Search results for: Reynolds stress model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 19631

Search results for: Reynolds stress model

15461 The Influence of Strengthening on the Fundamental Frequency and Stiffness of a Confined Masonry Wall with an Opening for а Door

Authors: Emin Z. Mahmud

Abstract:

This paper presents the observations from a series of shaking-table tests done on a 1:1 scaled confined masonry wall model, with opening for a door – specimens CMDuS (confined masonry wall with opening for a door before strengthening) and CMDS (confined masonry wall with opening for a door after strengthening). Frequency and stiffness changes before and after GFRP (Glass Fiber Reinforced Plastic) wall strengthening are analyzed. Definition of dynamic properties of the models was the first step of the experimental testing, which enabled acquiring important information about the achieved stiffness (natural frequencies) of the model. The natural frequency was defined in the Y direction of the model by applying resonant frequency search tests. It is important to mention that both specimens CMDuS and CMDS are subjected to the same effects. The tests are realized in the laboratory of the Institute of Earthquake Engineering and Engineering Seismology (IZIIS), Skopje. The specimens were examined separately on the shaking table, with uniaxial, in-plane excitation. After testing, samples were strengthened with GFRP and re-tested. The initial frequency of the undamaged model CMDuS is 13.55 Hz, while at the end of the testing, the frequency decreased to 6.38 Hz. This emphasizes the reduction of the initial stiffness of the model due to damage, especially in the masonry and tie-beam to tie-column connection. After strengthening of the damaged wall, the natural frequency increases to 10.89 Hz. This highlights the beneficial effect of the strengthening. After completion of dynamic testing at CMDS, the natural frequency is reduced to 6.66 Hz.

Keywords: behaviour of masonry structures, Eurocode, frequency, masonry, shaking table test, strengthening

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15460 Predicting of Hydrate Deposition in Loading and Offloading Flowlines of Marine CNG Systems

Authors: Esam I. Jassim

Abstract:

The main aim of this paper is to demonstrate the prediction of the model capability of predicting the nucleation process, the growth rate, and the deposition potential of second phase particles in gas flowlines. The primary objective of the research is to predict the risk hazards involved in the marine transportation of compressed natural gas. However, the proposed model can be equally used for other applications including production and transportation of natural gas in any high-pressure flow-line. The proposed model employs the following three main components to approach the problem: computational fluid dynamics (CFD) technique is used to configure the flow field; the nucleation model is developed and incorporated in the simulation to predict the incipient hydrate particles size and growth rate; and the deposition of the gas/particle flow is proposed using the concept of the particle deposition velocity. These components are integrated in a comprehended model to locate the hydrate deposition in natural gas flowlines. The present research is prepared to foresee the deposition location of solid particles that could occur in a real application in Compressed Natural Gas loading and offloading. A pipeline with 120 m length and different sizes carried a natural gas is taken in the study. The location of particle deposition formed as a result of restriction is determined based on the procedure mentioned earlier and the effect of water content and downstream pressure is studied. The critical flow speed that prevents such particle to accumulate in the certain pipe length is also addressed.

Keywords: hydrate deposition, compressed natural gas, marine transportation, oceanography

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15459 Development of an Implicit Physical Influence Upwind Scheme for Cell-Centered Finite Volume Method

Authors: Shidvash Vakilipour, Masoud Mohammadi, Rouzbeh Riazi, Scott Ormiston, Kimia Amiri, Sahar Barati

Abstract:

An essential component of a finite volume method (FVM) is the advection scheme that estimates values on the cell faces based on the calculated values on the nodes or cell centers. The most widely used advection schemes are upwind schemes. These schemes have been developed in FVM on different kinds of structured and unstructured grids. In this research, the physical influence scheme (PIS) is developed for a cell-centered FVM that uses an implicit coupled solver. Results are compared with the exponential differencing scheme (EDS) and the skew upwind differencing scheme (SUDS). Accuracy of these schemes is evaluated for a lid-driven cavity flow at Re = 1000, 3200, and 5000 and a backward-facing step flow at Re = 800. Simulations show considerable differences between the results of EDS scheme with benchmarks, especially for the lid-driven cavity flow at high Reynolds numbers. These differences occur due to false diffusion. Comparing SUDS and PIS schemes shows relatively close results for the backward-facing step flow and different results in lid-driven cavity flow. The poor results of SUDS in the lid-driven cavity flow can be related to its lack of sensitivity to the pressure difference between cell face and upwind points, which is critical for the prediction of such vortex dominant flows.

Keywords: cell-centered finite volume method, coupled solver, exponential differencing scheme (EDS), physical influence scheme (PIS), pressure weighted interpolation method (PWIM), skew upwind differencing scheme (SUDS)

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15458 A Thermographic and Energy Based Approach to Define High Cycle Fatigue Strength of Flax Fiber Reinforced Thermoset Composites

Authors: Md. Zahirul Islam, Chad A. Ulven

Abstract:

Fiber-reinforced polymer matrix composites have a wide range of applications in the sectors of automotive, aerospace, sports utilities, among others, due to their high specific strength, stiffness as well as reduced weight. In addition to those favorable properties, composites composed of natural fibers and bio-based resins (i.e., biocomposites) have eco-friendliness and biodegradability. However, the applications of biocomposites are limited due to the lack of knowledge about their long-term reliability under fluctuating loads. In order to explore the long-term reliability of flax fiber reinforced composites under fluctuating loads through high cycle fatigue strength (HCFS), fatigue test were conducted on unidirectional flax fiber reinforced thermoset composites at different percentage loads of ultimate tensile strength (UTS) with a loading frequency of 5 Hz. Change of temperature of the sample during cyclic loading was captured using an IR camera. Initially, the temperature increased rapidly, but after a certain time, it stabilized. A mathematical model was developed to predict the fatigue life from the data of stabilized temperature. Stabilized temperature and dissipated energy per cycle were compared with applied stress. Both showed bilinear behavior and the intersection of those curves were used to determine HCFS. HCFS for unidirectional flax fiber reinforced composites is around 45% of UTS for a loading frequency of 5Hz. Unlike fatigue life, stabilized temperature and dissipated energy-based models are convenient to define HCFS as they have little variation from sample to sample.

Keywords: energy method, fatigue, flax fiber reinforced composite, HCFS, thermographic approach

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15457 A 3-Dimensional Memory-Based Model for Planning Working Postures Reaching Specific Area with Postural Constraints

Authors: Minho Lee, Donghyun Back, Jaemoon Jung, Woojin Park

Abstract:

The current 3-dimensional (3D) posture prediction models commonly provide only a few optimal postures to achieve a specific objective. The problem with such models is that they are incapable of rapidly providing several optimal posture candidates according to various situations. In order to solve this problem, this paper presents a 3D memory-based posture planning (3D MBPP) model, which is a new digital human model that can analyze the feasible postures in 3D space for reaching tasks that have postural constraints and specific reaching space. The 3D MBPP model can be applied to the types of works that are done with constrained working postures and have specific reaching space. The examples of such works include driving an excavator, driving automobiles, painting buildings, working at an office, pitching/batting, and boxing. For these types of works, a limited amount of space is required to store all of the feasible postures, as the hand reaches boundary can be determined prior to perform the task. This prevents computation time from increasing exponentially, which has been one of the major drawbacks of memory-based posture planning model in 3D space. This paper validates the utility of 3D MBPP model using a practical example of analyzing baseball batting posture. In baseball, batters swing with both feet fixed to the ground. This motion is appropriate for use with the 3D MBPP model since the player must try to hit the ball when the ball is located inside the strike zone (a limited area) in a constrained posture. The results from the analysis showed that the stored and the optimal postures vary depending on the ball’s flying path, the hitting location, the batter’s body size, and the batting objective. These results can be used to establish the optimal postural strategies for achieving the batting objective and performing effective hitting. The 3D MBPP model can also be applied to various domains to determine the optimal postural strategies and improve worker comfort.

Keywords: baseball, memory-based, posture prediction, reaching area, 3D digital human models

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15456 Modeling Intention to Use 3PL Services: An Application of the Theory of Planned Behavior

Authors: Nasrin Akter, Prem Chhetri, Shams Rahman

Abstract:

The present study tested Ajzen’s Theory of Planned Behavior (TPB) model to explain the formation of business customers’ intention to use 3PL services in Bangladesh. The findings show that the TPB model has a good fit to the data. Based on theoretical support and suggested modification indices, a refined TPB model was developed afterwards which provides a better predictive power for intention. Consistent with the theory, the results of a structural equation analysis revealed that the intention to use 3PL services is predicted by attitude and subjective norms but not by perceived behavioral control. Further investigation indicated that the paths between (attitude and intention) and (subjective norms and intention) did not statistically differ between 3PL user and non-user. Findings of this research provide an evidence base to formulate business strategies to increase the use of 3PL services in Bangladesh to enhance productivity and to gain economic efficiency.

Keywords: Bangladesh, intention, third-party logistics, Theory of Planned Behavior

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15455 Degradation of Irradiated UO2 Fuel Thermal Conductivity Calculated by FRAPCON Model Due to Porosity Evolution at High Burn-Up

Authors: B. Roostaii, H. Kazeminejad, S. Khakshournia

Abstract:

The evolution of volume porosity previously obtained by using the existing low temperature high burn-up gaseous swelling model with progressive recrystallization for UO2 fuel is utilized to study the degradation of irradiated UO2 thermal conductivity calculated by the FRAPCON model of thermal conductivity. A porosity correction factor is developed based on the assumption that the fuel morphology is a three-phase type, consisting of the as-fabricated pores and pores due to intergranular bubbles whitin UO2 matrix and solid fission products. The predicted thermal conductivity demonstrates an additional degradation of 27% due to porosity formation at burn-up levels around 120 MWd/kgU which would cause an increase in the fuel temperature accordingly. Results of the calculations are compared with available data.

Keywords: irradiation-induced recrystallization, matrix swelling, porosity evolution, UO₂ thermal conductivity

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15454 Alternative Housing Systems: Influence on Blood Profile of Egg-Type Chickens in Humid Tropics

Authors: Olufemi M. Alabi, Foluke A. Aderemi, Adebayo A. Adewumi, Banwo O. Alabi

Abstract:

General well-being of animals is of paramount interest in some developed countries and of global importance hence the shift onto alternative housing systems for egg-type chickens as replacement for conventional battery cage system. However, there is paucity of information on the effect of this shift on physiological status of the hens to judge their health via the blood profile. Therefore, investigation was carried out on two strains of hen kept in three different housing systems in humid tropics to evaluate changes in their blood parameters. 108, 17-weeks old super black (SBL) hens and 108, 17-weeks old super brown (SBR) hens were randomly allotted to three different intensive systems Partitioned Conventional Cage (PCC), Extended Conventional Cage (ECC) and Deep Litter System (DLS) in a randomized complete block design with 36 hens per housing system, each with three replicates. The experiment lasted 37 weeks during which blood samples were collected at 18th week of age and bi-weekly thereafter for analyses. Parameters measured are packed cell volume (PCV), hemoglobin concentration (Hb), red blood counts (RBC), white blood counts (WBC) and serum metabolites such as total protein (TP), albumin (Alb), globulin (Glb), glucose, cholesterol, urea, bilirubin, serum cortisol while blood indices such as mean corpuscular hemoglobin (MCH), mean cell volume (MCV) and mean corpuscular hemoglobin concentration (MCHC) were calculated. The hematological values of the hens were not significantly (p>0.05) affected by the housing system and strain, so also the serum metabolites except for the serum cortisol which was significantly (p<0.05) affected by the housing system only. Hens housed on PCC had higher values (20.05 ng/ml for SBL and 20.55 ng/ml for SBR) followed by hens on ECC (18.15ng/ml for SBL and 18.38ng/ml for SBL) while hens on DLS had the lowest value (16.50ng/ml for SBL and 16.00ng/ml for SBR) thereby confirming indication of stress with conventionally caged birds. Alternative housing systems can also be adopted for egg-type chickens in the humid tropics from welfare point of view with the results of this work confirming stress among caged hens.

Keywords: blood, housing, humid-tropics, layers

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15453 Measurement Technologies for Advanced Characterization of Magnetic Materials Used in Electric Drives and Automotive Applications

Authors: Lukasz Mierczak, Patrick Denke, Piotr Klimczyk, Stefan Siebert

Abstract:

Due to the high complexity of the magnetization in electrical machines and influence of the manufacturing processes on the magnetic properties of their components, the assessment and prediction of hysteresis and eddy current losses has remained a challenge. In the design process of electric motors and generators, the power losses of stators and rotors are calculated based on the material supplier’s data from standard magnetic measurements. This type of data does not include the additional loss from non-sinusoidal multi-harmonic motor excitation nor the detrimental effects of residual stress remaining in the motor laminations after manufacturing processes, such as punching, housing shrink fitting and winding. Moreover, in production, considerable attention is given to the measurements of mechanical dimensions of stator and rotor cores, whereas verification of their magnetic properties is typically neglected, which can lead to inconsistent efficiency of assembled motors. Therefore, to enable a comprehensive characterization of motor materials and components, Brockhaus Measurements developed a range of in-line and offline measurement technologies for testing their magnetic properties under actual motor operating conditions. Multiple sets of experimental data were obtained to evaluate the influence of various factors, such as elevated temperature, applied and residual stress, and arbitrary magnetization on the magnetic properties of different grades of non-oriented steel. Measured power loss for tested samples and stator cores varied significantly, by more than 100%, comparing to standard measurement conditions. Quantitative effects of each of the applied measurement were analyzed. This research and applied Brockhaus measurement methodologies emphasized the requirement for advanced characterization of magnetic materials used in electric drives and automotive applications.

Keywords: magnetic materials, measurement technologies, permanent magnets, stator and rotor cores

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15452 Determinants of Self-Reported Hunger: An Ordered Probit Model with Sample Selection Approach

Authors: Brian W. Mandikiana

Abstract:

Homestead food production has the potential to alleviate hunger, improve health and nutrition for children and adults. This article examines the relationship between self-reported hunger and homestead food production using the ordered probit model. A sample of households participating in homestead food production was drawn from the first wave of the South African National Income Dynamics Survey, a nationally representative cross-section. The sample selection problem was corrected using an ordered probit model with sample selection approach. The findings show that homestead food production exerts a positive and significant impact on children and adults’ ability to cope with hunger and malnutrition. Yet, on the contrary, potential gains of homestead food production are threatened by shocks such as crop failure.

Keywords: agriculture, hunger, nutrition, sample selection

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15451 Objective-Based System Dynamics Modeling to Forecast the Number of Health Professionals in Pudong New Area of Shanghai

Authors: Jie Ji, Jing Xu, Yuehong Zhuang, Xiangqing Kang, Ying Qian, Ping Zhou, Di Xue

Abstract:

Background: In 2014, there were 28,341 health professionals in Pudong new area of Shanghai and the number per 1000 population was 5.199, 55.55% higher than that in 2006. But it was always less than the average number of health professionals per 1000 population in Shanghai from 2006 to 2014. Therefore, allocation planning for the health professionals in Pudong new area has become a high priority task in order to meet the future demands of health care. In this study, we constructed an objective-based system dynamics model to forecast the number of health professionals in Pudong new area of Shanghai in 2020. Methods: We collected the data from health statistics reports and previous survey of human resources in Pudong new area of Shanghai. Nine experts, who were from health administrative departments, public hospitals and community health service centers, were consulted to estimate the current and future status of nine variables used in the system dynamics model. Based on the objective of the number of health professionals per 1000 population (8.0) in Shanghai for 2020, the system dynamics model for health professionals in Pudong new area of Shanghai was constructed to forecast the number of health professionals needed in Pudong new area in 2020. Results: The system dynamics model for health professionals in Pudong new area of Shanghai was constructed. The model forecasted that there will be 37,330 health professionals (6.433 per 1000 population) in 2020. If the success rate of health professional recruitment changed from 20% to 70%, the number of health professionals per 1000 population would be changed from 5.269 to 6.919. If this rate changed from 20% to 70% and the success rate of building new beds changed from 5% to 30% at the same time, the number of health professionals per 1000 population would be changed from 5.269 to 6.923. Conclusions: The system dynamics model could be used to simulate and forecast the health professionals. But, if there were no significant changes in health policies and management system, the number of health professionals per 1000 population would not reach the objectives in Pudong new area in 2020.

Keywords: allocation planning, forecast, health professional, system dynamics

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15450 A Model of Teacher Leadership in History Instruction

Authors: Poramatdha Chutimant

Abstract:

The objective of the research was to propose a model of teacher leadership in history instruction for utilization. Everett M. Rogers’ Diffusion of Innovations Theory is applied as theoretical framework. Qualitative method is to be used in the study, and the interview protocol used as an instrument to collect primary data from best practices who awarded by Office of National Education Commission (ONEC). Open-end questions will be used in interview protocol in order to gather the various data. Then, information according to international context of history instruction is the secondary data used to support in the summarizing process (Content Analysis). Dendrogram is a key to interpret and synthesize the primary data. Thus, secondary data comes as the supportive issue in explanation and elaboration. In-depth interview is to be used to collected information from seven experts in educational field. The focal point is to validate a draft model in term of future utilization finally.

Keywords: history study, nationalism, patriotism, responsible citizenship, teacher leadership

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15449 Hemodynamics of a Cerebral Aneurysm under Rest and Exercise Conditions

Authors: Shivam Patel, Abdullah Y. Usmani

Abstract:

Physiological flow under rest and exercise conditions in patient-specific cerebral aneurysm models is numerically investigated. A finite-volume based code with BiCGStab as the linear equation solver is used to simulate unsteady three-dimensional flow field through the incompressible Navier-Stokes equations. Flow characteristics are first established in a healthy cerebral artery for both physiological conditions. The effect of saccular aneurysm on cerebral hemodynamics is then explored through a comparative analysis of the velocity distribution, nature of flow patterns, wall pressure and wall shear stress (WSS) against the reference configuration. The efficacy of coil embolization as a potential strategy of surgical intervention is also examined by modelling coil as a homogeneous and isotropic porous medium where the extended Darcy’s law, including Forchheimer and Brinkman terms, is applicable. The Carreau-Yasuda non-Newtonian blood model is incorporated to capture the shear thinning behavior of blood. Rest and exercise conditions correspond to normotensive and hypertensive blood pressures respectively. The results indicate that the fluid impingement on the outer wall of the arterial bend leads to abnormality in the distribution of wall pressure and WSS, which is expected to be the primary cause of the localized aneurysm. Exercise correlates with elevated flow velocity, vortex strength, wall pressure and WSS inside the aneurysm sac. With the insertion of coils in the aneurysm cavity, the flow bypasses the dilatation, leading to a decline in flow velocities and WSS. Particle residence time is observed to be lower under exercise conditions, a factor favorable for arresting plaque deposition and combating atherosclerosis.

Keywords: 3D FVM, Cerebral aneurysm, hypertension, coil embolization, non-Newtonian fluid

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15448 Estimation and Forecasting with a Quantile AR Model for Financial Returns

Authors: Yuzhi Cai

Abstract:

This talk presents a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. We establish that the joint posterior distribution of the model parameters and future values is well defined. The associated MCMC algorithm for parameter estimation and forecasting converges to the posterior distribution quickly. We also present a combining forecasts technique to produce more accurate out-of-sample forecasts by using a weighted sequence of fitted QAR models. A moving window method to check the quality of the estimated conditional quantiles is developed. We verify our methodology using simulation studies and then apply it to currency exchange rate data. An application of the method to the USD to GBP daily currency exchange rates will also be discussed. The results obtained show that an unequally weighted combining method performs better than other forecasting methodology.

Keywords: combining forecasts, MCMC, quantile modelling, quantile forecasting, predictive density functions

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15447 A Parametric Study of the Effect of Size, Position, and Number of Flexible Membranes Attached to a Circular Cylinder on the Fluid Flow Behavior

Authors: Nabaouia.Maktouf, Ali Ben Moussa, Saïd Turki

Abstract:

This paper discusses the effect of an attached flexible membrane on the control of fluid around a circular cylinder. A parametric study has been investigated for different positions, sizes, modes as well as frequencies of oscillation of the flexible membrane. The numerical investigation was conducted for a Reynolds number equal to 150 using the commercial code Fluent 16.0 and parallel calculation into 4 processors. The motion of the flexible membrane was managed by the dynamic mesh and compiled into Fluent as a user-defined function. The first part of this paper discusses the effect of changing the position of a flexible membrane sized 8° as an angle of aperture on the aerodynamic coefficients. Results show that the flexible membrane placed at 110° from the stagnation point presents more non-linearity on the behavior of the drag coefficient compared to the drag behavior when placed at 180°, relative to the stagnation point. The effect of the size of the flexible surface was studied for the corresponding angles of aperture: 32° and 42°, respectively. The effect of modes (modes 1, 2, and 3) of vibrations has been investigated at a constant frequency of vibration f=2Hz for angles 32° and 42°. All the calculations have been done with a constant amplitude A =0.001m. A non-linearity of the drag coefficient was clearly observed for all the sizes, modes as well as frequencies of excitation. The Fast Fourier transformation shows the appearance of the natural shedding frequency and the multiples of the frequency of excitation. An increase in the modes of oscillation leads to a more linear behavior of the drag coefficient.

Keywords: fluid flow control, numerical simulation, dynamic mesh, aerodynamic forces, flexible membrane

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15446 Compartmental Model Approach for Dosimetric Calculations of ¹⁷⁷Lu-DOTATOC in Adenocarcinoma Breast Cancer Based on Animal Data

Authors: M. S. Mousavi-Daramoroudi, H. Yousefnia, S. Zolghadri, F. Abbasi-Davani

Abstract:

Dosimetry is an indispensable and precious factor in patient treatment planning; to minimize the absorbed dose in vital tissues. In this study, In accordance with the proper characteristics of DOTATOC and ¹⁷⁷Lu, after preparing ¹⁷⁷Lu-DOTATOC at the optimal conditions for the first time in Iran, radionuclidic and radiochemical purity of the solution was investigated using an HPGe spectrometer and ITLC method, respectively. The biodistribution of the compound was assayed for treatment of adenocarcinoma breast cancer in bearing BALB/c mice. The results have demonstrated that ¹⁷⁷Lu-DOTATOC is a profitable selection for therapy of the tumors. Because of the vital role of internal dosimetry before and during therapy, the effort to improve the accuracy and rapidity of dosimetric calculations is necessary. For this reason, a new method was accomplished to calculate the absorbed dose through mixing between compartmental model, animal dosimetry and extrapolated data from animal to human and using MIRD method. Despite utilization of compartmental model based on the experimental data, it seems this approach may increase the accuracy of dosimetric data, confidently.

Keywords: ¹⁷⁷Lu-DOTATOC, biodistribution modeling, compartmental model, internal dosimetry

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15445 Using Time Series NDVI to Model Land Cover Change: A Case Study in the Berg River Catchment Area, Western Cape, South Africa

Authors: Adesuyi Ayodeji Steve, Zahn Munch

Abstract:

This study investigates the use of MODIS NDVI to identify agricultural land cover change areas on an annual time step (2007 - 2012) and characterize the trend in the study area. An ISODATA classification was performed on the MODIS imagery to select only the agricultural class producing 3 class groups namely: agriculture, agriculture/semi-natural, and semi-natural. NDVI signatures were created for the time series to identify areas dominated by cereals and vineyards with the aid of ancillary, pictometry and field sample data. The NDVI signature curve and training samples aided in creating a decision tree model in WEKA 3.6.9. From the training samples two classification models were built in WEKA using decision tree classifier (J48) algorithm; Model 1 included ISODATA classification and Model 2 without, both having accuracies of 90.7% and 88.3% respectively. The two models were used to classify the whole study area, thus producing two land cover maps with Model 1 and 2 having classification accuracies of 77% and 80% respectively. Model 2 was used to create change detection maps for all the other years. Subtle changes and areas of consistency (unchanged) were observed in the agricultural classes and crop practices over the years as predicted by the land cover classification. 41% of the catchment comprises of cereals with 35% possibly following a crop rotation system. Vineyard largely remained constant over the years, with some conversion to vineyard (1%) from other land cover classes. Some of the changes might be as a result of misclassification and crop rotation system.

Keywords: change detection, land cover, modis, NDVI

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15444 A Prediction Model Using the Price Cyclicality Function Optimized for Algorithmic Trading in Financial Market

Authors: Cristian Păuna

Abstract:

After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction

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15443 Stochastic Model Predictive Control for Linear Discrete-Time Systems with Random Dither Quantization

Authors: Tomoaki Hashimoto

Abstract:

Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: optimal control, stochastic systems, random dither, quantization

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15442 The Extension of the Kano Model by the Concept of Over-Service

Authors: Lou-Hon Sun, Yu-Ming Chiu, Chen-Wei Tao, Chia-Yun Tsai

Abstract:

It is common practice for many companies to ask employees to provide heart-touching service for customers and to emphasize the attitude of 'customer first'. However, services may not necessarily gain praise, and may actually be considered excessive, if customers do not appreciate such behaviors. In reality, many restaurant businesses try to provide as much service as possible without taking into account whether over-provision may lead to negative customer reception. A survey of 894 people in Britain revealed that 49 percent of respondents consider over-attentive waiters the most annoying aspect of dining out. It can be seen that merely aiming to exceed customers’ expectations without actually addressing their needs, only further distances and dissociates the standard of services from the goals of customer satisfaction itself. Over-service is defined, as 'service provided that exceeds customer expectations, or simply that customers deemed redundant, resulting in negative perception'. It was found that customers’ reactions and complaints concerning over-service are not as intense as those against service failures caused by the inability to meet expectations; consequently, it is more difficult for managers to become aware of the existence of over-service. Thus the ability to manage over-service behaviors is a significant topic for consideration. The Kano model classifies customer preferences into five categories: attractive quality attribute, one-dimensional quality attribute, must-be quality attribute, indifferent quality attribute and reverse quality attributes. The model is still very popular for researchers to explore the quality aspects and customer satisfaction. Nevertheless, several studies indicated that Kano’s model could not fully capture the nature of service quality. The concept of over-service can be used to restructure the model and provide a better understanding of the service quality construct. In this research, the structure of Kano's two-dimensional questionnaire will be used to classify the factors into different dimensions. The same questions will be used in the second questionnaire for identifying the over-service experienced of the respondents. The finding of these two questionnaires will be used to analyze the relevance between service quality classification and over-service behaviors. The subjects of this research are customers of fine dining chain restaurants. Three hundred questionnaires will be issued based on the stratified random sampling method. Items for measurement will be derived from DINESERV scale. The tangible dimension of the questionnaire will be eliminated due to this research is focused on the employee behaviors. Quality attributes of the Kano model are often regarded as an instrument for improving customer satisfaction. The concept of over-service can be used to restructure the model and provide a better understanding of service quality construct. The extension of the Kano model will not only develop a better understanding of customer needs and expectations but also enhance the management of service quality.

Keywords: consumer satisfaction, DINESERV, kano model, over-service

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15441 Microstructure Dependent Fatigue Crack Growth in Aluminum Alloy

Authors: M. S. Nandana, K. Udaya Bhat, C. M. Manjunatha

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In this study aluminum alloy 7010 was subjected to three different ageing treatments i.e., peak ageing (T6), over-ageing (T7451) and retrogression and re ageing (RRA) to study the influence of precipitate microstructure on the fatigue crack growth rate behavior. The microstructural modification was studied by using transmission electron microscope (TEM) to examine the change in the size and morphology of precipitates in the matrix and on the grain boundaries. The standard compact tension (CT) specimens were fabricated and tested under constant amplitude fatigue crack growth tests to evaluate the influence of heat treatment on the fatigue crack growth rate properties. The tests were performed in a computer-controlled servo-hydraulic test machine applying a load ratio, R = 0.1 at a loading frequency of 10 Hz as per ASTM E647. The fatigue crack growth was measured by adopting compliance technique using a CMOD gauge attached to the CT specimen. The average size of the matrix precipitates were found to be of 16-20 nm in T7451, 5-6 nm in RRA and 2-3 nm in T6 conditions respectively. The grain boundary precipitate which was continuous in T6, was disintegrated in RRA and T7451 condition. The PFZ width was lower in RRA compared to T7451 condition. The crack growth rate was higher in T7451 and lowest in RRA treated alloy. The RRA treated alloy also exhibits an increase in threshold stress intensity factor range (∆Kₜₕ). The ∆Kₜₕ measured was 11.1, 10.3 and 5.7 MPam¹/² in RRA, T6 and T7451 alloys respectively. The fatigue crack growth rate in RRA treated alloy was nearly 2-3 times lower than that in T6 and was one order lower than that observed in T7451 condition. The surface roughness of RRA treated alloy was more pronounced when compared to the other conditions. The reduction in fatigue crack growth rate in RRA alloy was majorly due to the increase in roughness and partially due to increase in spacing between the matrix precipitates. The reduction in crack growth rate and increase in threshold stress intensity range is expected to benefit the damage tolerant capability of aircraft structural components under service loads.

Keywords: damage tolerance, fatigue, heat treatment, PFZ, RRA

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15440 Bayesian Value at Risk Forecast Using Realized Conditional Autoregressive Expectiel Mdodel with an Application of Cryptocurrency

Authors: Niya Chen, Jennifer Chan

Abstract:

In the financial market, risk management helps to minimize potential loss and maximize profit. There are two ways to assess risks; the first way is to calculate the risk directly based on the volatility. The most common risk measurements are Value at Risk (VaR), sharp ratio, and beta. Alternatively, we could look at the quantile of the return to assess the risk. Popular return models such as GARCH and stochastic volatility (SV) focus on modeling the mean of the return distribution via capturing the volatility dynamics; however, the quantile/expectile method will give us an idea of the distribution with the extreme return value. It will allow us to forecast VaR using return which is direct information. The advantage of using these non-parametric methods is that it is not bounded by the distribution assumptions from the parametric method. But the difference between them is that expectile uses a second-order loss function while quantile regression uses a first-order loss function. We consider several quantile functions, different volatility measures, and estimates from some volatility models. To estimate the expectile of the model, we use Realized Conditional Autoregressive Expectile (CARE) model with the bayesian method to achieve this. We would like to see if our proposed models outperform existing models in cryptocurrency, and we will test it by using Bitcoin mainly as well as Ethereum.

Keywords: expectile, CARE Model, CARR Model, quantile, cryptocurrency, Value at Risk

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15439 Boundary Feedback Stabilization of an Overhead Crane Model

Authors: Abdelhadi Elharfi

Abstract:

A problem of boundary feedback (exponential) stabilization of an overhead crane model represented by a PDE is considered. For any $r>0$, the exponential stability at the desired decay rate $r$ is solved in semi group setting by a collocated-type stabiliser of a target system combined with a term involving the solution of an appropriate PDE.

Keywords: feedback stabilization, semi group and generator, overhead crane system

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15438 In and Out-Of-Sample Performance of Non Simmetric Models in International Price Differential Forecasting in a Commodity Country Framework

Authors: Nicola Rubino

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This paper presents an analysis of a group of commodity exporting countries' nominal exchange rate movements in relationship to the US dollar. Using a series of Unrestricted Self-exciting Threshold Autoregressive models (SETAR), we model and evaluate sixteen national CPI price differentials relative to the US dollar CPI. Out-of-sample forecast accuracy is evaluated through calculation of mean absolute error measures on the basis of two-hundred and fifty-three months rolling window forecasts and extended to three additional models, namely a logistic smooth transition regression (LSTAR), an additive non linear autoregressive model (AAR) and a simple linear Neural Network model (NNET). Our preliminary results confirm presence of some form of TAR non linearity in the majority of the countries analyzed, with a relatively higher goodness of fit, with respect to the linear AR(1) benchmark, in five countries out of sixteen considered. Although no model appears to statistically prevail over the other, our final out-of-sample forecast exercise shows that SETAR models tend to have quite poor relative forecasting performance, especially when compared to alternative non-linear specifications. Finally, by analyzing the implied half-lives of the > coefficients, our results confirms the presence, in the spirit of arbitrage band adjustment, of band convergence with an inner unit root behaviour in five of the sixteen countries analyzed.

Keywords: transition regression model, real exchange rate, nonlinearities, price differentials, PPP, commodity points

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15437 Application of Constructivist-Based (5E’s) Instructional Approach on Pupils’ Retention: A Case Study in Primary Mathematics in Enugu State

Authors: Ezeamagu M.U, Madu B.C

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This study was designed to investigate the efficacy of 5Es constructivist-based instructional model on students’ retention in primary Mathematics. 5Es stands for Engagement, Exploration, Explanation, Elaboration and Evaluation. The study adopted the pre test post test non-equivalent control group quasi-experimental research design. The sample size for the study was one hundred and thirty four pupils (134), seventy six male (76) and fifty eight female (58) from two primary schools in Nsukka education zone. Two intact classes in each of the sampled schools comprising all the primary four pupils were used. Each of the schools was given the opportunity of being assigned randomly to either experimental or control group. The Experimental group was taught using 5Es model while the control group was taught using the conventional method. Two research questions were formulated to guide the study and three hypotheses were tested at p ≤ 0. 05. A Fraction Achievement Test (FAT) of ten (10) questions were used to obtain data on pupils’ retention. Research questions were answered using mean and standard deviation while hypotheses were tested using analysis of covariance (ANCOVA). The result revealed that the 5Es model was more effective than the conventional method of teaching in enhancing pupils’ performance and retention in mathematics, secondly there is no significant difference in the mean retention scores of male and female students taught using 5Es instructional model. Based on the findings, it was recommended among other things, that the 5Es instructional model should be adopted in the teaching of mathematics in primary level of the educational system. Seminar, workshops and conferences should be mounted by professional bodies, federal and state ministries of education on the use of 5Es model. This will enable the mathematics educator, serving teachers, students and all to benefit from the approach.

Keywords: constructivist, education, mathematics, primary, retention

Procedia PDF Downloads 443
15436 A Comparative Approach for Modeling the Toxicity of Metal Mixtures in Two Ecologically Related Three-Spined (Gasterosteus aculeatus L.) And Nine-Spined (Pungitius pungitius L.) Sticklebacks

Authors: Tomas Makaras

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Sticklebacks (Gasterosteiformes) are increasingly used in ecological and evolutionary research and become well-established role as model species for biologists. However, ecotoxicology studies concerning behavioural effects in sticklebacks regarding stress responses, mainly induced by chemical mixtures, have hardly been addressed. Moreover, although many authors in their studies emphasised the similarity between three-spined and nine-spined stickleback in morphological, neuroanatomical and behavioural adaptations to environmental changes, several comparative studies have revealed considerable differences between these species in and their susceptibility and resistance to variousstressors in laboratory experiments. The hypothesis of this study was that three-spined and nine-spined stickleback species will demonstrate apparent differences in response patterns and sensitivity to metal-based chemicals stimuli. For this purpose, we investigated the swimming behaviour (including mortality rate based on 96-h LC50 values) of two ecologically similar three-spined (Gasterosteusaculeatus) and nine-spined sticklebacks (Pungitiuspungitius) to short-term (up to 24 h) metal mixture (MIX) exposure. We evaluated the relevance and efficacy of behavioural responses of test species in the early toxicity assessment of chemical mixtures. Fish exposed to six (Zn, Pb, Cd, Cu, Ni and Cr) metals in the mixture were either singled out by the Water Framework Directive as priority or as relevant substances in surface water, which was prepared according to the environmental quality standards (EQSs) of these metals set for inland waters in the European Union (EU) (Directive 2013/39/EU). Based on acute toxicity results, G. aculeatus found to be slightly (1.4-fold) more tolerant of MIX impact than those of P. pungitius specimens. The performed behavioural analysis showed the main effect on the interaction between time, species and treatment variables. Although both species exposed to MIX revealed a decreasing tendency in swimming activity, these species’ responsiveness to MIX was somewhat different. Substantial changes in the activity of G. aculeatus were established after 3-h exposure to MIX solutions, which was 1.43-fold lower, while in the case of P. pungitius, 1.96-fold higher than established 96-h LC50 values for each species. This study demonstrated species-specific differences in response sensitivity to metal-based water pollution, indicating behavioural insensitivity of P. pungitiuscompared to G. aculeatus. While many studies highlight the usefulness and suitability of nine-spined sticklebacks for evolutionary and ecological research, attested by their increasing popularity in these fields, great caution must be exercised when using them as model species in ecotoxicological research to probe metal contamination. Meanwhile, G. aculeatus showed to be a promising bioindicator species in the environmental ecotoxicology field.

Keywords: acute toxicity, comparative behaviour, metal mixture, swimming activity

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15435 Service Information Integration Platform as Decision Making Tools for the Service Industry Supply Chain-Indonesia Service Integration Project

Authors: Haikal Achmad Thaha, Pujo Laksono, Dhamma Nibbana Putra

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Customer service is one of the core interest in a service sector of a company, whether as the core business or as service part of the operation. Most of the time, the people and the previous research in service industry is focused on finding the best business model solution for the service sector, usually to decide between total in house customer service, outsourcing, or something in between. Conventionally, to take this decision is some important part of the management job, and this is a process that usually takes some time and staff effort, meanwhile market condition and overall company needs may change and cause loss of income and temporary disturbance in the companies operation . However, in this paper we have offer a new concept model to assist decision making process in service industry. This model will featured information platform as central tool to integrate service industry operation. The result is service information model which would ideally increase response time and effectivity of the decision making. it will also help service industry in switching the service solution system quickly through machine learning when the companies growth and the service solution needed are changing.

Keywords: service industry, customer service, machine learning, decision making, information platform

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15434 Mining Coupled to Agriculture: Systems Thinking in Scalable Food Production

Authors: Jason West

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Low profitability in agriculture production along with increasing scrutiny over environmental effects is limiting food production at scale. In contrast, the mining sector offers access to resources including energy, water, transport and chemicals for food production at low marginal cost. Scalable agricultural production can benefit from the nexus of resources (water, energy, transport) offered by mining activity in remote locations. A decision support bioeconomic model for controlled environment vertical farms was used. Four submodels were used: crop structure, nutrient requirements, resource-crop integration, and economic. They escalate to a macro mathematical model. A demonstrable dynamic systems framework is needed to prove productive outcomes are feasible. We demonstrate a generalized bioeconomic macro model for controlled environment production systems in minesites using systems dynamics modeling methodology. Despite the complexity of bioeconomic modelling of resource-agricultural dynamic processes and interactions, the economic potential greater than general economic models would assume. Scalability of production as an input becomes a key success feature.

Keywords: crop production systems, mathematical model, mining, agriculture, dynamic systems

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15433 Investigating a Crack in Care: Assessing Long-Term Impacts of Child Abuse and Neglect

Authors: Remya Radhakrishnan, Hema Perinbanathan, Anukriti Rath, Reshmi Ramachandran, Rohith Thazhathuvetil Sasindrababu, Maria Karizhenskaia

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Childhood adversities have lasting effects on health and well-being. This abstract explores the connection between adverse childhood experiences (ACEs) and health consequences, including substance abuse and obesity. Understanding the impact of childhood trauma and emphasizing the importance of culturally sensitive treatments and focused interventions help to mitigate these effects. Research consistently shows a strong link between ACEs and poor health outcomes. Our team conducted a comprehensive literature review of depression and anxiety in Canadian children and youth, exploring diverse treatment methods, including medical, psychotherapy, and alternative therapies like art and music therapy. We searched Medline, Google Scholar, and St. Lawrence College Library. Only original research papers, published between 2012 and 2023, peer-reviewed, and reporting on childhood adversities on health and its treatment methods in children and youth in Canada were considered. We focused on their significance in treating depression and anxiety. According to the study's findings, the prevalence of adverse childhood experiences (ACEs) is still a significant concern. In Canada, 40% of people report having had multiple ACEs, and 78% report having had at least one ACE, highlighting the persistence of childhood adversity and indicating that the issue is unlikely to fade off in the near future. Likewise, findings revealed that individuals who experienced abuse, neglect, or violence during childhood are likelier to engage in harmful behaviors like polydrug use, suicidal ideation, and victimization and suffer from mental health problems such as depression and post-traumatic stress disorder (PTSD).

Keywords: adverse childhood experiences (ACEs), obesity, post-traumatic stress disorder (PTSD), resilience, substance abuse, trauma-informed care

Procedia PDF Downloads 111
15432 Developing A Third Degree Of Freedom For Opinion Dynamics Models Using Scales

Authors: Dino Carpentras, Alejandro Dinkelberg, Michael Quayle

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Opinion dynamics models use an agent-based modeling approach to model people’s opinions. Model's properties are usually explored by testing the two 'degrees of freedom': the interaction rule and the network topology. The latter defines the connection, and thus the possible interaction, among agents. The interaction rule, instead, determines how agents select each other and update their own opinion. Here we show the existence of the third degree of freedom. This can be used for turning one model into each other or to change the model’s output up to 100% of its initial value. Opinion dynamics models represent the evolution of real-world opinions parsimoniously. Thus, it is fundamental to know how real-world opinion (e.g., supporting a candidate) could be turned into a number. Specifically, we want to know if, by choosing a different opinion-to-number transformation, the model’s dynamics would be preserved. This transformation is typically not addressed in opinion dynamics literature. However, it has already been studied in psychometrics, a branch of psychology. In this field, real-world opinions are converted into numbers using abstract objects called 'scales.' These scales can be converted one into the other, in the same way as we convert meters to feet. Thus, in our work, we analyze how this scale transformation may affect opinion dynamics models. We perform our analysis both using mathematical modeling and validating it via agent-based simulations. To distinguish between scale transformation and measurement error, we first analyze the case of perfect scales (i.e., no error or noise). Here we show that a scale transformation may change the model’s dynamics up to a qualitative level. Meaning that a researcher may reach a totally different conclusion, even using the same dataset just by slightly changing the way data are pre-processed. Indeed, we quantify that this effect may alter the model’s output by 100%. By using two models from the standard literature, we show that a scale transformation can transform one model into the other. This transformation is exact, and it holds for every result. Lastly, we also test the case of using real-world data (i.e., finite precision). We perform this test using a 7-points Likert scale, showing how even a small scale change may result in different predictions or a number of opinion clusters. Because of this, we think that scale transformation should be considered as a third-degree of freedom for opinion dynamics. Indeed, its properties have a strong impact both on theoretical models and for their application to real-world data.

Keywords: degrees of freedom, empirical validation, opinion scale, opinion dynamics

Procedia PDF Downloads 149