Search results for: 4/2 stochastic volatility model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 16636

Search results for: 4/2 stochastic volatility model

16216 Model of MSD Risk Assessment at Workplace

Authors: K. Sekulová, M. Šimon

Abstract:

This article focuses on upper-extremity musculoskeletal disorders risk assessment model at workplace. In this model are used risk factors that are responsible for musculoskeletal system damage. Based on statistic calculations the model is able to define what risk of MSD threatens workers who are under risk factors. The model is also able to say how MSD risk would decrease if these risk factors are eliminated.

Keywords: ergonomics, musculoskeletal disorders, occupational diseases, risk factors

Procedia PDF Downloads 519
16215 Identification of Classes of Bilinear Time Series Models

Authors: Anthony Usoro

Abstract:

In this paper, two classes of bilinear time series model are obtained under certain conditions from the general bilinear autoregressive moving average model. Bilinear Autoregressive (BAR) and Bilinear Moving Average (BMA) Models have been identified. From the general bilinear model, BAR and BMA models have been proved to exist for q = Q = 0, => j = 0, and p = P = 0, => i = 0 respectively. These models are found useful in modelling most of the economic and financial data.

Keywords: autoregressive model, bilinear autoregressive model, bilinear moving average model, moving average model

Procedia PDF Downloads 375
16214 A Nonlinear Visco-Hyper Elastic Constitutive Model for Modelling Behavior of Polyurea at Large Deformations

Authors: Shank Kulkarni, Alireza Tabarraei

Abstract:

The fantastic properties of polyurea such as flexibility, durability, and chemical resistance have brought it a wide range of application in various industries. Effective prediction of the response of polyurea under different loading and environmental conditions necessitates the development of an accurate constitutive model. Similar to most polymers, the behavior of polyurea depends on both strain and strain rate. Therefore, the constitutive model should be able to capture both these effects on the response of polyurea. To achieve this objective, in this paper, a nonlinear hyper-viscoelastic constitutive model is developed by the superposition of a hyperelastic and a viscoelastic model. The proposed constitutive model can capture the behavior of polyurea under compressive loading conditions at various strain rates. Four parameter Ogden model and Mooney Rivlin model are used to modeling the hyperelastic behavior of polyurea. The viscoelastic behavior is modeled using both a three-parameter standard linear solid (SLS) model and a K-BKZ model. Comparison of the modeling results with experiments shows that Odgen and SLS model can more accurately predict the behavior of polyurea. The material parameters of the model are found by curve fitting of the proposed model to the uniaxial compression test data. The proposed model can closely reproduce the stress-strain behavior of polyurea for strain rates up to 6500 /s.

Keywords: constitutive modelling, ogden model, polyurea, SLS model, uniaxial compression test

Procedia PDF Downloads 214
16213 Reliability Analysis for Cyclic Fatigue Life Prediction in Railroad Bolt Hole

Authors: Hasan Keshavarzian, Tayebeh Nesari

Abstract:

Bolted rail joint is one of the most vulnerable areas in railway track. A comprehensive approach was developed for studying the reliability of fatigue crack initiation of railroad bolt hole under random axle loads and random material properties. The operation condition was also considered as stochastic variables. In order to obtain the comprehensive probability model of fatigue crack initiation life prediction in railroad bolt hole, we used FEM, response surface method (RSM), and reliability analysis. Combined energy-density based and critical plane based fatigue concept is used for the fatigue crack prediction. The dynamic loads were calculated according to the axle load, speed, and track properties. The results show that axle load is most sensitive parameter compared to Poisson’s ratio in fatigue crack initiation life. Also, the reliability index decreases slowly due to high cycle fatigue regime in this area.

Keywords: rail-wheel tribology, rolling contact mechanic, finite element modeling, reliability analysis

Procedia PDF Downloads 360
16212 The Conditionality of Financial Risk: A Comparative Analysis of High-Tech and Utility Companies Listed on the Shenzhen Stock Exchange (SSE)

Authors: Joseph Paul Chunga

Abstract:

The investment universe is awash with a myriad of financial choices that investors have to opt for, which principally culminates into a duality between aggressive or conservative approaches. Howbeit, it is pertinent to emphasize that the investment vehicles with an aggressive approach tend to take on more risk than the latter group in an effort to generate higher future returns for their respective investors. This study examines the conditionality effect that such partiality in financing has on the High-Tech and Public Utility companies listed on the Shenzhen Stock Exchange (SSE). Specifically, it examines the significance of the relationship between capitalization ratios of Total Debt Ratio (TDR), Degree of Financial Leverage (DFL) and profitability ratios of Earnings per Share (EPS) and Returns on Equity (ROE) on the Financial Risk of the two industries. We employ a modified version of the Panel Regression Model used by Rahman (2017) to estimate the relationship. The study finds that there is a significant positive relationship between the capitalization ratios on the financial risk of Public Utility companies more than High-Tech companies and a substantial negative relationship between the profitability ratios and the financial risk of the former than the latter companies. This then spells an important insight for prospective investors with regards to the volatility of earnings of such companies.

Keywords: financial leverage, debt financing, conservative firms, aggressive firms

Procedia PDF Downloads 142
16211 OmniDrive Model of a Holonomic Mobile Robot

Authors: Hussein Altartouri

Abstract:

In this paper the kinematic and kinetic models of an omnidirectional holonomic mobile robot is presented. The kinematic and kinetic models form the OmniDrive model. Therefore, a mathematical model for the robot equipped with three- omnidirectional wheels is derived. This model which takes into consideration the kinematics and kinetics of the robot, is developed to state space representation. Relative analysis of the velocities and displacements is used for the kinematics of the robot. Lagrange’s approach is considered in this study for deriving the equation of motion. The drive train and the mechanical assembly only of the Festo Robotino® is considered in this model. Mainly the model is developed for motion control. Furthermore, the model can be used for simulation purposes in different virtual environments not only Robotino® View. Further use of the model is in the mechatronics research fields with the aim of teaching and learning the advanced control theories.

Keywords: mobile robot, omni-direction wheel, mathematical model, holonomic mobile robot

Procedia PDF Downloads 566
16210 A Constitutive Model for Time-Dependent Behavior of Clay

Authors: T. N. Mac, B. Shahbodaghkhan, N. Khalili

Abstract:

A new elastic-viscoplastic (EVP) constitutive model is proposed for the analysis of time-dependent behavior of clay. The proposed model is based on the bounding surface plasticity and the concept of viscoplastic consistency framework to establish continuous transition from plasticity to rate dependent viscoplasticity. Unlike the overstress based models, this model will meet the consistency condition in formulating the constitutive equation for EVP model. The procedure of deriving the constitutive relationship is also presented. Simulation results and comparisons with experimental data are then presented to demonstrate the performance of the model.

Keywords: bounding surface, consistency theory, constitutive model, viscosity

Procedia PDF Downloads 463
16209 Determinants of Profit Efficiency among Poultry Egg Farmers in Ondo State, Nigeria: A Stochastic Profit Function Approach

Authors: Olufunke Olufunmilayo Ilemobayo, Barakat. O Abdulazeez

Abstract:

Profit making among poultry egg farmers has been a challenge to efficient distribution of scarce farm resources over the years, due majorly to low capital base, inefficient management, technical inefficiency, economic inefficiency, thus poultry egg production has moved into an underperformed situation, characterised by low profit margin. Though previous studies focus mainly on broiler production and efficiency of its production, however, paucity of information exist in the areas of profit efficiency in the study area. Hence, determinants of profit efficiency among poultry egg farmers in Ondo State, Nigeria were investigated. A purposive sampling technique was used to obtain primary data from poultry egg farmers in Owo and Akure local government area of Ondo State, through a well-structured questionnaire. socio-economic characteristics such as age, gender, educational level, marital status, household size, access to credit, extension contact, other variables were input and output data like flock size, cost of feeder and drinker, cost of feed, cost of labour, cost of drugs and medications, cost of energy, price of crate of table egg, price of spent layers were variables used in the study. Data were analysed using descriptive statistics, budgeting analysis, and stochastic profit function/inefficiency model. Result of the descriptive statistics shows that 52 per cent of the poultry farmers were between 31-40 years, 62 per cent were male, 90 per cent had tertiary education, 66 per cent were primarily poultry farmers, 78 per cent were original poultry farm owners and 55 per cent had more than 5 years’ work experience. Descriptive statistics on cost and returns indicated that 64 per cent of the return were from sales of egg, while the remaining 36 per cent was from sales of spent layers. The cost of feeding take the highest proportion of 69 per cent of cost of production and cost of medication the lowest (7 per cent). A positive gross margin of N5, 518,869.76, net farm income of ₦ 5, 500.446.82 and net return on investment of 0.28 indicated poultry egg production is profitable. Equipment’s cost (22.757), feeding cost (18.3437), labour cost (136.698), flock size (16.209), drug and medication cost (4.509) were factors that affecting profit efficiency, while education (-2.3143), household size (-18.4291), access to credit (-16.027), and experience (-7.277) were determinant of profit efficiency. Education, household size, access to credit and experience in poultry production were the main determinants of profit efficiency of poultry egg production in Ondo State. Other factors that affect profit efficiency were cost of feeding, cost of labour, flock size, cost of drug and medication, they positively and significantly influenced profit efficiency in Ondo State, Nigeria.

Keywords: cost and returns, economic inefficiency, profit margin, technical inefficiency

Procedia PDF Downloads 108
16208 Deep Learning Framework for Predicting Bus Travel Times with Multiple Bus Routes: A Single-Step Multi-Station Forecasting Approach

Authors: Muhammad Ahnaf Zahin, Yaw Adu-Gyamfi

Abstract:

Bus transit is a crucial component of transportation networks, especially in urban areas. Any intelligent transportation system must have accurate real-time information on bus travel times since it minimizes waiting times for passengers at different stations along a route, improves service reliability, and significantly optimizes travel patterns. Bus agencies must enhance the quality of their information service to serve their passengers better and draw in more travelers since people waiting at bus stops are frequently anxious about when the bus will arrive at their starting point and when it will reach their destination. For solving this issue, different models have been developed for predicting bus travel times recently, but most of them are focused on smaller road networks due to their relatively subpar performance in high-density urban areas on a vast network. This paper develops a deep learning-based architecture using a single-step multi-station forecasting approach to predict average bus travel times for numerous routes, stops, and trips on a large-scale network using heterogeneous bus transit data collected from the GTFS database. Over one week, data was gathered from multiple bus routes in Saint Louis, Missouri. In this study, Gated Recurrent Unit (GRU) neural network was followed to predict the mean vehicle travel times for different hours of the day for multiple stations along multiple routes. Historical time steps and prediction horizon were set up to 5 and 1, respectively, which means that five hours of historical average travel time data were used to predict average travel time for the following hour. The spatial and temporal information and the historical average travel times were captured from the dataset for model input parameters. As adjacency matrices for the spatial input parameters, the station distances and sequence numbers were used, and the time of day (hour) was considered for the temporal inputs. Other inputs, including volatility information such as standard deviation and variance of journey durations, were also included in the model to make it more robust. The model's performance was evaluated based on a metric called mean absolute percentage error (MAPE). The observed prediction errors for various routes, trips, and stations remained consistent throughout the day. The results showed that the developed model could predict travel times more accurately during peak traffic hours, having a MAPE of around 14%, and performed less accurately during the latter part of the day. In the context of a complicated transportation network in high-density urban areas, the model showed its applicability for real-time travel time prediction of public transportation and ensured the high quality of the predictions generated by the model.

Keywords: gated recurrent unit, mean absolute percentage error, single-step forecasting, travel time prediction.

Procedia PDF Downloads 49
16207 A Crop Growth Subroutine for Watershed Resources Management (WRM) Model

Authors: Kingsley Nnaemeka Ogbu, Constantine Mbajiorgu

Abstract:

Vegetation has a marked effect on runoff and has become an important component in hydrologic model. The watershed Resources Management (WRM) model, a process-based, continuous, distributed parameter simulation model developed for hydrologic and soil erosion studies at the watershed scale lack a crop growth component. As such, this model assumes a constant parameter values for vegetation and hydraulic parameters throughout the duration of hydrologic simulation. Our approach is to develop a crop growth algorithm based on the original plant growth model used in the Environmental Policy Integrated Climate Model (EPIC) model. This paper describes the development of a single crop growth model which has the capability of simulating all crops using unique parameter values for each crop. Simulated crop growth processes will reflect the vegetative seasonality of the natural watershed system. An existing model was employed for evaluating vegetative resistance by hydraulic and vegetative parameters incorporated into the WRM model. The improved WRM model will have the ability to evaluate the seasonal variation of the vegetative roughness coefficient with depth of flow and further enhance the hydrologic model’s capability for accurate hydrologic studies

Keywords: crop yield, roughness coefficient, PAR, WRM model

Procedia PDF Downloads 385
16206 Ground Motion Modeling Using the Least Absolute Shrinkage and Selection Operator

Authors: Yildiz Stella Dak, Jale Tezcan

Abstract:

Ground motion models that relate a strong motion parameter of interest to a set of predictive seismological variables describing the earthquake source, the propagation path of the seismic wave, and the local site conditions constitute a critical component of seismic hazard analyses. When a sufficient number of strong motion records are available, ground motion relations are developed using statistical analysis of the recorded ground motion data. In regions lacking a sufficient number of recordings, a synthetic database is developed using stochastic, theoretical or hybrid approaches. Regardless of the manner the database was developed, ground motion relations are developed using regression analysis. Development of a ground motion relation is a challenging process which inevitably requires the modeler to make subjective decisions regarding the inclusion criteria of the recordings, the functional form of the model and the set of seismological variables to be included in the model. Because these decisions are critically important to the validity and the applicability of the model, there is a continuous interest on procedures that will facilitate the development of ground motion models. This paper proposes the use of the Least Absolute Shrinkage and Selection Operator (LASSO) in selecting the set predictive seismological variables to be used in developing a ground motion relation. The LASSO can be described as a penalized regression technique with a built-in capability of variable selection. Similar to the ridge regression, the LASSO is based on the idea of shrinking the regression coefficients to reduce the variance of the model. Unlike ridge regression, where the coefficients are shrunk but never set equal to zero, the LASSO sets some of the coefficients exactly to zero, effectively performing variable selection. Given a set of candidate input variables and the output variable of interest, LASSO allows ranking the input variables in terms of their relative importance, thereby facilitating the selection of the set of variables to be included in the model. Because the risk of overfitting increases as the ratio of the number of predictors to the number of recordings increases, selection of a compact set of variables is important in cases where a small number of recordings are available. In addition, identification of a small set of variables can improve the interpretability of the resulting model, especially when there is a large number of candidate predictors. A practical application of the proposed approach is presented, using more than 600 recordings from the National Geospatial-Intelligence Agency (NGA) database, where the effect of a set of seismological predictors on the 5% damped maximum direction spectral acceleration is investigated. The set of candidate predictors considered are Magnitude, Rrup, Vs30. Using LASSO, the relative importance of the candidate predictors has been ranked. Regression models with increasing levels of complexity were constructed using one, two, three, and four best predictors, and the models’ ability to explain the observed variance in the target variable have been compared. The bias-variance trade-off in the context of model selection is discussed.

Keywords: ground motion modeling, least absolute shrinkage and selection operator, penalized regression, variable selection

Procedia PDF Downloads 305
16205 Numerical Modeling of the Depth-Averaged Flow over a Hill

Authors: Anna Avramenko, Heikki Haario

Abstract:

This paper reports the development and application of a 2D depth-averaged model. The main goal of this contribution is to apply the depth averaged equations to a wind park model in which the treatment of the geometry, introduced on the mathematical model by the mass and momentum source terms. The depth-averaged model will be used in future to find the optimal position of wind turbines in the wind park. K-E and 2D LES turbulence models were consider in this article. 2D CFD simulations for one hill was done to check the depth-averaged model in practise.

Keywords: depth-averaged equations, numerical modeling, CFD, wind park model

Procedia PDF Downloads 579
16204 UBCSAND Model Calibration for Generic Liquefaction Triggering Curves

Authors: Jui-Ching Chou

Abstract:

Numerical simulation is a popular method used to evaluate the effects of soil liquefaction on a structure or the effectiveness of a mitigation plan. Many constitutive models (UBCSAND model, PM4 model, SANISAND model, etc.) were presented to model the liquefaction phenomenon. In general, inputs of a constitutive model need to be calibrated against the soil cyclic resistance before being applied to the numerical simulation model. Then, simulation results can be compared with results from simplified liquefaction potential assessing methods. In this article, inputs of the UBCSAND model, a simple elastic-plastic stress-strain model, are calibrated against several popular generic liquefaction triggering curves of simplified liquefaction potential assessing methods via FLAC program. Calibrated inputs can provide engineers to perform a preliminary evaluation of an existing structure or a new design project.

Keywords: calibration, liquefaction, numerical simulation, UBCSAND Model

Procedia PDF Downloads 137
16203 Genetic and Environmental Variation in Reproductive and Lactational Performance of Holstein Cattle

Authors: Ashraf Ward

Abstract:

Effect of calving interval on 305 day milk yield for first three lactations was studied in order to increase efficiency of selection schemes and to more efficiently manage Holstein cows that have been raised on small farms in Libya. Results obtained by processing data of 1476 cows, managed in 935 small scale farms, pointed out that current calving interval significantly affects on milk production for first three lactations (p<0.05). Preceding calving interval affected 305 day milk yield (p<0.05) in second lactation only. Linear regression model accounted for 20-25 % of the total variance of 305 day milk yield. Extension of calving interval over 420, 430, 450 days for first, second and third lactations respectively, did not increase milk production when converted to 305 day lactation. Stochastic relations between calving interval and calving age and month are moderated. Values of Pierson’s correlation coefficients ranged 0.38 to 0.69. Adjustment of milk production in order to reduce effect of calving interval on total phenotypic variance of milk yield is valid for first lactation only. Adjustment of 305 day milk yield for second and third lactations in order to reduce effects of factors “calving age and month” brings about, at the same time, elimination of calving interval effect.

Keywords: milk yield, Holstien, non genetic, calving

Procedia PDF Downloads 395
16202 A Proposed Mechanism for Skewing Symmetric Distributions

Authors: M. T. Alodat

Abstract:

In this paper, we propose a mechanism for skewing any symmetric distribution. The new distribution is called the deflation-inflation distribution (DID). We discuss some statistical properties of the DID such moments, stochastic representation, log-concavity. Also we fit the distribution to real data and we compare it to normal distribution and Azzlaini's skew normal distribution. Numerical results show that the DID fits the the tree ring data better than the other two distributions.

Keywords: normal distribution, moments, Fisher information, symmetric distributions

Procedia PDF Downloads 637
16201 A Crop Growth Subroutine for Watershed Resources Management (WRM) Model 1: Description

Authors: Kingsley Nnaemeka Ogbu, Constantine Mbajiorgu

Abstract:

Vegetation has a marked effect on runoff and has become an important component in hydrologic model. The watershed Resources Management (WRM) model, a process-based, continuous, distributed parameter simulation model developed for hydrologic and soil erosion studies at the watershed scale lack a crop growth component. As such, this model assumes a constant parameter values for vegetation and hydraulic parameters throughout the duration of hydrologic simulation. Our approach is to develop a crop growth algorithm based on the original plant growth model used in the Environmental Policy Integrated Climate Model (EPIC) model. This paper describes the development of a single crop growth model which has the capability of simulating all crops using unique parameter values for each crop. Simulated crop growth processes will reflect the vegetative seasonality of the natural watershed system. An existing model was employed for evaluating vegetative resistance by hydraulic and vegetative parameters incorporated into the WRM model. The improved WRM model will have the ability to evaluate the seasonal variation of the vegetative roughness coefficient with depth of flow and further enhance the hydrologic model’s capability for accurate hydrologic studies.

Keywords: runoff, roughness coefficient, PAR, WRM model

Procedia PDF Downloads 346
16200 Stock Market Prediction by Regression Model with Social Moods

Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome

Abstract:

This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.

Keywords: stock market prediction, social moods, regression model, DJIA

Procedia PDF Downloads 523
16199 The Data Quality Model for the IoT based Real-time Water Quality Monitoring Sensors

Authors: Rabbia Idrees, Ananda Maiti, Saurabh Garg, Muhammad Bilal Amin

Abstract:

IoT devices are the basic building blocks of IoT network that generate enormous volume of real-time and high-speed data to help organizations and companies to take intelligent decisions. To integrate this enormous data from multisource and transfer it to the appropriate client is the fundamental of IoT development. The handling of this huge quantity of devices along with the huge volume of data is very challenging. The IoT devices are battery-powered and resource-constrained and to provide energy efficient communication, these IoT devices go sleep or online/wakeup periodically and a-periodically depending on the traffic loads to reduce energy consumption. Sometime these devices get disconnected due to device battery depletion. If the node is not available in the network, then the IoT network provides incomplete, missing, and inaccurate data. Moreover, many IoT applications, like vehicle tracking and patient tracking require the IoT devices to be mobile. Due to this mobility, If the distance of the device from the sink node become greater than required, the connection is lost. Due to this disconnection other devices join the network for replacing the broken-down and left devices. This make IoT devices dynamic in nature which brings uncertainty and unreliability in the IoT network and hence produce bad quality of data. Due to this dynamic nature of IoT devices we do not know the actual reason of abnormal data. If data are of poor-quality decisions are likely to be unsound. It is highly important to process data and estimate data quality before bringing it to use in IoT applications. In the past many researchers tried to estimate data quality and provided several Machine Learning (ML), stochastic and statistical methods to perform analysis on stored data in the data processing layer, without focusing the challenges and issues arises from the dynamic nature of IoT devices and how it is impacting data quality. A comprehensive review on determining the impact of dynamic nature of IoT devices on data quality is done in this research and presented a data quality model that can deal with this challenge and produce good quality of data. This research presents the data quality model for the sensors monitoring water quality. DBSCAN clustering and weather sensors are used in this research to make data quality model for the sensors monitoring water quality. An extensive study has been done in this research on finding the relationship between the data of weather sensors and sensors monitoring water quality of the lakes and beaches. The detailed theoretical analysis has been presented in this research mentioning correlation between independent data streams of the two sets of sensors. With the help of the analysis and DBSCAN, a data quality model is prepared. This model encompasses five dimensions of data quality: outliers’ detection and removal, completeness, patterns of missing values and checks the accuracy of the data with the help of cluster’s position. At the end, the statistical analysis has been done on the clusters formed as the result of DBSCAN, and consistency is evaluated through Coefficient of Variation (CoV).

Keywords: clustering, data quality, DBSCAN, and Internet of things (IoT)

Procedia PDF Downloads 112
16198 Energy System Analysis Using Data-Driven Modelling and Bayesian Methods

Authors: Paul Rowley, Adam Thirkill, Nick Doylend, Philip Leicester, Becky Gough

Abstract:

The dynamic performance of all energy generation technologies is impacted to varying degrees by the stochastic properties of the wider system within which the generation technology is located. This stochasticity can include the varying nature of ambient renewable energy resources such as wind or solar radiation, or unpredicted changes in energy demand which impact upon the operational behaviour of thermal generation technologies. An understanding of these stochastic impacts are especially important in contexts such as highly distributed (or embedded) generation, where an understanding of issues affecting the individual or aggregated performance of high numbers of relatively small generators is especially important, such as in ESCO projects. Probabilistic evaluation of monitored or simulated performance data is one technique which can provide an insight into the dynamic performance characteristics of generating systems, both in a prognostic sense (such as the prediction of future performance at the project’s design stage) as well as in a diagnostic sense (such as in the real-time analysis of underperforming systems). In this work, we describe the development, application and outcomes of a new approach to the acquisition of datasets suitable for use in the subsequent performance and impact analysis (including the use of Bayesian approaches) for a number of distributed generation technologies. The application of the approach is illustrated using a number of case studies involving domestic and small commercial scale photovoltaic, solar thermal and natural gas boiler installations, and the results as presented show that the methodology offers significant advantages in terms of plant efficiency prediction or diagnosis, along with allied environmental and social impacts such as greenhouse gas emission reduction or fuel affordability.

Keywords: renewable energy, dynamic performance simulation, Bayesian analysis, distributed generation

Procedia PDF Downloads 471
16197 Metabolic Predictive Model for PMV Control Based on Deep Learning

Authors: Eunji Choi, Borang Park, Youngjae Choi, Jinwoo Moon

Abstract:

In this study, a predictive model for estimating the metabolism (MET) of human body was developed for the optimal control of indoor thermal environment. Human body images for indoor activities and human body joint coordinated values were collected as data sets, which are used in predictive model. A deep learning algorithm was used in an initial model, and its number of hidden layers and hidden neurons were optimized. Lastly, the model prediction performance was analyzed after the model being trained through collected data. In conclusion, the possibility of MET prediction was confirmed, and the direction of the future study was proposed as developing various data and the predictive model.

Keywords: deep learning, indoor quality, metabolism, predictive model

Procedia PDF Downloads 236
16196 Model Averaging in a Multiplicative Heteroscedastic Model

Authors: Alan Wan

Abstract:

In recent years, the body of literature on frequentist model averaging in statistics has grown significantly. Most of this work focuses on models with different mean structures but leaves out the variance consideration. In this paper, we consider a regression model with multiplicative heteroscedasticity and develop a model averaging method that combines maximum likelihood estimators of unknown parameters in both the mean and variance functions of the model. Our weight choice criterion is based on a minimisation of a plug-in estimator of the model average estimator's squared prediction risk. We prove that the new estimator possesses an asymptotic optimality property. Our investigation of finite-sample performance by simulations demonstrates that the new estimator frequently exhibits very favourable properties compared to some existing heteroscedasticity-robust model average estimators. The model averaging method hedges against the selection of very bad models and serves as a remedy to variance function misspecification, which often discourages practitioners from modeling heteroscedasticity altogether. The proposed model average estimator is applied to the analysis of two real data sets.

Keywords: heteroscedasticity-robust, model averaging, multiplicative heteroscedasticity, plug-in, squared prediction risk

Procedia PDF Downloads 341
16195 Reliability Prediction of Tires Using Linear Mixed-Effects Model

Authors: Myung Hwan Na, Ho- Chun Song, EunHee Hong

Abstract:

We widely use normal linear mixed-effects model to analysis data in repeated measurement. In case of detecting heteroscedasticity and the non-normality of the population distribution at the same time, normal linear mixed-effects model can give improper result of analysis. To achieve more robust estimation, we use heavy tailed linear mixed-effects model which gives more exact and reliable analysis conclusion than standard normal linear mixed-effects model.

Keywords: reliability, tires, field data, linear mixed-effects model

Procedia PDF Downloads 541
16194 Towards a Measurement-Based E-Government Portals Maturity Model

Authors: Abdoullah Fath-Allah, Laila Cheikhi, Rafa E. Al-Qutaish, Ali Idri

Abstract:

The e-government emerging concept transforms the way in which the citizens are dealing with their governments. Thus, the citizens can execute the intended services online anytime and anywhere. This results in great benefits for both the governments (reduces the number of officers) and the citizens (more flexibility and time saving). Therefore, building a maturity model to assess the e-government portals becomes desired to help in the improvement process of such portals. This paper aims at proposing an e-government maturity model based on the measurement of the best practices’ presence. The main benefit of such maturity model is to provide a way to rank an e-government portal based on the used best practices, and also giving a set of recommendations to go to the higher stage in the maturity model.

Keywords: best practices, e-government portal, maturity model, quality model

Procedia PDF Downloads 311
16193 Arabic Light Word Analyser: Roles with Deep Learning Approach

Authors: Mohammed Abu Shquier

Abstract:

This paper introduces a word segmentation method using the novel BP-LSTM-CRF architecture for processing semantic output training. The objective of web morphological analysis tools is to link a formal morpho-syntactic description to a lemma, along with morpho-syntactic information, a vocalized form, a vocalized analysis with morpho-syntactic information, and a list of paradigms. A key objective is to continuously enhance the proposed system through an inductive learning approach that considers semantic influences. The system is currently under construction and development based on data-driven learning. To evaluate the tool, an experiment on homograph analysis was conducted. The tool also encompasses the assumption of deep binary segmentation hypotheses, the arbitrary choice of trigram or n-gram continuation probabilities, language limitations, and morphology for both Modern Standard Arabic (MSA) and Dialectal Arabic (DA), which provide justification for updating this system. Most Arabic word analysis systems are based on the phonotactic morpho-syntactic analysis of a word transmitted using lexical rules, which are mainly used in MENA language technology tools, without taking into account contextual or semantic morphological implications. Therefore, it is necessary to have an automatic analysis tool taking into account the word sense and not only the morpho-syntactic category. Moreover, they are also based on statistical/stochastic models. These stochastic models, such as HMMs, have shown their effectiveness in different NLP applications: part-of-speech tagging, machine translation, speech recognition, etc. As an extension, we focus on language modeling using Recurrent Neural Network (RNN); given that morphological analysis coverage was very low in dialectal Arabic, it is significantly important to investigate deeply how the dialect data influence the accuracy of these approaches by developing dialectal morphological processing tools to show that dialectal variability can support to improve analysis.

Keywords: NLP, DL, ML, analyser, MSA, RNN, CNN

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16192 Measurement of Influence of the COVID-19 Pandemic on Efficiency of Japan’s Railway Companies

Authors: Hideaki Endo, Mika Goto

Abstract:

The global outbreak of the COVID-19 pandemic has seriously affected railway businesses. The number of railway passengers decreased due to the decline in the number of commuters and business travelers to avoid crowded trains and a sharp drop in inbound tourists visiting Japan. This has affected not only railway businesses but also related businesses, including hotels, leisure businesses, and retail businesses at station buildings. In 2021, the companies were divided into profitable and loss-making companies. This division suggests that railway companies, particularly loss-making companies, needed to decrease operational inefficiency. To measure the impact of COVID-19 and discuss the sustainable management strategies of railway companies, we examine the cost inefficiency of Japanese listed railway companies by applying stochastic frontier analysis (SFA) to their operational and financial data. First, we employ the stochastic frontier cost function approach to measure inefficiency. The cost frontier function is formulated as a Cobb–Douglas type, and we estimated parameters and variables for inefficiency. This study uses panel data comprising 26 Japanese-listed railway companies from 2005 to 2020. This period includes several events deteriorating the business environment, such as the financial crisis from 2007 to 2008 and the Great East Japan Earthquake of 2011, and we compare those impacts with those of the COVID-19 pandemic after 2020. Second, we identify the characteristics of the best-practice railway companies and examine the drivers of cost inefficiencies. Third, we analyze the factors influencing cost inefficiency by comparing the profiles of the top 10 railway companies and others before and during the pandemic. Finally, we examine the relationship between cost inefficiency and the implementation of efficiency measures for each railway company. We obtained the following four findings. First, most Japanese railway companies showed the lowest cost inefficiency (most efficient) in 2014 and the highest in 2020 (least efficient) during the COVID-19 pandemic. The second worst occurred in 2009 when it was affected by the financial crisis. However, we did not observe a significant impact of the 2011 Great East Japan Earthquake. This is because no railway company was influenced by the earthquake in this operating area, except for JR-EAST. Second, the best-practice railway companies are KEIO and TOKYU. The main reason for their good performance is that both operate in and near the Tokyo metropolitan area, which is densely populated. Third, we found that non-best-practice companies had a larger decrease in passenger kilometers than best-practice companies. This indicates that passengers made fewer long-distance trips because they refrained from inter-prefectural travel during the pandemic. Finally, we found that companies that implement more efficiency improvement measures had higher cost efficiency and they effectively used their customer databases through proactive DX investments in marketing and asset management.

Keywords: COVID-19 pandemic, stochastic frontier analysis, railway sector, cost efficiency

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16191 Analysis of Two-Echelon Supply Chain with Perishable Items under Stochastic Demand

Authors: Saeed Poormoaied

Abstract:

Perishability and developing an intelligent control policy for perishable items are the major concerns of marketing managers in a supply chain. In this study, we address a two-echelon supply chain problem for perishable items with a single vendor and a single buyer. The buyer adopts an aged-based continuous review policy which works by taking both the stock level and the aging process of items into account. The vendor works under the warehouse framework, where its lot size is determined with respect to the batch size of the buyer. The model holds for a positive and fixed lead time for the buyer, and zero lead time for the vendor. The demand follows a Poisson process and any unmet demand is lost. We provide exact analytic expressions for the operational characteristics of the system by using the renewal reward theorem. Items have a fixed lifetime after which they become unusable and are disposed of from the buyer's system. The age of items starts when they are unpacked and ready for the consumption at the buyer. When items are held by the vendor, there is no aging process which results in no perishing at the vendor's site. The model is developed under the centralized framework, which takes the expected profit of both vendor and buyer into consideration. The goal is to determine the optimal policy parameters under the service level constraint at the retailer's site. A sensitivity analysis is performed to investigate the effect of the key input parameters on the expected profit and order quantity in the supply chain. The efficiency of the proposed age-based policy is also evaluated through a numerical study. Our results show that when the unit perishing cost is negligible, a significant cost saving is achieved.

Keywords: two-echelon supply chain, perishable items, age-based policy, renewal reward theorem

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16190 CFD Simulation of a Large Scale Unconfined Hydrogen Deflagration

Authors: I. C. Tolias, A. G. Venetsanos, N. Markatos

Abstract:

In the present work, CFD simulations of a large scale open deflagration experiment are performed. Stoichiometric hydrogen-air mixture occupies a 20 m hemisphere. Two combustion models are compared and are evaluated against the experiment. The Eddy Dissipation Model and a Multi-physics combustion model which is based on Yakhot’s equation for the turbulent flame speed. The values of models’ critical parameters are investigated. The effect of the turbulence model is also examined. k-ε model and LES approach were tested.

Keywords: CFD, deflagration, hydrogen, combustion model

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16189 A Framework for Consumer Selection on Travel Destinations

Authors: J. Rhodes, V. Cheng, P. Lok

Abstract:

The aim of this study is to develop a parsimonious model that explains the effect of different stimulus on a tourist’s intention to visit a new destination. The model consists of destination trust and interest as the mediating variables. The model was tested using two different types of stimulus; both studies empirically supported the proposed model. Furthermore, the first study revealed that advertising has a stronger effect than positive online reviews. The second study found that the peripheral route of the elaboration likelihood model has a stronger influence power than the central route in this context.

Keywords: advertising, electronic word-of-mouth, elaboration likelihood model, intention to visit, trust

Procedia PDF Downloads 436
16188 A Combined AHP-GP Model for Selecting Knowledge Management Tool

Authors: Ahmad Sarfaraz, Raiyad Herwies

Abstract:

In this paper, a multi-criteria decision making analysis is used to help any organization selects the best KM tool that fits and serves its needs. The AHP model is used based on a previous study to highlight and identify the main criteria and sub-criteria that are incorporated in the selection process. Different KM tools alternatives with different criteria are compared and weighted accurately to be incorporated in the GP model. The main goal is to combine the GP model with the AHP model to ensure that selecting the KM tool considers the resource constraints. Two important issues are discussed in this paper: how different factors could be taken into consideration in forming the AHP model, and how to incorporate the AHP results into the GP model for better results.

Keywords: knowledge management, analytical hierarchy process, goal programming, multi-criteria decision making

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16187 Long Short-Time Memory Neural Networks for Human Driving Behavior Modelling

Authors: Lu Zhao, Nadir Farhi, Yeltsin Valero, Zoi Christoforou, Nadia Haddadou

Abstract:

In this paper, a long short-term memory (LSTM) neural network model is proposed to replicate simultaneously car-following and lane-changing behaviors in road networks. By combining two kinds of LSTM layers and three input designs of the neural network, six variants of the LSTM model have been created. These models were trained and tested on the NGSIM 101 dataset, and the results were evaluated in terms of longitudinal speed and lateral position, respectively. Then, we compared the LSTM model with a classical car-following model (the intelligent driving model (IDM)) in the part of speed decision. In addition, the LSTM model is compared with a model using classical neural networks. After the comparison, the LSTM model demonstrates higher accuracy than the physical model IDM in terms of car-following behavior and displays better performance with regard to both car-following and lane-changing behavior compared to the classical neural network model.

Keywords: traffic modeling, neural networks, LSTM, car-following, lane-change

Procedia PDF Downloads 222