Search results for: propagation models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7140

Search results for: propagation models

6720 Geographic Information System for District Level Energy Performance Simulations

Authors: Avichal Malhotra, Jerome Frisch, Christoph van Treeck

Abstract:

The utilization of semantic, cadastral and topological data from geographic information systems (GIS) has exponentially increased for building and urban-scale energy performance simulations. Urban planners, simulation scientists, and researchers use virtual 3D city models for energy analysis, algorithms and simulation tools. For dynamic energy simulations at city and district level, this paper provides an overview of the available GIS data models and their levels of detail. Adhering to different norms and standards, these models also intend to describe building and construction industry data. For further investigations, CityGML data models are considered for simulations. Though geographical information modelling has considerably many different implementations, extensions of virtual city data can also be made for domain specific applications. Highlighting the use of the extended CityGML models for energy researches, a brief introduction to the Energy Application Domain Extension (ADE) along with its significance is made. Consequently, addressing specific input simulation data, a workflow using Modelica underlining the usage of GIS information and the quantification of its significance over annual heating energy demand is presented in this paper.

Keywords: CityGML, EnergyADE, energy performance simulation, GIS

Procedia PDF Downloads 147
6719 Talent-to-Vec: Using Network Graphs to Validate Models with Data Sparsity

Authors: Shaan Khosla, Jon Krohn

Abstract:

In a recruiting context, machine learning models are valuable for recommendations: to predict the best candidates for a vacancy, to match the best vacancies for a candidate, and compile a set of similar candidates for any given candidate. While useful to create these models, validating their accuracy in a recommendation context is difficult due to a sparsity of data. In this report, we use network graph data to generate useful representations for candidates and vacancies. We use candidates and vacancies as network nodes and designate a bi-directional link between them based on the candidate interviewing for the vacancy. After using node2vec, the embeddings are used to construct a validation dataset with a ranked order, which will help validate new recommender systems.

Keywords: AI, machine learning, NLP, recruiting

Procedia PDF Downloads 63
6718 Bridging the Gap between Different Interfaces for Business Process Modeling

Authors: Katalina Grigorova, Kaloyan Mironov

Abstract:

The paper focuses on the benefits of business process modeling. Although this discipline is developing for many years, there is still necessity of creating new opportunities to meet the ever-increasing users’ needs. Because one of these needs is related to the conversion of business process models from one standard to another, the authors have developed a converter between BPMN and EPC standards using workflow patterns as intermediate tool. Nowadays there are too many systems for business process modeling. The variety of output formats is almost the same as the systems themselves. This diversity additionally hampers the conversion of the models. The presented study is aimed at discussing problems due to differences in the output formats of various modeling environments.

Keywords: business process modeling, business process modeling standards, workflow patterns, converting models

Procedia PDF Downloads 561
6717 Simulation of Mid Infrared Supercontinuum Generation in Silicon Germanium Photonic Waveguides for Gas Spectroscopy

Authors: Proficiency Munsaka, Peter Baricholo, Erich Rohwer

Abstract:

Pulse evolutions along the 5 cm long, 6.0 ×4.2 μm² cross-section silicon germanium (SiGe) photonic waveguides were simulated and compared with experiments. Simulations were carried out by solving a generalized nonlinear Schrodinger equation (GNLSE) for an optical pulse evolution along the length of the SiGe photonic waveguides by the split-step Fourier method (SSFM). The solution obtained from the SSFM gave the pulse envelope in both time and spectral domain calculated at each distance step along the propagation direction. The SiGe photonic waveguides were pumped in an anomalous group velocity dispersion (GVD) regime using a 4.7 μm, 210 fs femtosecond laser to produce a significant supercontinuum (SC). The simulated propagation of ultrafast pulse along the SiGe photonic waveguides produced an SC covering the atmospheric window (2.5-8.5 μm) containing the molecular fingerprints for important gases. Thus, the mid-infrared supercontinuum generation in SiGe photonic waveguides system can be commercialized for gas spectroscopy for detecting gases that include CO₂, CH₄, H₂O, SO₂, SO₃, NO₂, H₂S, CO, and NO at trace level using absorption spectroscopy technique. The simulated profile evolutions are spectrally and temporally similar to those obtained by other researchers. Obtained evolution profiles are characterized by pulse compression, Soliton fission, dispersive wave generation, stimulated Raman Scattering, and Four Wave mixing.

Keywords: silicon germanium photonic waveguide, supercontinuum generation, spectroscopy, mid infrared

Procedia PDF Downloads 104
6716 Hybrid Project Management Model Based on Lean and Agile Approach

Authors: Fatima-Zahra Eddoug, Jamal Benhra, Rajaa Benabbou

Abstract:

Several project management models exist in the literature and the most used ones are the hybrids for their multiple advantages. Our objective in this paper is to analyze the existing models, which are based on the Lean and Agile approaches and to propose a novel framework with the convenient tools that will allow efficient management of a general project. To create the desired framework, we were based essentially on 7 existing models. Only the Scrum tool among the agile tools was identified by several authors to be appropriate for project management. In contrast, multiple lean tools were proposed in different phases of the project.

Keywords: agility, hybrid project management, lean, scrum

Procedia PDF Downloads 113
6715 Pulsed Laser Single Event Transients in 0.18 μM Partially-Depleted Silicon-On-Insulator Device

Authors: MeiBo, ZhaoXing, LuoLei, YuQingkui, TangMin, HanZhengsheng

Abstract:

The Single Event Transients (SETs) were investigated on 0.18μm PDSOI transistors and 100 series CMOS inverter chain using pulse laser. The effect of different laser energy and device bias for waveform on SET was characterized experimentally, as well as the generation and propagation of SET in inverter chain. In this paper, the effects of struck transistors type and struck locations on SETs were investigated. The results showed that when irradiate NMOSFETs from 100th to 2nd stages, the SET pulse width measured at the output terminal increased from 287.4 ps to 472.9 ps; and when irradiate PMOSFETs from 99th to 1st stages, the SET pulse width increased from 287.4 ps to 472.9 ps. When struck locations were close to the output of the chain, the SET pulse was narrow; however, when struck nodes were close to the input, the SET pulse was broadening. SET pulses were progressively broadened up when propagating along inverter chains. The SET pulse broadening is independent of the type of struck transistors. Through analysis, history effect induced threshold voltage hysteresis in PDSOI is the reason of pulse broadening. The positive pulse observed by oscilloscope, contrary to the expected results, is because of charging and discharging of capacitor.

Keywords: single event transients, pulse laser, partially-depleted silicon-on-insulator, propagation-induced pulse broadening effect

Procedia PDF Downloads 389
6714 Keying Effect During Fracture of Stainless Steel

Authors: Farej Ahmed Emhmmed

Abstract:

Fracture of duplex stainless steels (DSS) was investigated in air and in 3.5 wt % NaCl solution. Tow sets of fatigued specimens were heat treated at 475ºC for different times and pulled to failure either in air or after kept in 3.5% NaCl with polarization of -900 mV/ SCE. Fracture took place in general by ferrite cleavage and austenite ductile fracture in transgranular mode. Specimens measured stiffness (Ms) was affected by the aging time, with higher values measured for specimens aged for longer times. Microstructural features played a role in "blocking" the crack propagation process leading to lower the CTOD values specially for specimens aged for short times. Unbroken ligaments/ austenite were observed at the crack wake. These features may exerted a bridging stress, blocking effect, at the crack tip giving resistance to the crack propagation process i.e the crack mouth opening was reduced. Higher stress intensity factor Kıc values were observed with increased amounts of crack growth suggesting longer zone of unbroken ligaments in the crack wake. The bridging zone was typically several mm in length. Attempt to model the bridge stress was suggested to understand the role of ligaments/unbroken austenite in increasing the fracture toughness factor.

Keywords: stainless steels, fracture toughness, crack keying effect, ligaments

Procedia PDF Downloads 339
6713 Multiple Linear Regression for Rapid Estimation of Subsurface Resistivity from Apparent Resistivity Measurements

Authors: Sabiu Bala Muhammad, Rosli Saad

Abstract:

Multiple linear regression (MLR) models for fast estimation of true subsurface resistivity from apparent resistivity field measurements are developed and assessed in this study. The parameters investigated were apparent resistivity (ρₐ), horizontal location (X) and depth (Z) of measurement as the independent variables; and true resistivity (ρₜ) as the dependent variable. To achieve linearity in both resistivity variables, datasets were first transformed into logarithmic domain following diagnostic checks of normality of the dependent variable and heteroscedasticity to ensure accurate models. Four MLR models were developed based on hierarchical combination of the independent variables. The generated MLR coefficients were applied to another data set to estimate ρₜ values for validation. Contours of the estimated ρₜ values were plotted and compared to the observed data plots at the colour scale and blanking for visual assessment. The accuracy of the models was assessed using coefficient of determination (R²), standard error (SE) and weighted mean absolute percentage error (wMAPE). It is concluded that the MLR models can estimate ρₜ for with high level of accuracy.

Keywords: apparent resistivity, depth, horizontal location, multiple linear regression, true resistivity

Procedia PDF Downloads 249
6712 Evaluation of Newly Synthesized Steroid Derivatives Using In silico Molecular Descriptors and Chemometric Techniques

Authors: Milica Ž. Karadžić, Lidija R. Jevrić, Sanja Podunavac-Kuzmanović, Strahinja Z. Kovačević, Anamarija I. Mandić, Katarina Penov-Gaši, Andrea R. Nikolić, Aleksandar M. Oklješa

Abstract:

This study considered selection of the in silico molecular descriptors and the models for newly synthesized steroid derivatives description and their characterization using chemometric techniques. Multiple linear regression (MLR) models were established and gave the best molecular descriptors for quantitative structure-retention relationship (QSRR) modeling of the retention of the investigated molecules. MLR models were without multicollinearity among the selected molecular descriptors according to the variance inflation factor (VIF) values. Used molecular descriptors were ranked using generalized pair correlation method (GPCM). In this method, the significant difference between independent variables can be noticed regardless almost equal correlation between dependent variable. Generated MLR models were statistically and cross-validated and the best models were kept. Models were ranked using sum of ranking differences (SRD) method. According to this method, the most consistent QSRR model can be found and similarity or dissimilarity between the models could be noticed. In this study, SRD was performed using average values of experimentally observed data as a golden standard. Chemometric analysis was conducted in order to characterize newly synthesized steroid derivatives for further investigation regarding their potential biological activity and further synthesis. This article is based upon work from COST Action (CM1105), supported by COST (European Cooperation in Science and Technology).

Keywords: generalized pair correlation method, molecular descriptors, regression analysis, steroids, sum of ranking differences

Procedia PDF Downloads 324
6711 Analytical Modelling of Surface Roughness during Compacted Graphite Iron Milling Using Ceramic Inserts

Authors: Ş. Karabulut, A. Güllü, A. Güldaş, R. Gürbüz

Abstract:

This study investigates the effects of the lead angle and chip thickness variation on surface roughness during the machining of compacted graphite iron using ceramic cutting tools under dry cutting conditions. Analytical models were developed for predicting the surface roughness values of the specimens after the face milling process. Experimental data was collected and imported to the artificial neural network model. A multilayer perceptron model was used with the back propagation algorithm employing the input parameters of lead angle, cutting speed and feed rate in connection with chip thickness. Furthermore, analysis of variance was employed to determine the effects of the cutting parameters on surface roughness. Artificial neural network and regression analysis were used to predict surface roughness. The values thus predicted were compared with the collected experimental data, and the corresponding percentage error was computed. Analysis results revealed that the lead angle is the dominant factor affecting surface roughness. Experimental results indicated an improvement in the surface roughness value with decreasing lead angle value from 88° to 45°.

Keywords: CGI, milling, surface roughness, ANN, regression, modeling, analysis

Procedia PDF Downloads 429
6710 Estimating Lost Digital Video Frames Using Unidirectional and Bidirectional Estimation Based on Autoregressive Time Model

Authors: Navid Daryasafar, Nima Farshidfar

Abstract:

In this article, we make attempt to hide error in video with an emphasis on the time-wise use of autoregressive (AR) models. To resolve this problem, we assume that all information in one or more video frames is lost. Then, lost frames are estimated using analogous Pixels time information in successive frames. Accordingly, after presenting autoregressive models and how they are applied to estimate lost frames, two general methods are presented for using these models. The first method which is the same standard method of autoregressive models estimates lost frame in unidirectional form. Usually, in such condition, previous frames information is used for estimating lost frame. Yet, in the second method, information from the previous and next frames is used for estimating the lost frame. As a result, this method is known as bidirectional estimation. Then, carrying out a series of tests, performance of each method is assessed in different modes. And, results are compared.

Keywords: error steganography, unidirectional estimation, bidirectional estimation, AR linear estimation

Procedia PDF Downloads 510
6709 Validating Condition-Based Maintenance Algorithms through Simulation

Authors: Marcel Chevalier, Léo Dupont, Sylvain Marié, Frédérique Roffet, Elena Stolyarova, William Templier, Costin Vasile

Abstract:

Industrial end-users are currently facing an increasing need to reduce the risk of unexpected failures and optimize their maintenance. This calls for both short-term analysis and long-term ageing anticipation. At Schneider Electric, we tackle those two issues using both machine learning and first principles models. Machine learning models are incrementally trained from normal data to predict expected values and detect statistically significant short-term deviations. Ageing models are constructed by breaking down physical systems into sub-assemblies, then determining relevant degradation modes and associating each one to the right kinetic law. Validating such anomaly detection and maintenance models is challenging, both because actual incident and ageing data are rare and distorted by human interventions, and incremental learning depends on human feedback. To overcome these difficulties, we propose to simulate physics, systems, and humans -including asset maintenance operations- in order to validate the overall approaches in accelerated time and possibly choose between algorithmic alternatives.

Keywords: degradation models, ageing, anomaly detection, soft sensor, incremental learning

Procedia PDF Downloads 101
6708 Learning Predictive Models for Efficient Energy Management of Exhibition Hall

Authors: Jeongmin Kim, Eunju Lee, Kwang Ryel Ryu

Abstract:

This paper addresses the problem of predictive control for energy management of large-scaled exhibition halls, where a lot of energy is consumed to maintain internal atmosphere under certain required conditions. Predictive control achieves better energy efficiency by optimizing the operation of air-conditioning facilities with not only the current but also some future status taken into account. In this paper, we propose to use predictive models learned from past sensor data of hall environment, for use in optimizing the operating plan for the air-conditioning facilities by simulating future environmental change. We have implemented an emulator of an exhibition hall by using EnergyPlus, a widely used building energy emulation tool, to collect data for learning environment-change models. Experimental results show that the learned models predict future change highly accurately on a short-term basis.

Keywords: predictive control, energy management, machine learning, optimization

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6707 Empirical Roughness Progression Models of Heavy Duty Rural Pavements

Authors: Nahla H. Alaswadko, Rayya A. Hassan, Bayar N. Mohammed

Abstract:

Empirical deterministic models have been developed to predict roughness progression of heavy duty spray sealed pavements for a dataset representing rural arterial roads. The dataset provides a good representation of the relevant network and covers a wide range of operating and environmental conditions. A sample with a large size of historical time series data for many pavement sections has been collected and prepared for use in multilevel regression analysis. The modelling parameters include road roughness as performance parameter and traffic loading, time, initial pavement strength, reactivity level of subgrade soil, climate condition, and condition of drainage system as predictor parameters. The purpose of this paper is to report the approaches adopted for models development and validation. The study presents multilevel models that can account for the correlation among time series data of the same section and to capture the effect of unobserved variables. Study results show that the models fit the data very well. The contribution and significance of relevant influencing factors in predicting roughness progression are presented and explained. The paper concludes that the analysis approach used for developing the models confirmed their accuracy and reliability by well-fitting to the validation data.

Keywords: roughness progression, empirical model, pavement performance, heavy duty pavement

Procedia PDF Downloads 149
6706 Experimental Investigation on the Mechanical Behaviour of Three-Leaf Masonry Walls under In-Plane Loading

Authors: Osama Amer, Yaser Abdel-Aty, Mohamed Abd El Hady

Abstract:

The present paper illustrates an experimental approach to provide understanding of the mechanical behavior and failure mechanisms of different typologies of unreinforced three-leaf masonry walls of historical Islamic architectural heritage in Egypt. The main objective of this study is to investigate the propagation of possible cracking, ultimate load, deformations and failure mechanisms. Experimental data on interface-shear and compression tests on large scale three-leaf masonry wallets are provided. The wallets were built basically of Egyptian limestone and modified lime mortar. External wallets were built of stone blocks while the inner leaf was built of rubble limestone. Different loading conditions and dimensions of core layer for two types of collar joints (with and without shear keys) are considered in the tests. Mechanical properties of the constituent materials of masonry were tested and a database of characteristic properties was created. The results of the experiments will highlight the properties, force-displacement curves, stress distribution of multiple-leaf masonry walls contributing to the derivation of rational design rules and validation of numerical models.

Keywords: masonry, three-leaf walls, mechanical behavior, testing, architectural heritage

Procedia PDF Downloads 264
6705 Wind Power Forecast Error Simulation Model

Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

Abstract:

One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.

Keywords: wind power, uncertainty, stochastic process, Monte Carlo simulation

Procedia PDF Downloads 459
6704 A Comparative Study of Regional Climate Models and Global Coupled Models over Uttarakhand

Authors: Sudip Kumar Kundu, Charu Singh

Abstract:

As a great physiographic divide, the Himalayas affecting a large system of water and air circulation which helps to determine the climatic condition in the Indian subcontinent to the south and mid-Asian highlands to the north. It creates obstacles by defending chill continental air from north side into India in winter and also defends rain-bearing southwesterly monsoon to give up maximum precipitation in that area in monsoon season. Nowadays extreme weather conditions such as heavy precipitation, cloudburst, flash flood, landslide and extreme avalanches are the regular happening incidents in the region of North Western Himalayan (NWH). The present study has been planned to investigate the suitable model(s) to find out the rainfall pattern over that region. For this investigation, selected models from Coordinated Regional Climate Downscaling Experiment (CORDEX) and Coupled Model Intercomparison Project Phase 5 (CMIP5) has been utilized in a consistent framework for the period of 1976 to 2000 (historical). The ability of these driving models from CORDEX domain and CMIP5 has been examined according to their capability of the spatial distribution as well as time series plot of rainfall over NWH in the rainy season and compared with the ground-based Indian Meteorological Department (IMD) gridded rainfall data set. It is noted from the analysis that the models like MIROC5 and MPI-ESM-LR from the both CORDEX and CMIP5 provide the best spatial distribution of rainfall over NWH region. But the driving models from CORDEX underestimates the daily rainfall amount as compared to CMIP5 driving models as it is unable to capture daily rainfall data properly when it has been plotted for time series (TS) individually for the state of Uttarakhand (UK) and Himachal Pradesh (HP). So finally it can be said that the driving models from CMIP5 are better than CORDEX domain models to investigate the rainfall pattern over NWH region.

Keywords: global warming, rainfall, CMIP5, CORDEX, NWH

Procedia PDF Downloads 148
6703 Electro-Hydrodynamic Effects Due to Plasma Bullet Propagation

Authors: Panagiotis Svarnas, Polykarpos Papadopoulos

Abstract:

Atmospheric-pressure cold plasmas continue to gain increasing interest for various applications due to their unique properties, like cost-efficient production, high chemical reactivity, low gas temperature, adaptability, etc. Numerous designs have been proposed for these plasmas production in terms of electrode configuration, driving voltage waveform and working gas(es). However, in order to exploit most of the advantages of these systems, the majority of the designs are based on dielectric-barrier discharges (DBDs) either in filamentary or glow regimes. A special category of the DBD-based atmospheric-pressure cold plasmas refers to the so-called plasma jets, where a carrier noble gas is guided by the dielectric barrier (usually a hollow cylinder) and left to flow up to the atmospheric air where a complicated hydrodynamic interplay takes place. Although it is now well established that these plasmas are generated due to ionizing waves reminding in many ways streamer propagation, they exhibit discrete characteristics which are better mirrored on the terms 'guided streamers' or 'plasma bullets'. These 'bullets' travel with supersonic velocities both inside the dielectric barrier and the channel formed by the noble gas during its penetration into the air. The present work is devoted to the interpretation of the electro-hydrodynamic effects that take place downstream of the dielectric barrier opening, i.e., in the noble gas-air mixing area where plasma bullet propagate under the influence of local electric fields in regions of variable noble gas concentration. Herein, we focus on the role of the local space charge and the residual ionic charge left behind after the bullet propagation in the gas flow field modification. The study communicates both experimental and numerical results, coupled in a comprehensive manner. The plasma bullets are here produced by a custom device having a quartz tube as a dielectric barrier and two external ring-type electrodes driven by sinusoidal high voltage at 10 kHz. Helium gas is fed to the tube and schlieren photography is employed for mapping the flow field downstream of the tube orifice. Mixture mass conservation equation, momentum conservation equation, energy conservation equation in terms of temperature and helium transfer equation are simultaneously solved, leading to the physical mechanisms that govern the experimental results. Namely, we deal with electro-hydrodynamic effects mainly due to momentum transfer from atomic ions to neutrals. The atomic ions are left behind as residual charge after the bullet propagation and gain energy from the locally created electric field. The electro-hydrodynamic force is eventually evaluated.

Keywords: atmospheric-pressure plasmas, dielectric-barrier discharges, schlieren photography, electro-hydrodynamic force

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6702 Predicting Options Prices Using Machine Learning

Authors: Krishang Surapaneni

Abstract:

The goal of this project is to determine how to predict important aspects of options, including the ask price. We want to compare different machine learning models to learn the best model and the best hyperparameters for that model for this purpose and data set. Option pricing is a relatively new field, and it can be very complicated and intimidating, especially to inexperienced people, so we want to create a machine learning model that can predict important aspects of an option stock, which can aid in future research. We tested multiple different models and experimented with hyperparameter tuning, trying to find some of the best parameters for a machine-learning model. We tested three different models: a Random Forest Regressor, a linear regressor, and an MLP (multi-layer perceptron) regressor. The most important feature in this experiment is the ask price; this is what we were trying to predict. In the field of stock pricing prediction, there is a large potential for error, so we are unable to determine the accuracy of the models based on if they predict the pricing perfectly. Due to this factor, we determined the accuracy of the model by finding the average percentage difference between the predicted and actual values. We tested the accuracy of the machine learning models by comparing the actual results in the testing data and the predictions made by the models. The linear regression model performed worst, with an average percentage error of 17.46%. The MLP regressor had an average percentage error of 11.45%, and the random forest regressor had an average percentage error of 7.42%

Keywords: finance, linear regression model, machine learning model, neural network, stock price

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6701 Simulation Study of Enhanced Terahertz Radiation Generation by Two-Color Laser Plasma Interaction

Authors: Nirmal Kumar Verma, Pallavi Jha

Abstract:

Terahertz (THz) radiation generation by propagation of two-color laser pulses in plasma is an active area of research due to its potential applications in various areas, including security screening, material characterization and spectroscopic techniques. Due to non ionizing nature and the ability to penetrate several millimeters, THz radiation is suitable for diagnosis of cancerous cells. Traditional THz emitters like optically active crystals when irradiated with high power laser radiation, are subject to material breakdown and hence low conversion efficiencies. This problem is not encountered in laser - plasma based THz radiation sources. The present paper is devoted to the simulation study of the enhanced THz radiation generation by propagation of two-color, linearly polarized laser pulses through magnetized plasma. The two laser pulses orthogonally polarized are co-propagating along the same direction. The direction of the external magnetic field is such that one of the two laser pulses propagates in the ordinary mode, while the other pulse propagates in the extraordinary mode through homogeneous plasma. A transverse electromagnetic wave with frequency in the THz range is generated due to the presence of the static magnetic field. It is observed that larger amplitude terahertz can be generated by mixing of ordinary and extraordinary modes of two-color laser pulses as compared with a single laser pulse propagating in the extraordinary mode.

Keywords: two-color laser pulses, terahertz radiation, magnetized plasma, ordinary and extraordinary mode

Procedia PDF Downloads 280
6700 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula

Procedia PDF Downloads 113
6699 The Hyperbolic Smoothing Approach for Automatic Calibration of Rainfall-Runoff Models

Authors: Adilson Elias Xavier, Otto Corrêa Rotunno Filho, Paulo Canedo De Magalhães

Abstract:

This paper addresses the issue of automatic parameter estimation in conceptual rainfall-runoff (CRR) models. Due to threshold structures commonly occurring in CRR models, the associated mathematical optimization problems have the significant characteristic of being strongly non-differentiable. In order to face this enormous task, the resolution method proposed adopts a smoothing strategy using a special C∞ differentiable class function. The final estimation solution is obtained by solving a sequence of differentiable subproblems which gradually approach the original conceptual problem. The use of this technique, called Hyperbolic Smoothing Method (HSM), makes possible the application of the most powerful minimization algorithms, and also allows for the main difficulties presented by the original CRR problem to be overcome. A set of computational experiments is presented for the purpose of illustrating both the reliability and the efficiency of the proposed approach.

Keywords: rainfall-runoff models, automatic calibration, hyperbolic smoothing method

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6698 Developing Location-allocation Models in the Three Echelon Supply Chain

Authors: Mehdi Seifbarghy, Zahra Mansouri

Abstract:

In this paper a few location-allocation models are developed in a multi-echelon supply chain including suppliers, manufacturers, distributors and retailers. The objectives are maximizing demand coverage, minimizing the total distance of distributors from suppliers, minimizing some facility establishment costs and minimizing the environmental effects. Since nature of the given models is multi-objective, we suggest a number of goal-based solution techniques such L-P metric, goal programming, multi-choice goal programming and goal attainment in order to solve the problems.

Keywords: location, multi-echelon supply chain, covering, goal programming

Procedia PDF Downloads 538
6697 A Machine Learning Model for Dynamic Prediction of Chronic Kidney Disease Risk Using Laboratory Data, Non-Laboratory Data, and Metabolic Indices

Authors: Amadou Wurry Jallow, Adama N. S. Bah, Karamo Bah, Shih-Ye Wang, Kuo-Chung Chu, Chien-Yeh Hsu

Abstract:

Chronic kidney disease (CKD) is a major public health challenge with high prevalence, rising incidence, and serious adverse consequences. Developing effective risk prediction models is a cost-effective approach to predicting and preventing complications of chronic kidney disease (CKD). This study aimed to develop an accurate machine learning model that can dynamically identify individuals at risk of CKD using various kinds of diagnostic data, with or without laboratory data, at different follow-up points. Creatinine is a key component used to predict CKD. These models will enable affordable and effective screening for CKD even with incomplete patient data, such as the absence of creatinine testing. This retrospective cohort study included data on 19,429 adults provided by a private research institute and screening laboratory in Taiwan, gathered between 2001 and 2015. Univariate Cox proportional hazard regression analyses were performed to determine the variables with high prognostic values for predicting CKD. We then identified interacting variables and grouped them according to diagnostic data categories. Our models used three types of data gathered at three points in time: non-laboratory, laboratory, and metabolic indices data. Next, we used subgroups of variables within each category to train two machine learning models (Random Forest and XGBoost). Our machine learning models can dynamically discriminate individuals at risk for developing CKD. All the models performed well using all three kinds of data, with or without laboratory data. Using only non-laboratory-based data (such as age, sex, body mass index (BMI), and waist circumference), both models predict chronic kidney disease as accurately as models using laboratory and metabolic indices data. Our machine learning models have demonstrated the use of different categories of diagnostic data for CKD prediction, with or without laboratory data. The machine learning models are simple to use and flexible because they work even with incomplete data and can be applied in any clinical setting, including settings where laboratory data is difficult to obtain.

Keywords: chronic kidney disease, glomerular filtration rate, creatinine, novel metabolic indices, machine learning, risk prediction

Procedia PDF Downloads 79
6696 Intensive Use of Software in Teaching and Learning Calculus

Authors: Nodelman V.

Abstract:

Despite serious difficulties in the assimilation of the conceptual system of Calculus, software in the educational process is used only occasionally, and even then, mainly for illustration purposes. The following are a few reasons: The non-trivial nature of the studied material, Lack of skills in working with software, Fear of losing time working with software, The variety of the software itself, the corresponding interface, syntax, and the methods of working with the software, The need to find suitable models, and familiarize yourself with working with them, Incomplete compatibility of the found models with the content and teaching methods of the studied material. This paper proposes an active use of the developed non-commercial software VusuMatica, which allows removing these restrictions through Broad support for the studied mathematical material (and not only Calculus). As a result - no need to select the right software, Emphasizing the unity of mathematics, its intrasubject and interdisciplinary relations, User-friendly interface, Absence of special syntax in defining mathematical objects, Ease of building models of the studied material and manipulating them, Unlimited flexibility of models thanks to the ability to redefine objects, which allows exploring objects characteristics, and considering examples and counterexamples of the concepts under study. The construction of models is based on an original approach to the analysis of the structure of the studied concepts. Thanks to the ease of construction, students are able not only to use ready-made models but also to create them on their own and explore the material studied with their help. The presentation includes examples of using VusuMatica in studying the concepts of limit and continuity of a function, its derivative, and integral.

Keywords: counterexamples, limitations and requirements, software, teaching and learning calculus, user-friendly interface and syntax

Procedia PDF Downloads 58
6695 Nanoparticles on Biological Biomarquers Models: Paramecium Tetraurelia and Helix aspersa

Authors: H. Djebar, L. Khene, M. Boucenna, M. R. Djebar, M. N. Khebbeb, M. Djekoun

Abstract:

Currently in toxicology, use of alternative models permits to understand the mechanisms of toxicity at different levels of cells. Objectives of our research concern the determination of NPs ZnO, TiO2, AlO2, and FeO2 effect on ciliate protist freshwater Paramecium sp and Helix aspersa. The result obtained show that NPs increased antioxidative enzyme activity like catalase, glutathione –S-transferase and level GSH. Also, cells treated with high concentrations of NPs showed a high level of MDA. In conclusion, observations from growth and enzymatic parameters suggest on one hand that treatment with NPs provokes an oxidative stress and on the other that snale and paramecium are excellent alternatives models for ecotoxicological studies.

Keywords: NPs, GST, catalase, GSH, MDA, toxicity, snale and paramecium

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6694 Implementation of Cord- Blood Derived Stem Cells in the Regeneration of Two Experimental Models: Carbon Tetrachloride and S. Mansoni Induced Liver Fibrosis

Authors: Manal M. Kame, Zeinab A. Demerdash, Hanan G. El-Baz, Salwa M. Hassan, Faten M. Salah, Wafaa Mansour, Olfat Hammam

Abstract:

Cord blood (CB) derived Unrestricted Somatic Stem Cells (USSCs) with their multipotentiality hold great promise in liver regeneration. This work aims at evaluation of the therapeutic potentiality of USSCs in two experimental models of chronic liver injury induced either by S. mansoni infection in balb/c mice or CCL4 injection in hamsters. Isolation, propagation, and characterization of USSCs from CB samples were performed. USSCs were induced to differentiate into osteoblasts, adipocytes and hepatocyte-like cells. Cells of the third passage were transplanted in two models of liver fibrosis: (1) Twenty hamsters were induced to liver fibrosis by repeated i. p. injection of 100 μl CCl4 /hamster for 8 weeks. This model was designed as; 10 hamsters with liver fibrosis and treated with i.h. injection of 3x106 USSCs (USSCs transplanted group), 10 hamsters with liver fibrosis (pathological control group), and 10 hamsters with healthy livers (normal control group). (2) Murine chronics S.mansoni model: twenty mice were induced to liver fibrosis with S. mansoni ceracariae (60 cercariae/ mouse) using the tail immersion method and left for 12 weeks. This model was designed as; 10 mice with liver fibrosis were transplanted with i. v. injection of 1×106 USCCs (USSCs transplanted group). Other 2 groups were designed as in hamsters model. Animals were sacrificed 12 weeks after USSCs transplantation, and their liver sections were examined for detection of human hepatocyte-like cells by immunohistochemistry staining. Moreover, liver sections were examined for fibrosis level, and fibrotic indices were calculated. Sera of sacrificed animals were tested for liver functions. CB USSCs, with fibroblast-like morphology, expressed high levels of CD44, CD90, CD73 and CD105 and were negative for CD34, CD45, and HLA-DR. USSCs showed high expression of transcripts for Oct4 and Sox2 and were in vitro differentiated into osteoblasts, adipocytes. In both animal models, in vitro induced hepatocyte-like cells were confirmed by cytoplasmic expression of glycogen, alpha-fetoprotein, and cytokeratin18. Livers of USSCs transplanted group showed engraftment with human hepatocyte-like cells as proved by cytoplasmic expression of human alpha-fetoprotein, cytokeratin18, and OV6. In addition, livers of this group showed less fibrosis than the pathological control group. Liver functions in the form of serum AST & ALT level and serum total bilirubin level were significantly lowered in USSCs transplanted group than pathological control group (p < 0.001). Moreover, the fibrotic index was significantly lower (p< 0.001) in USSCs transplanted group than pathological control group. In addition liver sections, of i. v. injection of 1×106 USCCs of mice, stained with either H&E or sirius red showed diminished granuloma size and a relative decrease in hepatic fibrosis. Our experimental liver fibrosis models transplanted with CB-USSCs showed liver engraftment with human hepatocyte-like cells as well as signs of liver regeneration in the form of improvement in liver function assays and fibrosis level. These data provide hope that human CB- derived USSCs are introduced as multipotent stem cells with great potentiality in regenerative medicine & strengthens the concept of cellular therapy for the treatment of liver fibrosis.

Keywords: cord blood, liver fibrosis, stem cells, transplantation

Procedia PDF Downloads 285
6693 A Novel Algorithm for Parsing IFC Models

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

Abstract:

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

Keywords: BIM, CAD, IFC, MVD

Procedia PDF Downloads 273
6692 Forecasting Performance Comparison of Autoregressive Fractional Integrated Moving Average and Jordan Recurrent Neural Network Models on the Turbidity of Stream Flows

Authors: Daniel Fulus Fom, Gau Patrick Damulak

Abstract:

In this study, the Autoregressive Fractional Integrated Moving Average (ARFIMA) and Jordan Recurrent Neural Network (JRNN) models were employed to model the forecasting performance of the daily turbidity flow of White Clay Creek (WCC). The two methods were applied to the log difference series of the daily turbidity flow series of WCC. The measurements of error employed to investigate the forecasting performance of the ARFIMA and JRNN models are the Root Mean Square Error (RMSE) and the Mean Absolute Error (MAE). The outcome of the investigation revealed that the forecasting performance of the JRNN technique is better than the forecasting performance of the ARFIMA technique in the mean square error sense. The results of the ARFIMA and JRNN models were obtained by the simulation of the models using MATLAB version 8.03. The significance of using the log difference series rather than the difference series is that the log difference series stabilizes the turbidity flow series than the difference series on the ARFIMA and JRNN.

Keywords: auto regressive, mean absolute error, neural network, root square mean error

Procedia PDF Downloads 246
6691 Preliminary Conceptions of 3D Prototyping Model to Experimental Investigation in Hypersonic Shock Tunnels

Authors: Thiago Victor Cordeiro Marcos, Joao Felipe de Araujo Martos, Ronaldo de Lima Cardoso, David Romanelli Pinto, Paulo Gilberto de Paula Toro, Israel da Silveira Rego, Antonio Carlos de Oliveira

Abstract:

Currently, the use of 3D rapid prototyping, also known as 3D printing, has been investigated by some universities around the world as an innovative technique, fast, flexible and cheap for a direct plastic models manufacturing that are lighter and with complex geometries to be tested for hypersonic shock tunnel. Initially, the purpose is integrated prototyped parts with metal models that actually are manufactured through of the conventional machining and hereafter replace them with completely prototyped models. The mechanical design models to be tested in hypersonic shock tunnel are based on conventional manufacturing processes, therefore are limited forms and standard geometries. The use of 3D rapid prototyping offers a range of options that enables geometries innovation and ways to be used for the design new models. The conception and project of a prototyped model for hypersonic shock tunnel should be rethought and adapted when comparing the conventional manufacturing processes, in order to fully exploit the creativity and flexibility that are allowed by the 3D prototyping process. The objective of this paper is to compare the conception and project of a 3D rapid prototyping model and a conventional machining model, while showing the advantages and disadvantages of each process and the benefits that 3D prototyping can bring to the manufacture of models to be tested in hypersonic shock tunnel.

Keywords: 3D printing, 3D prototyping, experimental research, hypersonic shock tunnel

Procedia PDF Downloads 440