performed. Particle-bound PAHs were measured by two methods: (1) aerosol photoionization using an Ecochem PAS 2000 analyzer, (2) PM2.5 and PM1 quartz filter collection and analysis by gas chromatography/mass spectrometry (GC/MS). Black carbon was determined both in real-time by Magee Aethalometer AE22 analyzer than by semi-continuous Sunset Lab EC/OC instrument. Detected PM2.5 and PM1 levels were higher inside than outside the plant while PAHs real-time values were higher outside than inside. As regards PAHs, inside the plant Ecochem PAS 2000 revealed concentrations not significantly different from those determined on the filter during low polluted days, but at increasing concentrations the automated instrument underestimated PAHs levels. At the external site, Ecochem PAS 2000 real-time concentrations were steadily higher than those on the filter. In the same way, real-time black carbon values were constantly lower than EC concentrations obtained by Sunset EC/OC in the inner site, while outside the plant real-time values were comparable to Sunset EC values. Results showed that in a coke plant real-time analyzers of PAHs and black carbon in the factory configuration provide qualitative information, with no accuracy and leading to the underestimation of the concentration. A site specific calibration is needed for these instruments before their installation in high polluted sites.Keywords: black carbon, coke oven plant, PAH, PAS, aethalometer
Procedia PDF Downloads 34519590 Radio Frequency Identification Encryption via Modified Two Dimensional Logistic Map
Authors: Hongmin Deng, Qionghua Wang
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A modified two dimensional (2D) logistic map based on cross feedback control is proposed. This 2D map exhibits more random chaotic dynamical properties than the classic one dimensional (1D) logistic map in the statistical characteristics analysis. So it is utilized as the pseudo-random (PN) sequence generator, where the obtained real-valued PN sequence is quantized at first, then applied to radio frequency identification (RFID) communication system in this paper. This system is experimentally validated on a cortex-M0 development board, which shows the effectiveness in key generation, the size of key space and security. At last, further cryptanalysis is studied through the test suite in the National Institute of Standards and Technology (NIST).Keywords: chaos encryption, logistic map, pseudo-random sequence, RFID
Procedia PDF Downloads 40219589 Climate Change and Dengue Transmission in Lahore, Pakistan
Authors: Sadia Imran, Zenab Naseem
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Dengue fever is one of the most alarming mosquito-borne viral diseases. Dengue virus has been distributed over the years exponentially throughout the world be it tropical or sub-tropical regions of the world, particularly in the last ten years. Changing topography, climate change in terms of erratic seasonal trends, rainfall, untimely monsoon early or late and longer or shorter incidences of either summer or winter. Globalization, frequent travel throughout the world and viral evolution has lead to more severe forms of Dengue. Global incidence of dengue infections per year have ranged between 50 million and 200 million; however, recent estimates using cartographic approaches suggest this number is closer to almost 400 million. In recent years, Pakistan experienced a deadly outbreak of the disease. The reason could be that they have the maximum exposure outdoors. Public organizations have observed that changing climate, especially lower average summer temperature, and increased vegetation have created tropical-like conditions in the city, which are suitable for Dengue virus growth. We will conduct a time-series analysis to study the interrelationship between dengue incidence and diurnal ranges of temperature and humidity in Pakistan, Lahore being the main focus of our study. We have used annual data from 2005 to 2015. We have investigated the relationship between climatic variables and dengue incidence. We used time series analysis to describe temporal trends. The result shows rising trends of Dengue over the past 10 years along with the rise in temperature & rainfall in Lahore. Hence this seconds the popular statement that the world is suffering due to Climate change and Global warming at different levels. Disease outbreak is one of the most alarming indications of mankind heading towards destruction and we need to think of mitigating measures to control epidemic from spreading and enveloping the cities, countries and regions.Keywords: Dengue, epidemic, globalization, climate change
Procedia PDF Downloads 23419588 Thermal Analysis of Friction Stir Welded Dissimilar Materials with Different Preheating Conditions
Authors: Prashant S. Humnabad
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The objective of this work is to carry out a thermal heat transfer analysis to obtain the time dependent temperature field in welding process friction stir welded dissimilar materials with different preheating temperature. A series of joints were made on four mm thick aluminum and steel plates. The temperature used was 100ºC, 150ºC and 200ºC. The welding operation was performed with different rotational speeds and traverse speed (1000, 1400 and 2000 rmp and 16, 20 and 25 mm/min..). In numerical model, the welded plate was modeled as the weld line is the symmetric line. The work-piece has dimensions of 100x100x4 mm. The obtained result was compared with experimental result, which shows good agreement and within the acceptable limit. The peak temperature at the weld zone increases significantly with respect to increase in process time.Keywords: FEA, thermal analysis, preheating, friction stir welding
Procedia PDF Downloads 18919587 Solution of Some Boundary Value Problems of the Generalized Theory of Thermo-Piezoelectricity
Authors: Manana Chumburidze
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We have considered a non-classical model of dynamical problems for a conjugated system of differential equations arising in thermo-piezoelectricity, which was formulated by Toupin – Mindlin. The basic concepts and the general theory of solvability for isotropic homogeneous elastic media is considered. They are worked by using the methods the Laplace integral transform, potential method and singular integral equations. Approximate solutions of mixed boundary value problems for finite domain, bounded by the some closed surface are constructed. They are solved in explicitly by using the generalized Fourier's series method.Keywords: thermo-piezoelectricity, boundary value problems, Fourier's series, isotropic homogeneous elastic media
Procedia PDF Downloads 46619586 A Comparative Study of Regional Climate Models and Global Coupled Models over Uttarakhand
Authors: Sudip Kumar Kundu, Charu Singh
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As a great physiographic divide, the Himalayas affecting a large system of water and air circulation which helps to determine the climatic condition in the Indian subcontinent to the south and mid-Asian highlands to the north. It creates obstacles by defending chill continental air from north side into India in winter and also defends rain-bearing southwesterly monsoon to give up maximum precipitation in that area in monsoon season. Nowadays extreme weather conditions such as heavy precipitation, cloudburst, flash flood, landslide and extreme avalanches are the regular happening incidents in the region of North Western Himalayan (NWH). The present study has been planned to investigate the suitable model(s) to find out the rainfall pattern over that region. For this investigation, selected models from Coordinated Regional Climate Downscaling Experiment (CORDEX) and Coupled Model Intercomparison Project Phase 5 (CMIP5) has been utilized in a consistent framework for the period of 1976 to 2000 (historical). The ability of these driving models from CORDEX domain and CMIP5 has been examined according to their capability of the spatial distribution as well as time series plot of rainfall over NWH in the rainy season and compared with the ground-based Indian Meteorological Department (IMD) gridded rainfall data set. It is noted from the analysis that the models like MIROC5 and MPI-ESM-LR from the both CORDEX and CMIP5 provide the best spatial distribution of rainfall over NWH region. But the driving models from CORDEX underestimates the daily rainfall amount as compared to CMIP5 driving models as it is unable to capture daily rainfall data properly when it has been plotted for time series (TS) individually for the state of Uttarakhand (UK) and Himachal Pradesh (HP). So finally it can be said that the driving models from CMIP5 are better than CORDEX domain models to investigate the rainfall pattern over NWH region.Keywords: global warming, rainfall, CMIP5, CORDEX, NWH
Procedia PDF Downloads 16919585 Downside Risk Analysis of the Nigerian Stock Market: A Value at Risk Approach
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
Procedia PDF Downloads 44419584 Leadership and Whether It Stems from Innate Abilities or from Situation
Authors: Salwa Abdelbaki
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This research investigated how leaders develop, asking whether they have been leaders due to their innate abilities or they gain leadership characteristics through interactions based on requirements of a situation. If the first is true, then a leader should be successful in any situation. Otherwise, a leader may succeed only in a specific situation. A series of experiments were carried out on three groups including of males and females. First; a group of 148 students with different specializations had to select a leader. Another group of 51 students had to recall their previous experiences and their knowledge of each other to identify who were leaders in different situations. Then a series of analytic tools were applied to the identified leaders and to the whole groups to find out how leaders were developed. A group of 40 young children was also experimented with to find young leaders among them and to analyze their characteristics.Keywords: leadership, innate characteristics, situation, leadership theories
Procedia PDF Downloads 29019583 A Conceptual Study for Investigating the Creation of Energy and Understanding the Properties of Nothing
Authors: Mahmoud Reza Hosseini
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The universe is in a continuous expansion process, resulting in the reduction of its density and temperature. Also, by extrapolating back from its current state, the universe at its early times is studied, known as the big bang theory. According to this theory, moments after creation, the universe was an extremely hot and dense environment. However, its rapid expansion due to nuclear fusion led to a reduction in its temperature and density. This is evidenced through the cosmic microwave background and the universe structure at a large scale. However, extrapolating back further from this early state reaches singularity, which cannot be explained by modern physics, and the big bang theory is no longer valid. In addition, one can expect a nonuniform energy distribution across the universe from a sudden expansion. However, highly accurate measurements reveal an equal temperature mapping across the universe, which is contradictory to the big bang principles. To resolve this issue, it is believed that cosmic inflation occurred at the very early stages of the birth of the universe. According to the cosmic inflation theory, the elements which formed the universe underwent a phase of exponential growth due to the existence of a large cosmological constant. The inflation phase allows the uniform distribution of energy so that an equal maximum temperature can be achieved across the early universe. Also, the evidence of quantum fluctuations of this stage provides a means for studying the types of imperfections the universe would begin with. Although well-established theories such as cosmic inflation and the big bang together provide a comprehensive picture of the early universe and how it evolved into its current state, they are unable to address the singularity paradox at the time of universe creation. Therefore, a practical model capable of describing how the universe was initiated is needed. This research series aims at addressing the singularity issue by introducing a state of energy called a "neutral state," possessing an energy level that is referred to as the "base energy." The governing principles of base energy are discussed in detail in our second paper in the series "A Conceptual Study for Addressing the Singularity of the Emerging Universe," which is discussed in detail. To establish a complete picture, the origin of the base energy should be identified and studied. In this research paper, the mechanism which led to the emergence of this natural state and its corresponding base energy is proposed. In addition, the effect of the base energy in the space-time fabric is discussed. Finally, the possible role of the base energy in quantization and energy exchange is investigated. Therefore, the proposed concept in this research series provides a road map for enhancing our understating of the universe's creation from nothing and its evolution and discusses the possibility of base energy as one of the main building blocks of this universe.Keywords: big bang, cosmic inflation, birth of universe, energy creation, universe evolution
Procedia PDF Downloads 10219582 A Hybrid Algorithm Based on Greedy Randomized Adaptive Search Procedure and Chemical Reaction Optimization for the Vehicle Routing Problem with Hard Time Windows
Authors: Imen Boudali, Marwa Ragmoun
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The Vehicle Routing Problem with Hard Time Windows (VRPHTW) is a basic distribution management problem that models many real-world problems. The objective of the problem is to deliver a set of customers with known demands on minimum-cost vehicle routes while satisfying vehicle capacity and hard time windows for customers. In this paper, we propose to deal with our optimization problem by using a new hybrid stochastic algorithm based on two metaheuristics: Chemical Reaction Optimization (CRO) and Greedy Randomized Adaptive Search Procedure (GRASP). The first method is inspired by the natural process of chemical reactions enabling the transformation of unstable substances with excessive energy to stable ones. During this process, the molecules interact with each other through a series of elementary reactions to reach minimum energy for their existence. This property is embedded in CRO to solve the VRPHTW. In order to enhance the population diversity throughout the search process, we integrated the GRASP in our method. Simulation results on the base of Solomon’s benchmark instances show the very satisfactory performances of the proposed approach.Keywords: Benchmark Problems, Combinatorial Optimization, Vehicle Routing Problem with Hard Time Windows, Meta-heuristics, Hybridization, GRASP, CRO
Procedia PDF Downloads 41119581 Starting Order Eight Method Accurately for the Solution of First Order Initial Value Problems of Ordinary Differential Equations
Authors: James Adewale, Joshua Sunday
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In this paper, we developed a linear multistep method, which is implemented in predictor corrector-method. The corrector is developed by method of collocation and interpretation of power series approximate solutions at some selected grid points, to give a continuous linear multistep method, which is evaluated at some selected grid points to give a discrete linear multistep method. The predictors were also developed by method of collocation and interpolation of power series approximate solution, to give a continuous linear multistep method. The continuous linear multistep method is then solved for the independent solution to give a continuous block formula, which is evaluated at some selected grid point to give discrete block method. Basic properties of the corrector were investigated and found to be zero stable, consistent and convergent. The efficiency of the method was tested on some linear, non-learn, oscillatory and stiff problems of first order, initial value problems of ordinary differential equations. The results were found to be better in terms of computer time and error bound when compared with the existing methods.Keywords: predictor, corrector, collocation, interpolation, approximate solution, independent solution, zero stable, consistent, convergent
Procedia PDF Downloads 50219580 Infrastructure Change Monitoring Using Multitemporal Multispectral Satellite Images
Authors: U. Datta
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The main objective of this study is to find a suitable approach to monitor the land infrastructure growth over a period of time using multispectral satellite images. Bi-temporal change detection method is unable to indicate the continuous change occurring over a long period of time. To achieve this objective, the approach used here estimates a statistical model from series of multispectral image data over a long period of time, assuming there is no considerable change during that time period and then compare it with the multispectral image data obtained at a later time. The change is estimated pixel-wise. Statistical composite hypothesis technique is used for estimating pixel based change detection in a defined region. The generalized likelihood ratio test (GLRT) is used to detect the changed pixel from probabilistic estimated model of the corresponding pixel. The changed pixel is detected assuming that the images have been co-registered prior to estimation. To minimize error due to co-registration, 8-neighborhood pixels around the pixel under test are also considered. The multispectral images from Sentinel-2 and Landsat-8 from 2015 to 2018 are used for this purpose. There are different challenges in this method. First and foremost challenge is to get quite a large number of datasets for multivariate distribution modelling. A large number of images are always discarded due to cloud coverage. Due to imperfect modelling there will be high probability of false alarm. Overall conclusion that can be drawn from this work is that the probabilistic method described in this paper has given some promising results, which need to be pursued further.Keywords: co-registration, GLRT, infrastructure growth, multispectral, multitemporal, pixel-based change detection
Procedia PDF Downloads 13619579 Epistemic Uncertainty Analysis of Queue with Vacations
Authors: Baya Takhedmit, Karim Abbas, Sofiane Ouazine
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The vacations queues are often employed to model many real situations such as computer systems, communication networks, manufacturing and production systems, transportation systems and so forth. These queueing models are solved at fixed parameters values. However, the parameter values themselves are determined from a finite number of observations and hence have uncertainty associated with them (epistemic uncertainty). In this paper, we consider the M/G/1/N queue with server vacation and exhaustive discipline where we assume that the vacation parameter values have uncertainty. We use the Taylor series expansions approach to estimate the expectation and variance of model output, due to epistemic uncertainties in the model input parameters.Keywords: epistemic uncertainty, M/G/1/N queue with vacations, non-parametric sensitivity analysis, Taylor series expansion
Procedia PDF Downloads 43419578 Manufacturing Anomaly Detection Using a Combination of Gated Recurrent Unit Network and Random Forest Algorithm
Authors: Atinkut Atinafu Yilma, Eyob Messele Sefene
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Anomaly detection is one of the essential mechanisms to control and reduce production loss, especially in today's smart manufacturing. Quick anomaly detection aids in reducing the cost of production by minimizing the possibility of producing defective products. However, developing an anomaly detection model that can rapidly detect a production change is challenging. This paper proposes Gated Recurrent Unit (GRU) combined with Random Forest (RF) to detect anomalies in the production process in real-time quickly. The GRU is used as a feature detector, and RF as a classifier using the input features from GRU. The model was tested using various synthesis and real-world datasets against benchmark methods. The results show that the proposed GRU-RF outperforms the benchmark methods with the shortest time taken to detect anomalies in the production process. Based on the investigation from the study, this proposed model can eliminate or reduce unnecessary production costs and bring a competitive advantage to manufacturing industries.Keywords: anomaly detection, multivariate time series data, smart manufacturing, gated recurrent unit network, random forest
Procedia PDF Downloads 12219577 Nonstationary Modeling of Extreme Precipitation in the Wei River Basin, China
Authors: Yiyuan Tao
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Under the impact of global warming together with the intensification of human activities, the hydrological regimes may be altered, and the traditional stationary assumption was no longer satisfied. However, most of the current design standards of water infrastructures were still based on the hypothesis of stationarity, which may inevitably result in severe biases. Many critical impacts of climate on ecosystems, society, and the economy are controlled by extreme events rather than mean values. Therefore, it is of great significance to identify the non-stationarity of precipitation extremes and model the precipitation extremes in a nonstationary framework. The Wei River Basin (WRB), located in a continental monsoon climate zone in China, is selected as a case study in this study. Six extreme precipitation indices were employed to investigate the changing patterns and stationarity of precipitation extremes in the WRB. To identify if precipitation extremes are stationary, the Mann-Kendall trend test and the Pettitt test, which is used to examine the occurrence of abrupt changes are adopted in this study. Extreme precipitation indices series are fitted with non-stationary distributions that selected from six widely used distribution functions: Gumbel, lognormal, Weibull, gamma, generalized gamma and exponential distributions by means of the time-varying moments model generalized additive models for location, scale and shape (GAMLSS), where the distribution parameters are defined as a function of time. The results indicate that: (1) the trends were not significant for the whole WRB, but significant positive/negative trends were still observed in some stations, abrupt changes for consecutive wet days (CWD) mainly occurred in 1985, and the assumption of stationarity is invalid for some stations; (2) for these nonstationary extreme precipitation indices series with significant positive/negative trends, the GAMLSS models are able to capture well the temporal variations of the indices, and perform better than the stationary model. Finally, the differences between the quantiles of nonstationary and stationary models are analyzed, which highlight the importance of nonstationary modeling of precipitation extremes in the WRB.Keywords: extreme precipitation, GAMLSSS, non-stationary, Wei River Basin
Procedia PDF Downloads 12419576 Memory, Self, and Time: A Bachelardian Perspective
Authors: Michael Granado
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The French philosopher Gaston Bachelard’s philosophy of time is articulated in his two works on the subject, the Intuition of the Instant (1932) and his The Dialectic of Duration (1936). Both works present a systematic methodology predicated upon the assumption that our understanding of time has radically changed as a result of Einstein and subsequently needs to be reimagined. Bachelard makes a major distinction in his discussion of time: 1. Time as it is (physical time), 2. Time as we experience it (phenomenological time). This paper will focus on the second distinction, phenomenological time, and explore the connections between Bachelard’s work and contemporary psychology. Several aspects of Bachelard’s philosophy of time nicely complement our current understanding of memory and self and clarify how the self relates to experienced time. Two points, in particular, stand out; the first is the relative nature of subjective time, and the second is the implications of subjective time in the formation of the narrative self. Bachelard introduces two philosophical concepts to explain these points: rhythmanalysis and reverie. By exploring these concepts, it will become apparent that there is an undeniable link between memory, self, and time. Through the use of narrative self, the individual connects and links memories and time together to form a sense of personal identity.Keywords: Gaston Bachelard, memory, self, time
Procedia PDF Downloads 16619575 Urban Dynamics Modelling of Mixed Land Use for Sustainable Urban Development in Indian Context
Authors: Rewati Raman, Uttam K. Roy
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One of the main adversaries of city planning in present times is the ever-expanding problem of urbanization and the antagonistic issues accompanying it. The prevalent challenges in urbanization such as population growth, urban sprawl, poverty, inequality, pollution, congestion, etc. call for reforms in the urban fabric as well as in planning theory and practice. One of the various paradigms of city planning, land use planning, has been the major instruments for spatial planning of cities and regions in India. Zoning regulation based land use planning in the form of land use and development control plans (LUDCP) and development control regulations (DCR) have been considered mainstream guiding principles in land use planning for decades. In spite of many advantages of such zoning based regulations, over a period of time, it has been critiqued by scholars for its own limitations of isolation and lack of vitality, inconvenience in business in terms of proximity to residence and low operating cost, unsuitable environment for small investments, higher travel distance for facilities, amenities and thereby higher expenditure, safety issues etc. Mixed land use has been advocated as a tool to avoid such limitations in city planning by researchers. In addition, mixed land use can offer many advantages like housing variety and density, the creation of an economic blend of compatible land use, compact development, stronger neighborhood character, walkability, and generation of jobs, etc. Alternatively, the mixed land use beyond a suitable balance of use can also bring disadvantages like traffic congestion, encroachments, very high-density housing leading to a slum like condition, parking spill out, non-residential uses operating on residential premises paying less tax, chaos hampering residential privacy, pressure on existing infrastructure facilities, etc. This research aims at studying and outlining the various challenges and potentials of mixed land use zoning, through modeling tools, as a competent instrument for city planning in lieu of the present urban scenario. The methodology of research adopted in this paper involves the study of a mixed land use neighborhood in India, identification of indicators and parameters related to its extent and spatial pattern and the subsequent use of system dynamics as a modeling tool for simulation. The findings from this analysis helped in identifying the various advantages and challenges associated with the dynamic nature of a mixed use urban settlement. The results also confirmed the hypothesis that mixed use neighborhoods are catalysts for employment generation, socioeconomic gains while improving vibrancy, health, safety, and security. It is also seen that certain challenges related to chaos, lack of privacy and pollution prevail in mixed use neighborhoods, which can be mitigated by varying the percentage of mixing as per need, ensuring compatibility of adjoining use, institutional interventions in the form of policies, neighborhood micro-climatic interventions, etc. Therefore this paper gives a consolidated and holistic framework and quantified outcome pertaining to the extent and spatial pattern of mixed land use that should be adopted to ensure sustainable urban planning.Keywords: mixed land use, sustainable development, system dynamics analysis, urban dynamics modelling
Procedia PDF Downloads 17619574 Multi-Scale Modelling of Thermal Wrinkling of Thin Membranes
Authors: Salim Belouettar, Kodjo Attipou
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The thermal wrinkling behavior of thin membranes is investigated. The Fourier double scale series are used to deduce the macroscopic membrane wrinkling equations. The obtained equations account for the global and local wrinkling modes. Numerical examples are conducted to assess the validity of the approach developed. Compared to the finite element full model, the present model needs only few degrees of freedom to recover accurately the bifurcation curves and wrinkling paths. Different parameters such as membrane’s aspect ratio, wave number, pre-stressed membranes are discussed from a numerical point of view and the properties of the wrinkles (critical load, wavelength, size and location) are presented.Keywords: wrinkling, thermal stresses, Fourier series, thin membranes
Procedia PDF Downloads 391