Search results for: series coupling
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3300

Search results for: series coupling

2880 Synthetic Bis(2-Pyridylmethyl)Amino-Chloroacetyl Chloride- Ethylenediamine-Grafted Graphene Oxide Sheets Combined with Magnetic Nanoparticles: Remove Metal Ions and Catalytic Application

Authors: Laroussi Chaabane, Amel El Ghali, Emmanuel Beyou, Mohamed Hassen V. Baouab

Abstract:

In this research, the functionalization of graphene oxide sheets by ethylenediamine (EDA) was accomplished and followed by the grafting of bis(2-pyridylmethyl) amino group (BPED) onto the activated graphene oxide sheets in the presence of chloroacetylchloride (CAC) and then combined with magnetic nanoparticles (Fe₃O₄NPs) to produce a magnetic graphene-based composite [(Go-EDA-CAC)@Fe₃O₄NPs-BPED]. The physicochemical properties of [(Go-EDA-CAC)@Fe₃O₄NPs-BPED] composites were investigated by Fourier transform infrared (FT-IR), scanning electron microscopy (SEM), X-ray diffraction (XRD), thermogravimetric analysis (TGA). Additionally, the catalysts can be easily recycled within ten seconds by using an external magnetic field. Moreover, [(Go-EDA-CAC)@Fe₃O₄NPs-BPED] was used for removing Cu(II) ions from aqueous solutions using a batch process. The effect of pH, contact time and temperature on the metal ions adsorption were investigated, however weakly dependent on ionic strength. The maximum adsorption capacity values of Cu(II) on the [(Go-EDA-CAC)@Fe₃O₄NPs-BPED] at the pH of 6 is 3.46 mmol.g⁻¹. To examine the underlying mechanism of the adsorption process, pseudo-first, pseudo-second-order, and intraparticle diffusion models were fitted to experimental kinetic data. Results showed that the pseudo-second-order equation was appropriate to describe the Cu (II) adsorption by [(Go-EDA-CAC)@Fe₃O₄NPs-BPED]. Adsorption data were further analyzed by the Langmuir, Freundlich, and Jossens adsorption approaches. Additionally, the adsorption properties of the [(Go-EDA-CAC)@Fe₃O₄NPs-BPED], their reusability (more than 6 cycles) and durability in the aqueous solutions open the path to removal of Cu(II) from water solution. Based on the results obtained, we report the activity of Cu(II) supported on [(Go-EDA-CAC)@Fe₃O₄NPs-BPED] as a catalyst for the cross-coupling of symmetric alkynes.

Keywords: graphene, magnetic nanoparticles, adsorption kinetics/isotherms, cross coupling

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2879 Enhancing Sell-In and Sell-Out Forecasting Using Ensemble Machine Learning Method

Authors: Vishal Das, Tianyi Mao, Zhicheng Geng, Carmen Flores, Diego Pelloso, Fang Wang

Abstract:

Accurate sell-in and sell-out forecasting is a ubiquitous problem in the retail industry. It is an important element of any demand planning activity. As a global food and beverage company, Nestlé has hundreds of products in each geographical location that they operate in. Each product has its sell-in and sell-out time series data, which are forecasted on a weekly and monthly scale for demand and financial planning. To address this challenge, Nestlé Chilein collaboration with Amazon Machine Learning Solutions Labhas developed their in-house solution of using machine learning models for forecasting. Similar products are combined together such that there is one model for each product category. In this way, the models learn from a larger set of data, and there are fewer models to maintain. The solution is scalable to all product categories and is developed to be flexible enough to include any new product or eliminate any existing product in a product category based on requirements. We show how we can use the machine learning development environment on Amazon Web Services (AWS) to explore a set of forecasting models and create business intelligence dashboards that can be used with the existing demand planning tools in Nestlé. We explored recent deep learning networks (DNN), which show promising results for a variety of time series forecasting problems. Specifically, we used a DeepAR autoregressive model that can group similar time series together and provide robust predictions. To further enhance the accuracy of the predictions and include domain-specific knowledge, we designed an ensemble approach using DeepAR and XGBoost regression model. As part of the ensemble approach, we interlinked the sell-out and sell-in information to ensure that a future sell-out influences the current sell-in predictions. Our approach outperforms the benchmark statistical models by more than 50%. The machine learning (ML) pipeline implemented in the cloud is currently being extended for other product categories and is getting adopted by other geomarkets.

Keywords: sell-in and sell-out forecasting, demand planning, DeepAR, retail, ensemble machine learning, time-series

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2878 Innovation Trends in South Korea

Authors: Mario Gómez, José Carlos Rodríguez

Abstract:

This paper analyzes innovation trends in South Korea by means of the number of patent applications filed by residents and nonresidents during the period 1965 to 2012. Making use of patent data released by the World Intellectual Property Organization (WIPO), we search for the presence of multiple structural changes in patent application series in this country. These changes may suggest that firms’ innovative activity has been modified as a result of implementing some science, technology and innovation (STI) policies. Accordingly, the new regulations implemented in this country in the last decades have influenced its innovative activity. The question conducting this research is thus how STI policies in South Korea have influenced its innovation activity. The results confirm the existence of multiple structural changes in the series of patent applications resulting from alternative STI policies implemented during these years.

Keywords: econometric methods, innovation activity, Korea, patent applications, science, technology and innovation policy, STI

Procedia PDF Downloads 309
2877 Impact of Workers’ Remittances on Poverty in Pakistan: A Time Series Analysis by Ardl

Authors: Syed Aziz Rasool, Ayesha Zaman

Abstract:

Poverty is one of the most important problems for any developing nation. Workers’ remittances and investment plays a crucial role in development of any country by reducing the poverty level in Pakistan. This research studies the relationship between workers’ remittances and poverty alleviation. It also focused the significant effect on poverty reduction. This study uses time series data for the period of 1972-2013. Autoregressive Distributed Lag (ARDL)Model and Error Correction (ECM)Model has been used in order to find out the long run and short run relationship between the worker’s remittances and poverty level respectively. Thus, inflow of remittances showed the significant and negative impact on poverty level. Moreover, coefficient of error correction model explains the adjustment towards convergence and it has highly significant and negative value. According to this research, Policy makers should strongly focus on positive and effective policies to attract more remittances. JELCODE: JEL: J61

Keywords: ECM, ARDL, AIC, SC

Procedia PDF Downloads 280
2876 A Prediction Method for Large-Size Event Occurrences in the Sandpile Model

Authors: S. Channgam, A. Sae-Tang, T. Termsaithong

Abstract:

In this research, the occurrences of large size events in various system sizes of the Bak-Tang-Wiesenfeld sandpile model are considered. The system sizes (square lattice) of model considered here are 25×25, 50×50, 75×75 and 100×100. The cross-correlation between the ratio of sites containing 3 grain time series and the large size event time series for these 4 system sizes are also analyzed. Moreover, a prediction method of the large-size event for the 50×50 system size is also introduced. Lastly, it can be shown that this prediction method provides a slightly higher efficiency than random predictions.

Keywords: Bak-Tang-Wiesenfeld sandpile model, cross-correlation, avalanches, prediction method

Procedia PDF Downloads 377
2875 Effects of Financial Development on Economic Growth in South Asia

Authors: Anupam Das

Abstract:

Although financial liberalization has been one of the most important policy prescriptions of international organizations like the World Bank and the IMF, the effect of financial liberalization on economic growth in developing countries is far from unanimous. Since the '80s, South Asian countries made a significant development in liberalization the financial sector. However, due to unavailability of a sufficient number of time series observations, the relationship between economic growth and financial development has not been investigated adequately. We aim to fill this gap by examining time series data of five developing countries from the South Asian region: Bangladesh, India, Pakistan, Sri Lanka, and Nepal. Applying the cointegration tests and Granger causality within the vector error correction model (VECM), we do not find unanimous evidence of financial development on positive economic growth. These results are helpful for developing countries which have been trying to liberalize the financial sector in recent decades.

Keywords: economic growth, financial development, Granger causality, South Asia

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2874 Forecasting Exchange Rate between Thai Baht and the US Dollar Using Time Series Analysis

Authors: Kunya Bowornchockchai

Abstract:

The objective of this research is to forecast the monthly exchange rate between Thai baht and the US dollar and to compare two forecasting methods. The methods are Box-Jenkins’ method and Holt’s method. Results show that the Box-Jenkins’ method is the most suitable method for the monthly Exchange Rate between Thai Baht and the US Dollar. The suitable forecasting model is ARIMA (1,1,0)  without constant and the forecasting equation is Yt = Yt-1 + 0.3691 (Yt-1 - Yt-2) When Yt  is the time series data at time t, respectively.

Keywords: Box–Jenkins method, Holt’s method, mean absolute percentage error (MAPE), exchange rate

Procedia PDF Downloads 250
2873 Analyzing the Impact of Spatio-Temporal Climate Variations on the Rice Crop Calendar in Pakistan

Authors: Muhammad Imran, Iqra Basit, Mobushir Riaz Khan, Sajid Rasheed Ahmad

Abstract:

The present study investigates the space-time impact of climate change on the rice crop calendar in tropical Gujranwala, Pakistan. The climate change impact was quantified through the climatic variables, whereas the existing calendar of the rice crop was compared with the phonological stages of the crop, depicted through the time series of the Normalized Difference Vegetation Index (NDVI) derived from Landsat data for the decade 2005-2015. Local maxima were applied on the time series of NDVI to compute the rice phonological stages. Panel models with fixed and cross-section fixed effects were used to establish the relation between the climatic parameters and the time-series of NDVI across villages and across rice growing periods. Results show that the climatic parameters have significant impact on the rice crop calendar. Moreover, the fixed effect model is a significant improvement over cross-sectional fixed effect models (R-squared equal to 0.673 vs. 0.0338). We conclude that high inter-annual variability of climatic variables cause high variability of NDVI, and thus, a shift in the rice crop calendar. Moreover, inter-annual (temporal) variability of the rice crop calendar is high compared to the inter-village (spatial) variability. We suggest the local rice farmers to adapt this change in the rice crop calendar.

Keywords: Landsat NDVI, panel models, temperature, rainfall

Procedia PDF Downloads 199
2872 Depletion Behavior of Potassium by Continuous Cropping Using Rice as a Test Crop

Authors: Rafeza Begum, Mohammad Mokhlesur Rahman, Safikul Moula, Rafiqul Islam

Abstract:

Potassium (K) is crucial for healthy soil and plant growth. However, K fertilization is either disregarded or poorly underutilized in Bangladesh agriculture, despite the great demand for crops. This could eventually result in a significant depletion of the soil's potassium reserves, irreversible alteration of the minerals that contain potassium, and detrimental effects on crop productivity. Soil K mining in Bangladesh is a worrying problem, and we need to evaluate it thoroughly and find remedies. A pot culture experiment was conducted in the greenhouse of Bangladesh Institute of Nuclear Agriculture (BINA) using eleven soil series of Bangladesh in order to see the depletion behaviour of potassium (K) by continuous cropping using rice (var. Iratom-24) as the test crop. The soil series were Ranishankhail, Kaonia. Sonatala, Silmondi, Gopalpur, Ishurdi, Sara, Kongsha, Nunni, Lauta and Amnura on which four successive rice plants (45 days duration) were raised with (100 ppm K) or without addition of potassium. Nitrogen, phosphorus, sulfur and zinc were applied as basal to all pots. Potassium application resulted in higher dry matter yield, increased K concentration and uptake in all the soils compared with no K treatment; which gradually decreased in the subsequent harvests. Furthermore, plant takes up K not only from exchangeable pool but also from non-exchangeable sites and a minimum replenishment of K from the soil reserve was observed. Continuous cropping has resulted in the depletion of available K of the soil. The result indicated that in order to sustain higher crop yield under intensive cultivation, the addition of potash fertilizer is necessary.

Keywords: potassium, exchangeable pool, depletion behavior., Soil series

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2871 A Comparative Study Mechanical Properties of Polytetrafluoroethylene Materials Synthesized by Non-Conventional and Conventional Techniques

Authors: H. Lahlali F. El Haouzi, A.M.Al-Baradi, I. El Aboudi, M. El Azhari, A. Mdarhri

Abstract:

Polytetrafluoroethylene (PTFE) is a high performance thermoplastic polymer with exceptional physical and chemical properties, such as a high melting temperature, high thermal stability, and very good chemical resistance. Nevertheless, manufacturing PTFE is problematic due to its high melt viscosity (10 12 Pa.s). In practice, it is by now well established that this property presents a serious problem when the classical methods are used to synthesized the dense PTFE materials in particularly hot pressing, high temperature extrusion. In this framework, we use here a new process namely spark plasma sintering (SPS) to elaborate PTFE samples from the micro metric particles powder. It consists in applying simultaneous electric current and pressure directly on the sample powder. By controlling the processing parameters of this technique, a series of PTFE samples are easy obtained and associated to remarkably short time as is reported in an early work. Our central goal in the present study is to understand how the non conventional SPS affects the mechanical properties at room temperature. For this end, a second commercially series of PTFE synthesized by using the extrusion method is investigated. The first data according to the tensile mechanical properties are found to be superior for the first set samples (SPS). However, this trend is not observed for the results obtained from the compression testing. The observed macro-behaviors are correlated to some physical properties of the two series of samples such as their crystallinity or density. Upon a close examination of these properties, we believe the SPS technique can be seen as a promising way to elaborate the polymer having high molecular mass without compromising their mechanical properties.

Keywords: PTFE, extrusion, Spark Plasma Sintering, physical properties, mechanical behavior

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2870 A Low Cost Gain-Coupled Distributed Feedback Laser Based on Periodic Surface p-Contacts

Authors: Yongyi Chen, Li Qin, Peng Jia, Yongqiang Ning, Yun Liu, Lijun Wang

Abstract:

The distributed feedback (DFB) lasers are indispensable in optical phase array (OPA) used for light detection and ranging (LIDAR) techniques, laser communication systems and integrated optics, thanks to their stable single longitudinal mode and narrow linewidth properties. Traditional index-coupled (IC) DFB lasers with uniform gratings have an inherent problem of lasing two degenerated modes. Phase shifts are usually required to eliminate the mode degeneration, making the grating structure complex and expensive. High-quality antireflection (AR) coatings on both lasing facets are also essential owing to the random facet phases introduced by the chip cleavage process, which means half of the lasing energy is wasted. Gain-coupled DFB (GC-DFB) lasers based on the periodic gain (or loss) are announced to have single longitudinal mode as well as capable of the unsymmetrical coating to increase lasing power and efficiency thanks to facet immunity. However, expensive and time-consuming technologies such as epitaxial regrowth and nanoscale grating processing are still required just as IC-DFB lasers, preventing them from practical applications and commercial markets. In this research, we propose a low-cost, single-mode regrowth-free GC-DFB laser based on periodic surface p-contacts. The gain coupling effect is achieved simply by periodic current distribution in the quantum well caused by periodic surface p-contacts, introducing very little index-coupling effect that can be omitted. It is prepared by i-line lithography, without nanoscale grating fabrication or secondary epitaxy. Due to easy fabrication techniques, it provides a method to fabricate practical low cost GC-DFB lasers for widespread practical applications.

Keywords: DFB laser, gain-coupled, low cost, periodic p-contacts

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2869 Trends in Arabic Drama Series (Musalsalat) Production

Authors: Paradigm Shift

Abstract:

In an overwhelmingly import oriented content bazaar of Arabian TV industry, Musalsalat stand unique in their indigenousness and mass popularity, being rivalled only by movies and football. The Arabic term ‘Musalsalat’ stands for drama series with episodes of 30-45 minutes duration; the format being close to Latin American Telenovela concept-clear cut stories with definitive endings that permit narrative closures. Traditionally Musalsalat were either situational comedies or religiously inspired. Present-day productions have started addressing historical, creative and socially progressive issues targeting the young and well-travelled audiences. Though these soaps get prime ratings throughout the year, it is during Ramadan, that they become a raving success in securing viewership. That Musalsalat have become paramount Ramadan programming is evident by their dominance on the grid and attracting heavy ad-spend. The number of Musalsalats produced specifically for Ramadan reached over 100 last year with Ramadan TV advertising amounting to USD1, 947bn constituting 21% of the total regional TV Adspend of USD 9,189bn.

Keywords: Musalsalat, drama, pan Arab, television

Procedia PDF Downloads 280
2868 Combining the Fictitious Stress Method and Displacement Discontinuity Method in Solving Crack Problems in Anisotropic Material

Authors: Bahatti̇n Ki̇mençe, Uğur Ki̇mençe

Abstract:

In this study, the purpose of obtaining the influence functions of the displacement discontinuity in an anisotropic elastic medium is to produce the boundary element equations. A Displacement Discontinuous Method formulation (DDM) is presented with the aim of modeling two-dimensional elastic fracture problems. This formulation is found by analytical integration of the fundamental solution along a straight-line crack. With this purpose, Kelvin's fundamental solutions for anisotropic media on an infinite plane are used to form dipoles from singular loads, and the various combinations of the said dipoles are used to obtain the influence functions of displacement discontinuity. This study introduces a technique for coupling Fictitious Stress Method (FSM) and DDM; the reason for applying this technique to some examples is to demonstrate the effectiveness of the proposed coupling method. In this study, displacement discontinuity equations are obtained by using dipole solutions calculated with known singular force solutions in an anisotropic medium. The displacement discontinuities method obtained from the solutions of these equations and the fictitious stress methods is combined and compared with various examples. In this study, one or more crack problems with various geometries in rectangular plates in finite and infinite regions, under the effect of tensile stress with coupled FSM and DDM in the anisotropic environment, were examined, and the effectiveness of the coupled method was demonstrated. Since crack problems can be modeled more easily with DDM, it has been observed that the use of DDM has increased recently. In obtaining the displacement discontinuity equations, Papkovitch functions were used in Crouch, and harmonic functions were chosen to satisfy various boundary conditions. A comparison is made between two indirect boundary element formulations, DDM, and an extension of FSM, for solving problems involving cracks. Several numerical examples are presented, and the outcomes are contrasted to existing analytical or reference outs.

Keywords: displacement discontinuity method, fictitious stress method, crack problems, anisotropic material

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2867 Economic Growth Relations to Domestic and International Air Passenger Transport in Brazil

Authors: Manoela Cabo da Silva, Elton Fernandes, Ricardo Pacheco, Heloisa Pires

Abstract:

This study examined cointegration and causal relationships between economic growth and regular domestic and international passenger air transport in Brazil. Total passengers embarked and disembarked were used as a proxy for air transport activity and gross domestic product (GDP) as a proxy for economic development. The test spanned the period from 2000 to 2015 for domestic passenger traffic and from 1995 to 2015 for international traffic. The results confirm the hypothesis that there is cointegration between passenger traffic series and economic development, showing a bi-directional Granger causal relationship between domestic traffic and economic development and unidirectional influence by economic growth on international passenger air transport demand. Variance decomposition of the series showed that domestic air transport was far more important than international transport to promoting economic development in Brazil.

Keywords: air passenger transport, cointegration, economic growth, GDP, Granger causality

Procedia PDF Downloads 229
2866 On Bianchi Type Cosmological Models in Lyra’s Geometry

Authors: R. K. Dubey

Abstract:

Bianchi type cosmological models have been studied on the basis of Lyra’s geometry. Exact solution has been obtained by considering a time dependent displacement field for constant deceleration parameter and varying cosmological term of the universe. The physical behavior of the different models has been examined for different cases.

Keywords: Bianchi type-I cosmological model, variable gravitational coupling, cosmological constant term, Lyra's model

Procedia PDF Downloads 348
2865 Forecasting Container Throughput: Using Aggregate or Terminal-Specific Data?

Authors: Gu Pang, Bartosz Gebka

Abstract:

We forecast the demand of total container throughput at the Indonesia’s largest seaport, Tanjung Priok Port. We propose four univariate forecasting models, including SARIMA, the additive Seasonal Holt-Winters, the multiplicative Seasonal Holt-Winters and the Vector Error Correction Model. Our aim is to provide insights into whether forecasting the total container throughput obtained by historical aggregated port throughput time series is superior to the forecasts of the total throughput obtained by summing up the best individual terminal forecasts. We test the monthly port/individual terminal container throughput time series between 2003 and 2013. The performance of forecasting models is evaluated based on Mean Absolute Error and Root Mean Squared Error. Our results show that the multiplicative Seasonal Holt-Winters model produces the most accurate forecasts of total container throughput, whereas SARIMA generates the worst in-sample model fit. The Vector Error Correction Model provides the best model fits and forecasts for individual terminals. Our results report that the total container throughput forecasts based on modelling the total throughput time series are consistently better than those obtained by combining those forecasts generated by terminal-specific models. The forecasts of total throughput until the end of 2018 provide an essential insight into the strategic decision-making on the expansion of port's capacity and construction of new container terminals at Tanjung Priok Port.

Keywords: SARIMA, Seasonal Holt-Winters, Vector Error Correction Model, container throughput

Procedia PDF Downloads 500
2864 The Relationships between Carbon Dioxide (CO2) Emissions, Energy Consumption and GDP per capita for Oman: Time Series Analysis, 1980–2010

Authors: Jinhoa Lee

Abstract:

The relationships between environmental quality, energy use and economic output have created growing attention over the past decades among researchers and policy makers. Focusing on the empirical aspects of the role of CO2 emissions and energy use in affecting the economic output, this paper is an effort to fulfil the gap in a comprehensive case study at a country level using modern econometric techniques. To achieve the goal, this country-specific study examines the short-run and long-run relationships among energy consumption, carbon dioxide (CO2) emissions and gross domestic product (GDP) for Oman using time series analysis from the year 1980-2010. To investigate the relationships between the variables, this paper employs the Augmented Dickey Fuller (ADF) test for stationary, Johansen maximum likelihood method for co-integration and a Vector Error Correction Model (VECM) for both short- and long-run causality among the research variables for the sample. All the variables in this study show very strong significant effects on GDP in the country for the long term. The long-run equilibrium in the VECM suggests positive long-run causalities from CO2 emissions to GDP. Conversely, negative impacts of energy consumption on GDP are found to be significant in Oman during the period. In the short run, there exist negative unidirectional causalities among GDP, CO2 emissions and energy consumption running from GDP to CO2 emissions and from energy consumption to CO2 emissions. Overall, the results support arguments that there are relationships among environmental quality, energy use and economic output in Oman over of period 1980-2010.

Keywords: CO2 emissions, energy consumption, GDP, Oman, time series analysis

Procedia PDF Downloads 458
2863 Forecasting Stock Indexes Using Bayesian Additive Regression Tree

Authors: Darren Zou

Abstract:

Forecasting the stock market is a very challenging task. Various economic indicators such as GDP, exchange rates, interest rates, and unemployment have a substantial impact on the stock market. Time series models are the traditional methods used to predict stock market changes. In this paper, a machine learning method, Bayesian Additive Regression Tree (BART) is used in predicting stock market indexes based on multiple economic indicators. BART can be used to model heterogeneous treatment effects, and thereby works well when models are misspecified. It also has the capability to handle non-linear main effects and multi-way interactions without much input from financial analysts. In this research, BART is proposed to provide a reliable prediction on day-to-day stock market activities. By comparing the analysis results from BART and with time series method, BART can perform well and has better prediction capability than the traditional methods.

Keywords: BART, Bayesian, predict, stock

Procedia PDF Downloads 125
2862 Usability Evaluation of a Mobile Application to Enhance the Use of Smartphone, by Visually Impaired Users in Indonesia

Authors: Johanna Renny Octavia, Kamila Okta Saarah

Abstract:

Smartphone nowadays is widely used by many people all over the world. However, people with vision impairment may experience difficulties that interfere with the proper usage of the smartphone. In Indonesia, the population of visually impaired is about 13 million people (estimated 285 million people worldwide). There are a number of mobile applications developed to enhance the use of smartphone by visually impaired. This paper discusses the usability evaluation of a mobile application, namely Ray Vision, designed to help visually impaired in using smartphone. A series of usability testing with a number of Indonesian visually impaired revealed 28 usability problems in the mobile application that led to 14 design recommendations. The redesigned application was then re-evaluated through another usability testing series. The results showed that all five usability criteria assessed were increased (usefulness by 13%, effectiveness by 27%, efficiency by 27%, satisfaction by 23%, and learnability by 12%). The System Usability Score (SUS) was also increased by 14.92%.

Keywords: mobile application, smartphone, usability evaluation, vision impaired

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2861 Comparative Analysis of the Third Generation of Research Data for Evaluation of Solar Energy Potential

Authors: Claudineia Brazil, Elison Eduardo Jardim Bierhals, Luciane Teresa Salvi, Rafael Haag

Abstract:

Renewable energy sources are dependent on climatic variability, so for adequate energy planning, observations of the meteorological variables are required, preferably representing long-period series. Despite the scientific and technological advances that meteorological measurement systems have undergone in the last decades, there is still a considerable lack of meteorological observations that form series of long periods. The reanalysis is a system of assimilation of data prepared using general atmospheric circulation models, based on the combination of data collected at surface stations, ocean buoys, satellites and radiosondes, allowing the production of long period data, for a wide gamma. The third generation of reanalysis data emerged in 2010, among them is the Climate Forecast System Reanalysis (CFSR) developed by the National Centers for Environmental Prediction (NCEP), these data have a spatial resolution of 0.50 x 0.50. In order to overcome these difficulties, it aims to evaluate the performance of solar radiation estimation through alternative data bases, such as data from Reanalysis and from meteorological satellites that satisfactorily meet the absence of observations of solar radiation at global and/or regional level. The results of the analysis of the solar radiation data indicated that the reanalysis data of the CFSR model presented a good performance in relation to the observed data, with determination coefficient around 0.90. Therefore, it is concluded that these data have the potential to be used as an alternative source in locations with no seasons or long series of solar radiation, important for the evaluation of solar energy potential.

Keywords: climate, reanalysis, renewable energy, solar radiation

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2860 Derivation of Fractional Black-Scholes Equations Driven by Fractional G-Brownian Motion and Their Application in European Option Pricing

Authors: Changhong Guo, Shaomei Fang, Yong He

Abstract:

In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.

Keywords: European option pricing, fractional Black-Scholes equations, fractional g-Brownian motion, Taylor's series of fractional order, uncertain volatility

Procedia PDF Downloads 159
2859 Spatial Time Series Models for Rice and Cassava Yields Based on Bayesian Linear Mixed Models

Authors: Panudet Saengseedam, Nanthachai Kantanantha

Abstract:

This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Keywords: Bayesian method, linear mixed model, multivariate conditional autoregressive model, spatial time series

Procedia PDF Downloads 390
2858 Suitability Evaluation of Human Settlements Using a Global Sensitivity Analysis Method: A Case Study in of China

Authors: Feifei Wu, Pius Babuna, Xiaohua Yang

Abstract:

The suitability evaluation of human settlements over time and space is essential to track potential challenges towards suitable human settlements and provide references for policy-makers. This study established a theoretical framework of human settlements based on the nature, human, economy, society and residence subsystems. Evaluation indicators were determined with the consideration of the coupling effect among subsystems. Based on the extended Fourier amplitude sensitivity test algorithm, the global sensitivity analysis that considered the coupling effect among indicators was used to determine the weights of indicators. The human settlement suitability was evaluated at both subsystems and comprehensive system levels in 30 provinces of China between 2000 and 2016. The findings were as follows: (1) human settlements suitability index (HSSI) values increased significantly in all 30 provinces from 2000 to 2016. Among the five subsystems, the suitability index of the residence subsystem in China exhibited the fastest growinggrowth, fol-lowed by the society and economy subsystems. (2) HSSI in eastern provinces with a developed economy was higher than that in western provinces with an underdeveloped economy. In con-trast, the growing rate of HSSI in eastern provinces was significantly higher than that in western provinces. (3) The inter-provincial difference of in HSSI decreased from 2000 to 2016. For sub-systems, it decreased for the residence system, whereas it increased for the economy system. (4) The suitability of the natural subsystem has become a limiting factor for the improvement of human settlements suitability, especially in economically developed provinces such as Beijing, Shanghai, and Guangdong. The results can be helpful to support decision-making and policy for improving the quality of human settlements in a broad nature, human, economy, society and residence context.

Keywords: human settlements, suitability evaluation, extended fourier amplitude, human settlement suitability

Procedia PDF Downloads 77
2857 The Relationships between Energy Consumption, Carbon Dioxide (CO2) Emissions, and GDP for Turkey: Time Series Analysis, 1980-2010

Authors: Jinhoa Lee

Abstract:

The relationships between environmental quality, energy use and economic output have created growing attention over the past decades among researchers and policy makers. Focusing on the empirical aspects of the role of carbon dioxide (CO2) emissions and energy use in affecting the economic output, this paper is an effort to fulfill the gap in a comprehensive case study at a country level using modern econometric techniques. To achieve the goal, this country-specific study examines the short-run and long-run relationships among energy consumption (using disaggregated energy sources: crude oil, coal, natural gas, and electricity), CO2 emissions and gross domestic product (GDP) for Turkey using time series analysis from the year 1980-2010. To investigate the relationships between the variables, this paper employs the Augmented Dickey-Fuller (ADF) test for stationarity, Johansen’s maximum likelihood method for cointegration and a Vector Error Correction Model (VECM) for both short- and long-run causality among the research variables for the sample. The long-run equilibrium in the VECM suggests no effects of the CO2 emissions and energy use on the GDP in Turkey. There exists a short-run bidirectional relationship between the electricity and natural gas consumption, and also there is a negative unidirectional causality running from the GDP to electricity use. Overall, the results partly support arguments that there are relationships between energy use and economic output; however, the effects may differ due to the source of energy such as in the case of Turkey for the period of 1980-2010. However, there is no significant relationship between the CO2 emissions and the GDP and between the CO2 emissions and the energy use both in the short term and long term.

Keywords: CO2 emissions, energy consumption, GDP, Turkey, time series analysis

Procedia PDF Downloads 503
2856 Thermodynamic Evaluation of Coupling APR-1400 with a Thermal Desalination Plant

Authors: M. Gomaa Abdoelatef, Robert M. Field, Lee, Yong-Kwan

Abstract:

Growing human populations have placed increased demands on water supplies and a heightened interest in desalination infrastructure. Key elements of the economics of desalination projects are thermal and electrical inputs. With growing concerns over the use of fossil fuels to (indirectly) supply these inputs, coupling of desalination with nuclear power production represents a significant opportunity. Individually, nuclear and desalination technologies have a long history and are relatively mature. For desalination, Reverse Osmosis (RO) has the lowest energy inputs. However, the economically driven output quality of the water produced using RO, which uses only electrical inputs, is lower than the output water quality from thermal desalination plants. Therefore, modern desalination projects consider that RO should be coupled with thermal desalination technologies (MSF, MED, or MED-TVC) with attendant steam inputs to permit blending to produce various qualities of water. A large nuclear facility is well positioned to dispatch large quantities of both electrical and thermal power. This paper considers the supply of thermal energy to a large desalination facility to examine heat balance impact on the nuclear steam cycle. The APR1400 nuclear plant is selected as prototypical from both a capacity and turbine cycle heat balance perspective to examine steam supply and the impact on electrical output. Extraction points and quantities of steam are considered parametrically along with various types of thermal desalination technologies to form the basis for further evaluations of economically optimal approaches to the interface of nuclear power production with desalination projects. In our study, the thermodynamic evaluation will be executed by DE-TOP which is the IAEA desalination program, it is approved to be capable of analyzing power generation systems coupled to desalination systems through various steam extraction positions, taking into consideration the isolation loop between the APR-1400 and the thermal desalination plant for safety concern.

Keywords: APR-1400, desalination, DE-TOP, IAEA, MSF, MED, MED-TVC, RO

Procedia PDF Downloads 524
2855 Small Target Recognition Based on Trajectory Information

Authors: Saad Alkentar, Abdulkareem Assalem

Abstract:

Recognizing small targets has always posed a significant challenge in image analysis. Over long distances, the image signal-to-noise ratio tends to be low, limiting the amount of useful information available to detection systems. Consequently, visual target recognition becomes an intricate task to tackle. In this study, we introduce a Track Before Detect (TBD) approach that leverages target trajectory information (coordinates) to effectively distinguish between noise and potential targets. By reframing the problem as a multivariate time series classification, we have achieved remarkable results. Specifically, our TBD method achieves an impressive 97% accuracy in separating target signals from noise within a mere half-second time span (consisting of 10 data points). Furthermore, when classifying the identified targets into our predefined categories—airplane, drone, and bird—we achieve an outstanding classification accuracy of 96% over a more extended period of 1.5 seconds (comprising 30 data points).

Keywords: small targets, drones, trajectory information, TBD, multivariate time series

Procedia PDF Downloads 42
2854 Detecting Anomalous Matches: An Empirical Study from National Basketball Association

Authors: Jacky Liu, Dulani Jayasuriya, Ryan Elmore

Abstract:

Match fixing and anomalous sports events have increasingly threatened the integrity of professional sports, prompting concerns about existing detection methods. This study addresses prior research limitations in match fixing detection, improving the identification of potential fraudulent matches by incorporating advanced anomaly detection techniques. We develop a novel method to identify anomalous matches and player performances by examining series of matches, such as playoffs. Additionally, we investigate bettors' potential profits when avoiding anomaly matches and explore factors behind unusual player performances. Our literature review covers match fixing detection, match outcome forecasting models, and anomaly detection methods, underscoring current limitations and proposing a new sports anomaly detection method. Our findings reveal anomalous series in the 2022 NBA playoffs, with the Phoenix Suns vs Dallas Mavericks series having the lowest natural occurrence probability. We identify abnormal player performances and bettors' profits significantly decrease when post-season matches are included. This study contributes by developing a new approach to detect anomalous matches and player performances, and assisting investigators in identifying responsible parties. While we cannot conclusively establish reasons behind unusual player performances, our findings suggest factors such as team financial difficulties, executive mismanagement, and individual player contract issues.

Keywords: anomaly match detection, match fixing, match outcome forecasting, problematic players identification

Procedia PDF Downloads 77
2853 A Guide for Using Viscoelasticity in ANSYS

Authors: A. Fettahoglu

Abstract:

Theory of viscoelasticity is used by many researchers to represent the behavior of many materials such as pavements on roads or bridges. Several researches used analytical methods and rheology to predict the material behaviors of simple models. Today, more complex engineering structures are analyzed using Finite Element Method, in which material behavior is embedded by means of three dimensional viscoelastic material laws. As a result, structures of unordinary geometry and domain can be analyzed by means of Finite Element Method and three dimensional viscoelastic equations. In the scope of this study, rheological models embedded in ANSYS, namely, generalized Maxwell model and Prony series, which are two methods used by ANSYS to represent viscoelastic material behavior, are presented explicitly. Afterwards, a guide is illustrated to ease using of viscoelasticity tool in ANSYS.

Keywords: ANSYS, generalized Maxwell model, finite element method, Prony series, viscoelasticity, viscoelastic material curve fitting

Procedia PDF Downloads 591
2852 Forecasting Model to Predict Dengue Incidence in Malaysia

Authors: W. H. Wan Zakiyatussariroh, A. A. Nasuhar, W. Y. Wan Fairos, Z. A. Nazatul Shahreen

Abstract:

Forecasting dengue incidence in a population can provide useful information to facilitate the planning of the public health intervention. Many studies on dengue cases in Malaysia were conducted but are limited in modeling the outbreak and forecasting incidence. This article attempts to propose the most appropriate time series model to explain the behavior of dengue incidence in Malaysia for the purpose of forecasting future dengue outbreaks. Several seasonal auto-regressive integrated moving average (SARIMA) models were developed to model Malaysia’s number of dengue incidence on weekly data collected from January 2001 to December 2011. SARIMA (2,1,1)(1,1,1)52 model was found to be the most suitable model for Malaysia’s dengue incidence with the least value of Akaike information criteria (AIC) and Bayesian information criteria (BIC) for in-sample fitting. The models further evaluate out-sample forecast accuracy using four different accuracy measures. The results indicate that SARIMA (2,1,1)(1,1,1)52 performed well for both in-sample fitting and out-sample evaluation.

Keywords: time series modeling, Box-Jenkins, SARIMA, forecasting

Procedia PDF Downloads 478
2851 A Stepwise Approach to Automate the Search for Optimal Parameters in Seasonal ARIMA Models

Authors: Manisha Mukherjee, Diptarka Saha

Abstract:

Reliable forecasts of univariate time series data are often necessary for several contexts. ARIMA models are quite popular among practitioners in this regard. Hence, choosing correct parameter values for ARIMA is a challenging yet imperative task. Thus, a stepwise algorithm is introduced to provide automatic and robust estimates for parameters (p; d; q)(P; D; Q) used in seasonal ARIMA models. This process is focused on improvising the overall quality of the estimates, and it alleviates the problems induced due to the unidimensional nature of the methods that are currently used such as auto.arima. The fast and automated search of parameter space also ensures reliable estimates of the parameters that possess several desirable qualities, consequently, resulting in higher test accuracy especially in the cases of noisy data. After vigorous testing on real as well as simulated data, the algorithm doesn’t only perform better than current state-of-the-art methods, it also completely obviates the need for human intervention due to its automated nature.

Keywords: time series, ARIMA, auto.arima, ARIMA parameters, forecast, R function

Procedia PDF Downloads 158