Search results for: loss distribution approach

Authors: P. G. S. Madushani, L. D. Illeperuma

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Abstract Noise is one of the most common physical hazards in industrial settings. The prevalence of Noise Induced Hearing Loss (NIHL) is on the rise with increasedduration of exposure and the increase in the severity of hearing loss. The purpose of the study was to determine auditory effects among textile workers and to establish associations between the degree of hearing loss and exposure duration, degree of hearing loss and noise level and the proportion of hearing related complaints. A cross sectional descriptive study using purposive sampling was carried out. An interviewer administered questionnaire and Distortion Product Oto Acoustic Emission (DPOAE) hearing screening on 127 (72 female and 55 male) textile workers of the selected textile plant in Seeduwa, Sri Lanka was done (Age: M= 31.16, SD=7.75). Noise measurements were done in six sections of the factory and average noise levels were obtained. Diagnostic hearing evaluations were done for 60 (57.75%) subjects, referred from the DPOAE hearing screening test. The degree of hearing loss and the exposure duration had a significant association in the high frequency region of 4 kHz to 8 kHz (p < 0.05). Noise levels fluctuated between 90.3±0.8 dBA and 50.6. ±0.52 dBA. 30.83% of workers reported having NIHL. Most of the workers (33.9%) complained difficulty in conversing in noisy backgrounds. Other complaints as tinnitus, dizziness, ear fullness and headache were reported in less than 30%. workers who were exposed to noise for more than 15 years were affected with NIHL in the high frequency region. Administrative controls and engineering controls need to be implemented to manage hazardous noise levels in industrial settings. Hearing Conservation Programs should be initiated and implemented for textile workers.

Keywords: textile industry, NIHL, degree of hearing loss, noise levels, auditory effects

Procedia PDF Downloads 115

Authors: Kwabena Asare, Ezekiel N. N. Nortey, Felix O. Mettle

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Modelling of extreme events has always been of interest in fields such as hydrology and meteorology. However, after the recent global financial crises, appropriate models for modelling of such rare events leading to these crises have become quite essential in the finance and risk management fields. This paper models the extreme values of the Ghana Stock Exchange All-Shares indices (2000-2010) by applying the Extreme Value Theory to fit a model to the tails of the daily stock returns data. A conditional approach of the EVT was preferred and hence an ARMA-GARCH model was fitted to the data to correct for the effects of autocorrelation and conditional heteroscedastic terms present in the returns series, before EVT method was applied. The Peak Over Threshold (POT) approach of the EVT, which fits a Generalized Pareto Distribution (GPD) model to excesses above a certain selected threshold, was employed. Maximum likelihood estimates of the model parameters were obtained and the model’s goodness of fit was assessed graphically using Q-Q, P-P and density plots. The findings indicate that the GPD provides an adequate fit to the data of excesses. The size of the extreme daily Ghanaian stock market movements were then computed using the Value at Risk (VaR) and Expected Shortfall (ES) risk measures at some high quantiles, based on the fitted GPD model.

Keywords: extreme value theory, expected shortfall, generalized pareto distribution, peak over threshold, value at risk

Procedia PDF Downloads 519

Authors: Shih-Jen Feng, Nai-Chia Chao, Meng-Chi Shih, Chien-Chi Chang

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Today, Taiwan agriculture operates under small business scale with economic insufficiency, due to aging population, unproductiveness, inadequate systematic management, insufficient agro-economic scale, and cultivation on agro-education. Moreover, because of farming special working method (physical tiring, shackled weather condition), environment (asymmetric distribution information), hours devoted (unbalance wealth), the willingness for younger generation to delicate into agriculture farming is rare. Although government had provided policies to harmonize the existing problem, significant result is unseen. Living lab (LL) is a methodology approach to sense, prototype and validate complex solutions in real life context. This paper contributes an innovative interaction methodology by probing under implementation of diverse LL sector merging big data analysis utilizing rural redevelopment and revitalization plan of Wufeng.

Keywords: living lab approach, historic rural redevelopment, innovation model, innovation approach

Procedia PDF Downloads 248

Authors: Hamid Ahmadi, Amirreza Ghaffari

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Fatigue life of tubular joints in offshore structures is not only dependent on the value of hot-spot stress, but is also significantly influenced by the through-the-thickness stress distribution characterized by the degree of bending (DoB). The DoB exhibits considerable scatter calling for greater emphasis in accurate determination of its governing probability distribution which is a key input for the fatigue reliability analysis of a tubular joint. Although the tubular X-joints are commonly found in offshore jacket structures, as far as the authors are aware, no comprehensive research has been carried out on the probability distribution of the DoB in tubular X-joints. What has been used so far as the probability distribution of the DoB in reliability analyses is mainly based on assumptions and limited observations, especially in terms of distribution parameters. In the present paper, results of parametric equations available for the calculation of the DoB have been used to develop probability distribution models for the DoB in the chord member of tubular X-joints subjected to four types of bending loads. Based on a parametric study, a set of samples was prepared and density histograms were generated for these samples using Freedman-Diaconis method. Twelve different probability density functions (PDFs) were fitted to these histograms. The maximum likelihood method was utilized to determine the parameters of fitted distributions. In each case, Kolmogorov-Smirnov test was used to evaluate the goodness of fit. Finally, after substituting the values of estimated parameters for each distribution, a set of fully defined PDFs have been proposed for the DoB in tubular X-joints subjected to bending loads.

Keywords: tubular X-joint, degree of bending (DoB), probability density function (PDF), Kolmogorov-Smirnov goodness-of-fit test

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Authors: Lubna M. A. Hassan, Nasir Brema, Abdallah Mamy, Insaf Yahya, Tanzil A. G., Ahmed M. M. Hasoba, Omer A. Suliman

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The Nubian ibex species has been categorized as vulnerable by the International Union for Conservation of Nature (IUCN) due to a lack of population data in specific regions within their habitat. This species faces numerous challenges, including habitat loss caused by agricultural practices, livestock rearing, mining activity, and infrastructure development. Additionally, competition with non-native species and hunting pose significant threats to their survival. Unfortunately, studies on the distribution, conservation status, ecology, and health of the ibex are limited and primarily descriptive in nature. In order to bridge this knowledge gap, recent surveys were conducted in the Red Sea State of Sudan during specific periods in 2015, 2016, 2019, and 2021. These surveys have provided valuable insights into the distribution, habitats, and conservation status of the Nubian ibex in the Red Sea State. The findings indicate that the Capra nubiana ibex can be found across more than 17 mountains in the Red Sea State. However, the total population estimate from recent years suggests that there are fewer than 250 individuals remaining. The study has also identified the highest altitude at which the Nubian ibex habitats existed in Sudan's Red Sea State, measuring 1675 m. This area harbors a diverse array of Nubian ibex habitats, encompassing a total of 21 wild plant species from 10 distinct families. The region experiences an average annual temperature ranging from 20.64°C in January to 33.30°C in August. Precipitation occurs in November and December, although it is characterized by unreliability and erratic patterns. It is important to note that these population estimates were obtained through surveys conducted in collaboration with rangers and local communities, and adjustments to survey methods are necessary to accommodate the challenging mountainous terrain, such as utilizing aerial surveys. To effectively address these threats, it is imperative to establish comprehensive long-term monitoring programs.

Keywords: Nubian ibex, distribution, population, habitats

Procedia PDF Downloads 49

Authors: Suparman Suparman

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A white noise in autoregressive (AR) model is often assumed to be normally distributed. In application, the white noise usually do not follows a normal distribution. This paper aims to estimate a parameter of AR model that has a exponential white noise. A Bayesian method is adopted. A prior distribution of the parameter of AR model is selected and then this prior distribution is combined with a likelihood function of data to get a posterior distribution. Based on this posterior distribution, a Bayesian estimator for the parameter of AR model is estimated. Because the order of AR model is considered a parameter, this Bayesian estimator cannot be explicitly calculated. To resolve this problem, a method of reversible jump Markov Chain Monte Carlo (MCMC) is adopted. A result is a estimation of the parameter AR model can be simultaneously calculated.

Keywords: autoregressive (AR) model, exponential white Noise, bayesian, reversible jump Markov Chain Monte Carlo (MCMC)

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Authors: Lokesh Varshney, R. K. Saket

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This paper presents reliability indices evaluation of the rotor core magnetization of the induction motor operated as a self-excited induction generator by using probability distribution approach and Monte Carlo simulation. Parallel capacitors with calculated minimum capacitive value across the terminals of the induction motor operating as a SEIG with unregulated shaft speed have been connected during the experimental study. A three phase, 4 poles, 50Hz, 5.5 hp, 12.3A, 230V induction motor coupled with DC Shunt Motor was tested in the electrical machine laboratory with variable reactive loads. Based on this experimental study, it is possible to choose a reliable induction machine operating as a SEIG for unregulated renewable energy application in remote area or where grid is not available. Failure density function, cumulative failure distribution function, survivor function, hazard model, probability of success and probability of failure for reliability evaluation of the three phase induction motor operating as a SEIG have been presented graphically in this paper.

Keywords: residual magnetism, magnetization curve, induction motor, self excited induction generator, probability distribution, Monte Carlo simulation

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Authors: Warda Nasir, M. N. S. Qureshi

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Whistler waves are right handed circularly polarized waves and are frequently observed in space plasmas. The Low frequency branch of the Whistler waves having frequencies nearly around 100 Hz, known as Lion roars, are frequently observed in magnetosheath. Another feature of the magnetosheath is the observations of flat top electron distributions with single as well as two electron populations. In the past, lion roars were studied by employing kinetic model using classical bi-Maxwellian distribution function, however, could not be justified both on quantitatively as well as qualitatively grounds. We studied Whistler waves by employing kinetic model using non-Maxwellian distribution function such as the generalized (r,q) distribution function which is the generalized form of kappa and Maxwellian distribution functions by employing kinetic theory with single or two electron populations. We compare our results with the Cluster observations and found good quantitative and qualitative agreement between them. At times when lion roars are observed (not observed) in the data and bi-Maxwellian could not provide the sufficient growth (damping) rates, we showed that when generalized (r,q) distribution function is employed, the resulted growth (damping) rates exactly match the observations.

Keywords: kinetic model, whistler waves, non-maxwellian distribution function, space plasmas

Procedia PDF Downloads 287

Authors: Adel Khorramrouz, Monireh Ahmadi Bani, Ehsan Norouzi, Morvarid Lalenoor

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Background: Plantar pressure distribution measurement has been used for a long time to assess foot disorders. Plantar pressure is an important component affecting the foot and ankle function and Changes in plantar pressure distribution could indicate various foot and ankle disorders. Morphologic and mechanical properties of the foot may be important factors affecting the plantar pressure distribution. Accurate and early measurement may help to reduce the prevalence of pes planus. With recent developments in technology, new techniques such as machine learning have been used to assist clinicians in predicting patients with foot disorders. Significance of the study: This study proposes a neural network learning-based flat foot classification methodology using static foot pressure distribution. Methodologies: Data were collected from 895 patients who were referred to a foot clinic due to foot disorders. Patients with pes planus were labeled by an experienced physician based on clinical examination. Then all subjects (with and without pes planus) were evaluated for static plantar pressures distribution. Patients who were diagnosed with the flat foot in both feet were included in the study. In the next step, the leg length was normalized and the network was trained for plantar pressure mapping images. Findings: From a total of 895 image data, 581 were labeled as pes planus. A computational neural network (CNN) ran to evaluate the performance of the proposed model. The prediction accuracy of the basic CNN-based model was performed and the prediction model was derived through the proposed methodology. In the basic CNN model, the training accuracy was 79.14%, and the test accuracy was 72.09%. Conclusion: This model can be easily and simply used by patients with pes planus and doctors to predict the classification of pes planus and prescreen for possible musculoskeletal disorders related to this condition. However, more models need to be considered and compared for higher accuracy.

Keywords: foot disorder, machine learning, neural network, pes planus

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Authors: Arunas Burinskas, Manuela Tvaronavičienė

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Although the new trade theories, unlike the theories of an industrial organisation, see the structure of the market and competition between enterprises through their heterogeneity according to various parameters, they do not pay any particular attention to the analysis of the market structure and its development. In this article, although we relied mainly on models developed by the scholars of new trade theory, we proposed a different approach. In our simulation model, we model market demand according to normal distribution function, while on the supply side (as it is in the new trade theory models), productivity is modeled with the Pareto distribution function. The results of the simulation show that companies with higher productivity (lower marginal costs) do not pass on all the benefits of such economies to buyers. However, even with higher marginal costs, firms can choose to offer higher value-added goods to stay in the market. In general, the structure of the market is formed quickly enough and depends on the skills available to firms.

Keywords: market, structure, simulation, heterogenous firms

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Authors: Erdal Eroğlu, Özhan Çetinkaya

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The purpose of this paper is to show how state plays a regulatory role in the relations of distribution by analyzing tax and expenditure in Turkey. This paper has two main arguments. First, state intervenes in economic and social life via budget policies and steers the relations of distribution within the scope of the reproduction of the capital accumulation and legitimacy. Secondly, a great amount of public expenditure benefits capital owners while state gains its tax income mainly from low and middle income groups.

Keywords: distribution, public expenditure, state budget, taxes

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Authors: Armin Khaghani Boroujeni, Leila Dehghani, Parham Talebi Boroujeni, Sahar Rostamian, Ali Asilian

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Background: Hair loss is a common complaint observed in both genders. Androgenetic alopecia is known pattern for hair loss. To assess new regenerative strategies (PRP, A-SC-BT, conditioned media, exosome-based treatments) compared to conventional therapies for hair loss or hair regeneration, an updated review was undertaken. To address this issue, we carried out this systematic review to comprehensively evaluate the efficacy of cell-based therapies on hair loss. Methods: The available online databases, including ISI Web of Science, Scopus, and PubMed, were searched systematically up to February 2022. The quality assessment of included studies was done using the Cochrane Collaboration's tool. Results: As a result, a total of 90 studies involving 2345 participants were included in the present study. The enrolled studies were conducted between 2010 and 2022. The subjects’ mean age ranged from 19 to 55.11 years old. Approaches using platelet rich plasma (PRP) provide a beneficial impact on hair regrowth. However, other cell-based therapies, including stem cell transplant, stem cell-derived conditioned medium, and stem cell-derived exosomes, revealed conflicting evidence. Conclusion: However, cell-based therapies for hair loss are still in their infancy, and more robust clinical studies are needed to better evaluate their mechanisms of action, efficacy, safety, benefits, and limitations. In this review, we provide the resources to the latest clinical studies and a more detailed description of the latest clinical studies concerning cell-based therapies in hair loss.

Keywords: cell-based therapy, exosome, hair restoration, systematic review

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Authors: Elif Aykin Dincer, Ozlem Kilic, Busra F. Bilgic, Mustafa Erbas

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Stale breads and rusk flour are used traditionally in meatballs produced in Turkey as a structure enhancer. This study researches the possibilities of using retrograded wheat flour in the meatball production and compares the physical and sensorial characteristics of these meatballs with stale bread (traditional) and rusk (commercial) used meatballs. The cooking loss of meatballs produced with using retrograded flour was similar to that of commercial meatballs. These meatballs have an advantage with respect to cooking loss compared to traditional meatballs. Doses of retrograded flour from 5% to 20% led to a significant decrease in cooking loss, from 21.95% to 6.19%, and in the diameter of meatballs, from 18.60% to 12.74%, but to an increase in the thickness of meatballs, from 28.82% to 41.39%, respectively, compared to the control (0%). The springiness of the traditional meatballs was significantly higher than that of the other meatballs. This might have been due to the bread crumbs having a naturally springy structure. Moreover, the addition of retrograded flour in the meatballs significantly (P<0.05) affected the hardness, springiness and cohesiveness of the meatballs with respect to textural properties. In conclusion, it is considered that the use of 10% retrograded flour is ideal to improve the sensorial values of meatballs and the properties of their structure.

Keywords: cooking loss, flour, hardness, meatball, sensorial characteristics

Procedia PDF Downloads 264

Authors: Chaiyakrit Raoupatham, Ram Hari Dhakal, Chalermchai Wanichlamlert

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This paper is aimed to introduce the solution of concrete slump recovery using chemical admixture type-F (superplasticizer, naphthalene base) to the practice, in order to solve unusable concrete problem due to concrete loss its slump, especially for those tropical countries that have faster slump loss rate. In the other hand, randomly adding superplasticizer into concrete can cause concrete to segregate. Therefore, this paper also develops the estimation model used to calculate amount of second dose of superplasticizer need for concrete slump recovery. Fresh properties of ordinary Portland cement concrete with volumetric ratio of paste to void between aggregate (paste content) of 1.1-1.3 with water-cement ratio zone of 0.30 to 0.67 and initial superplasticizer (naphthalene base) of 0.25%- 1.6% were tested for initial slump and slump loss for every 30 minutes for one and half hour by slump cone test. Those concretes with slump loss range from 10% to 90% were re-dosed and successfully recovered back to its initial slump. Slump after re-dosed was tested by slump cone test. From the result, it has been concluded that, slump loss was slower for those mix with high initial dose of superplasticizer due to addition of superplasticizer will disturb cement hydration. The required second dose of superplasticizer was affected by two major parameter, which were water-cement ratio and paste content, where lower water-cement ratio and paste content cause an increase in require second dose of superplasticizer. The amount of second dose of superplasticizer is higher as the solid content within the system is increase, solid can be either from cement particles or aggregate. The data was analyzed to form an equation use to estimate the amount of second dosage requirement of superplasticizer to recovery slump to its original.

Keywords: estimation model, second superplasticizer dosage, slump loss, slump recovery

Procedia PDF Downloads 179

Authors: Abdorreza Rabiee, Shahla Mohammad Hoseini Mirzaei

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The advantages of distributed generations (DGs) based on renewable energy sources (RESs) leads to high penetration level of DGs in distribution network. With incorporation of DGs in distribution systems, the system reliability and security, as well as voltage profile, is improved. However, the protection of such systems is still challenging. In this paper, at first, the related papers are reviewed and then a practical scheme is proposed for coordination of OCRs in distribution system with DGs. The coordination problem is formulated as a nonlinear programming (NLP) optimization problem with the object function of minimizing total operating time of OCRs. The proposed method is studied based on a simple test system. The optimization problem is solved by General Algebraic Modeling System (GAMS) to calculate the optimal time dial setting (TDS) and also pickup current setting of OCRs. The results show the effectiveness of the proposed method and its applicability.

Keywords: distributed generation, DG, distribution network, over current relay, OCR, protection coordination, pickup current, time dial setting, TDS

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Authors: O. Anan, D. Böhning, A. Maruotti

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The purpose of the study is to estimate the elusive target population size under a truncated count model that accounts for heterogeneity. The purposed estimator is based on the generalized Poisson distribution (GPD), which extends the Poisson distribution by adding a dispersion parameter. Thus, it becomes an useful model for capture-recapture data where concurrent events are not homogeneous. In addition, it can account for over-dispersion and under-dispersion. The ratios of neighboring frequency counts are used as a tool for investigating the validity of whether generalized Poisson or Poisson distribution. Since capture-recapture approaches do not provide the zero counts, the estimated parameters can be achieved by modifying the EM-algorithm technique for the zero-truncated generalized Poisson distribution. The properties and the comparative performance of proposed estimator were investigated through simulation studies. Furthermore, some empirical examples are represented insights on the behavior of the estimators.

Keywords: capture, recapture methods, ratio plot, heterogeneous population, zero-truncated count

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Authors: Danladi Ali

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In this paper, we measured GSM signal strength in the Dnepropetrovsk city in order to predict path loss in study area using nonlinear autoregressive neural network prediction and we also, used neural network clustering to determine average GSM signal strength receive at the study area. The nonlinear auto-regressive neural network predicted that the GSM signal is attenuated with the mean square error (MSE) of 2.6748dB, this attenuation value is used to modify the COST 231 Hata and the Okumura-Hata models. The neural network clustering revealed that -75dB to -95dB is received more frequently. This means that the signal strength received at the study is mostly weak signal

Keywords: one-dimensional multilevel wavelets, path loss, GSM signal strength, propagation, urban environment and model

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Authors: Luca Lezzerini

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Albania is suffering a continuous shrinking of its population and demographic distribution that faces all the problems connected with age increase. The paper examines the case of Gjirokastër, a city in the south of Albania that, despite having a UNESCO label as a world heritage site, is experimenting with the same shrinking phenomenon. The paper analyses in detail the current situation and propose an interdisciplinary approach based on smart technologies and sunset tourism to restart Gjirokastër’s economy and invert bad demographic trends. The proposed approach needs to review the current urban planning, reshaping and connecting some areas. It also proposes a smart city architecture to support this process.

Keywords: smart city, sunset tourism, shrinking city, Gjirokastër

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Authors: Yanyan Yu, Haiping Ding, Pengjun Chen, Yiou Sun

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Fault depth is an important parameter to be determined in ground motion simulation, and peak ground velocity (PGV) demonstrates good application prospect. Using numerical simulation method, the variations of distribution and peak value of near-fault PGV with different fault depth were studied in detail, and the reason of some phenomena were discussed. The simulation results show that the distribution characteristics of PGV of fault-parallel (FP) component and fault-normal (FN) component are distinctly different; the value of PGV FN component is much larger than that of FP component. With the increase of fault depth, the distribution region of the FN component strong PGV moves forward along the rupture direction, while the strong PGV zone of FP component becomes gradually far away from the fault trace along the direction perpendicular to the strike. However, no matter FN component or FP component, the strong PGV distribution area and its value are both quickly reduced with increased fault depth. The results above suggest that the fault depth have significant effect on both FN component and FP component of near-fault PGV.

Keywords: fault depth, near-fault, PGV, numerical simulation

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Authors: T. A. Adesiyan, J. A. Adekoya A. Akinlua, N. Torto

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One hundred and eighty six in situ soil samples of the B–horizon were collected around Gbongan–Odeyinka-Orileowu area, southwestern Nigeria, delineated by longitude 4°15l and 4°30l and latitude 7°14l and 7°31 for a reconnaissance geochemical soil survey. The objective was to determine the distribution pattern of some trace metals in the area with a view to discovering any indication of metallic mineralization. The samples were air–dried and sieved to obtain the minus 230 µ fractions which were used for pH determinations and subjected to hot aqua regia acid digestion. The solutions obtained were analyzed for Ag, As, Au, Cd, Co, Cr, Cu, Fe, Mn, Ni, Pb, Sn, and Zn using atomic absorption spectrometric methods. The resulting data were subjected to simple statistical treatment and used in preparing distribution maps of the elements. With these, the spatial distributions of the elements in the area were discussed. The pH of the soils range from 4.70 to 7.59 and this reflects the geochemical distribution patterns of trace metals in the area. The spatial distribution maps of the elements showed similarity in the distributions of Co, Cr, Fe, Ni, Mn and Pb. This suggests close associations between these elements none of which showed any significant anomaly in the study. The associations might be due to the scavenging actions of Fe–Mn oxides on the elements. Only Ag, Au and Sn on one hand and Zn on the other hand showed significant anomalies, which are thought to be due to mineralization and anthropogenic activities respectively.

Keywords: distribution, metals, Gbongan, Nigeria, mineralization anthropogenic

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Authors: Massoud Farag Abouklaish

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The main aim of the present study is to investigate and classify the particle size distribution of sandy soils in Libya. More than fifty soil samples collected from many regions in North, West and South of Libya. Laboratory sieve analysis tests performed on disturbed soil samples to determine grain size distribution. As well as to provide an indicator of general engineering behavior and good understanding, test results are presented and analysed. In addition, conclusions, recommendations are made.

Keywords: Libya, grain size, sandy soils, sieve analysis tests

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Authors: B. Kekezoglu, C. Kocatepe, O. Arikan, Y. Hacialiefendioglu, G. Ucar

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One of the significant problems of energy systems is to supply economic and efficient energy to consumers. Therefore studies has been continued to reduce technical losses in the network. In this paper, the technical losses analyzed for a portion of European side of Istanbul MV distribution network for different compensation scenarios by considering real system and load data and results are presented. Investigated system is modeled with CYME Power Engineering Software and optimal capacity placement has been proposed to minimize losses.

Keywords: distribution system, optimal capacitor placement, reactive power compensation, technical losses

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Authors: Seon Soon Choi

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It is necessary to predict a fatigue crack propagation life for estimation of structural integrity. Because of an uncertainty and a randomness of a structural behavior, it is also required to analyze stochastic characteristics of the fatigue crack propagation life at a specified fatigue crack size. The essential purpose of this study is to present the good probability distribution fit for the fatigue crack propagation life at a specified fatigue crack size in magnesium alloys under various fatigue load ratio conditions. To investigate a stochastic crack growth behavior, fatigue crack propagation experiments are performed in laboratory air under several conditions of fatigue load ratio using AZ31. By Anderson-Darling test, a goodness-of-fit test for probability distribution of the fatigue crack propagation life is performed and the good probability distribution fit for the fatigue crack propagation life is presented. The effect of load ratio on variability of fatigue crack propagation life is also investigated.

Keywords: fatigue crack propagation life, load ratio, magnesium alloys, probability distribution

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Authors: Fawwaz Eniola Fajingbesi, Nur Shahida Midia, Elsheikh M. A. Elsheikh, Siti Hajar Yusoff

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Empirical analysis of lightning related phenomena in real time is extremely dangerous due to the relatively high electric discharge involved. Hence, design and optimization of efficient grounding systems depending on real time empirical methods are impeded. Using numerical methods, the dynamics of complex systems could be modeled hence solved as sets of linear and non-linear systems . In this work, the induced current distribution as lightning strike traverses the soil have been numerically modeled in a 2D axial-symmetry and solved using finite element method (FEM) in COMSOL Multiphysics 5.2 AC/DC module. Stratified and non- stratified electrode system were considered in the solved model and soil conductivity (σ) varied between 10 – 58 mS/m. The result discussed therein were the electric field distribution, current distribution and soil ionization phenomena. It can be concluded that the electric field and current distribution is influenced by the injected electric potential and the non-linearity in soil conductivity. The result from numerical calculation also agrees with previously laboratory scale empirical results.

Keywords: current distribution, grounding systems, lightning discharge, numerical model, soil conductivity, soil ionization

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Authors: Silvia Faroni, Olivier Le Courtois, Krzysztof Ostaszewski

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While a lot of research concentrates on the merits of VaR and TCE, which are the two most classic risk indicators used by financial institutions, little has been written on explaining why regulators favor the choice of VaR or TCE in their set of rules. In this paper, we investigate the preferences of regulators with the aim of understanding why, for instance, a VaR with a given confidence level is ultimately retained. Further, this paper provides equivalence rules that explain how a given choice of VaR can be equivalent to a given choice of TCE. Then, we introduce a new risk indicator that extends TCE by providing a more versatile weighting of the constituents of probability distribution tails. All of our results are illustrated using the generalized Pareto distribution.

Keywords: generalized pareto distribution, generalized tail conditional expectation, regulator preferences, risk measure

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Authors: Riccardo Patriarca, Giulio Di Gravio, Francesco Costantino, Massimo Tronci

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An accurate inventory management policy acquires a crucial role in the several high-availability sectors. In these sectors, due to the high-cost of spares and backorders, an (S-1, S) replenishment policy is necessary for high-availability items. The policy enables the shipment of a substitute efficient item anytime the inventory size decreases by one. This policy can be modelled following the Multi-Echelon Technique for Recoverable Item Control (METRIC). The METRIC is a system-based technique that allows defining the optimum stock level in a multi-echelon network, adopting measures in line with the decision-maker’s perspective. The METRIC defines an availability-cost function with inventory costs and required service levels, using as inputs data about the demand trend, the supplying and maintenance characteristics of the network and the budget/availability constraints. The traditional METRIC relies on the hypothesis that a Poisson distribution well represents the demand distribution in case of items with a low failure rate. However, in this research, we will explore the effects of using a Poisson distribution to model the demand of low failure rate items characterized by an irregular demand trend. This characteristic of a demand is not included in the traditional METRIC formulation leading to the need of revising its traditional formulation. Using the CV (Coefficient of Variation) and ADI (Average inter-Demand Interval) classification, we will define the inherent flaws of Poisson-based METRIC for irregular demand items, defining an innovative ad hoc distribution which can better fit the irregular demands. This distribution will allow defining proper stock levels to reduce stocking and backorder costs due to the high irregularities in the demand trend. A case study in the aviation domain will clarify the benefits of this innovative METRIC approach.

Keywords: METRIC, inventory management, irregular demand, spare parts

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Authors: Yuzhi Cai

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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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Authors: S. Chami, J. Chauvin, T. Demarest, Stan Ng, M. Straus, W. Jahner

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Biometrics tools such as fingerprint and iris are widely used in industry to protect critical assets. However, their vulnerability and lack of robustness raise several worries about the protection of highly critical assets. Biometrics based on Electrocardiographic (ECG) signals is a robust identification tool. However, most of the state-of-the-art techniques have worked on clinical signals, which are of high quality and less noisy, extracted from wearable devices like a smartwatch. In this paper, we are presenting a complete machine learning pipeline that identifies people using ECG extracted from an off-person device. An off-person device is a wearable device that is not used in a medical context such as a smartwatch. In addition, one of the main challenges of ECG biometrics is the variability of the ECG of different persons and different situations. To solve this issue, we proposed two different approaches: per person classifier, and one-for-all classifier. The first approach suggests making binary classifier to distinguish one person from others. The second approach suggests a multi-classifier that distinguishes the selected set of individuals from non-selected individuals (others). The preliminary results, the binary classifier obtained a performance 90% in terms of accuracy within a balanced data. The second approach has reported a log loss of 0.05 as a multi-class score.

Keywords: biometrics, electrocardiographic, machine learning, signals processing

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Authors: Mahdy ‎Esmailian, Mahdi ‎Doostparast, Ahmad ‎Parsian

Abstract:

‎In this article‎, ‎sequential order statistics (SOS) censoring type II samples coming from the generalized Pareto distribution are considered‎. ‎Maximum likelihood (ML) estimators of the unknown parameters are derived on the basis of the available multiple SOS data‎. ‎Necessary conditions for existence and uniqueness of the derived ML estimates are given‎. Due to complexity in the proposed likelihood function‎, ‎a useful re-parametrization is suggested‎. ‎For illustrative purposes‎, ‎a Monte Carlo simulation study is conducted and an illustrative example is analysed‎.

Keywords: bayesian estimation‎, generalized pareto distribution‎, ‎maximum likelihood estimation‎, sequential order statistics

Procedia PDF Downloads 478

Authors: Soojin Kim, Jiwon Yang, Sungzoon Cho

Abstract:

As a seasonal product is only in demand for a short time, inventory management is critical to profits. Both markdowns and stockouts decrease the return on perishable products; therefore, researchers have been interested in the distribution of seasonal products with the aim of maximizing profits. In this study, we propose a data-driven seasonal product sales pattern analysis method for individual retail outlets based on observed sales data clustering; the proposed method helps in determining distribution strategies.

Keywords: clustering, distribution, sales pattern, seasonal product

Procedia PDF Downloads 572