Search results for: nonlinear time history analysis

Authors: Cheng Zhang, James Marco, Walid Allafi, Truong Q. Dinh, W. D. Widanage

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Equivalent circuit models (ECMs) are widely used in battery management systems in electric vehicles and other battery energy storage systems. The battery dynamics and the model parameters vary under different working conditions, such as different temperature and state of charge (SOC) levels, and therefore online parameter identification can improve the modelling accuracy. This paper presents a way of online ECM parameter identification using a continuous time (CT) estimation method. The CT estimation method has several advantages over discrete time (DT) estimation methods for ECM parameter identification due to the widely separated battery dynamic modes and fast sampling. The presented method can be used for online SOC estimation. Test data are collected using a lithium ion cell, and the experimental results show that the presented CT method achieves better modelling accuracy compared with the conventional DT recursive least square method. The effectiveness of the presented method for online SOC estimation is also verified on test data.

Keywords: electric circuit model, continuous time domain estimation, linear integral filter method, parameter and SOC estimation, recursive least square

Procedia PDF Downloads 364

Authors: Sasangka Prasetyawan, Anna Roosdiana, Diah Mardiana, Suratmo

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Pectinase are enzymes that hydrolyze pectin compounds. The use of this enzyme is primarily to reduce the viscosity of the beverage thus simplifying the purification process. Pectinase activity influenced by microbial sources . Exploration of two types of microbes that Aspergillus spp. and Bacillus spp. pectinase give different performance, but the use of local strain is still not widely studied. The aim of this research is exploration of pectinase from A. niger and B. firmus include production conditions and characterization. Bacillus firmus incubated and shaken at a speed of 200 rpm at pH variation (5, 6, 7, 8, 9, 10), temperature (30, 35, 40, 45, 50) °C and incubation time (6, 12, 18, 24, 30, 36 ) hours. Media was centrifuged at 3000 rpm, pectinase enzyme activity determined. Enzyme production by A. niger determined to variations in temperature and pH were similar to B. firmus, but the variation of the incubation time was 24, 48, 72, 96, 120 hours. Pectinase crude extract was further purified by precipitation using ammonium sulfate saturation in fraction 0-20 %, 20-40 %, 40-60 %, 60-80 %, then dialyzed. Determination of optimum conditions pectinase activity performed by measuring the variation of enzyme activity on pH (4, 6, 7, 8, 10), temperature (30, 35, 40, 45, 50) °C, and the incubation time (10, 20, 30, 40, 50) minutes . Determination of kinetic parameters of pectinase enzyme reaction carried out by measuring the rate of enzyme reactions at the optimum conditions, but the variation of the concentration of substrate (pectin 0.1 % , 0.2 % , 0.3 % , 0.4 % , 0.5 % ). The results showed that the optimum conditions of production of pectinase from B. firmus achieved at pH 7-8.0, 40-50 ⁰C temperature and fermentation time 18 hours. Purification of pectinase showed the highest purity in the 40-80 % ammonium sulfate fraction. Character pectinase obtained : the optimum working conditions of A. niger pectinase at pH 5 , while pectinase from B. firmus at pH 7, temperature and optimum incubation time showed the same value, namely the temperature of 50 ⁰C and incubation time of 30 minutes. The presence of metal ions can affect the activity of pectinase , the concentration of Zn 2 + , Pb 2 + , Ca 2 + and K + and 2 mM Mg 2 + above 6 mM inhibit the activity of pectinase .

Keywords: pectinase, Bacillus firmus, Aspergillus niger, green chemistry

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Authors: Gagandeep Kaur

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Cloud computing uses various computing resources such as CPU, memory, processor etc. which is used to deliver service over the network and is one of the emerging fields for large scale distributed computing. In cloud computing, execution of large number of tasks with available resources to achieve high performance, minimal total time for completion, minimum response time, effective utilization of resources etc. are the major research areas. In the proposed research, an algorithm has been proposed to achieve high performance in load balancing and resource utilization. The proposed algorithm is used to reduce the makespan, increase the resource utilization and performance cost for independent tasks. Further scheduling metrics based on algorithm in cloud computing has been proposed.

Keywords: resource utilization, response time, load balancing, performance cost

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Authors: Nadezhda Obvintceva

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The article gives the analysis of the concept ‘relation’ from the point of view of its realization in Russian and English languages on the basis of dictionaries articles. The analysis reveals the main difference of representation of this concept in both languages. It is the number of lexemes that express its general meanings. At the end of the article the author gives an explanation of possible causes of the difference and touches upon the issue about analytical phenomena in the vocabulary.

Keywords: concept, comparison, lexeme, meaning, relation, semantics

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Authors: Yuichi Anada

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Electrical properties of polymer solid is characterized by dielectric relaxation phenomenon. Complex permittivity shows a high dependence on frequency of external stimulation in the broad frequency range from 0.1mHz to 10GHz. The complex-permittivity dispersion gives us a lot of useful information about the molecular motion of polymers and the structure of polymer aggregates. However, the large dispersion of permittivity at low frequencies due to DC conduction of impurity ions often covers the dielectric relaxation in polymer solid. In experimental investigation, many researchers have tried to remove the DC conduction experimentally or analytically for a long time. On the other hand, our laboratory chose another way of research for this problem from the point of view of a reversal in thinking. The way of our research is to use the impurity ions in the DC conduction as a probe to detect the motion of polymer molecules and to investigate the structure of polymer aggregates. In addition to the complex permittivity, the electric modulus and the conductivity relaxation time are strong tools for investigating the ionic motion in DC conduction. In a non-crystalline part of melt-crystallized polymers, free spaces with inhomogeneous size exist between crystallites. As the impurity ions exist in the non-crystalline part and move through these inhomogeneous free spaces, the motion of ions reflects the microstructure of non-crystalline part. The ionic motion of impurity ions in poly(vinylidene fluoride) (PVDF) is investigated in this study. Frequency dependence of the loss permittivity of PVDF shows a characteristic of the direct current (DC) conduction below 1 kHz of frequency at 435 K. The electric modulus-frequency curve shows a characteristic of the dispersion with the single conductivity relaxation time. Namely, it is the Debye-type dispersion. The conductivity relaxation time analyzed from this curve is 0.00003 s at 435 K. From the plot of conductivity relaxation time of PVDF together with the other polymers against permittivity, it was found that there are two group of polymers; one of the group is characterized by small conductivity relaxation time and large permittivity, and another is characterized by large conductivity relaxation time and small permittivity.

Keywords: conductivity relaxation time, electric modulus, ionic motion, permittivity, poly(vinylidene fluoride), DC conduction

Procedia PDF Downloads 157

Authors: Parisa Hasanpour, Bahram Borooghani, Vahid Asadi

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In the current research, a catastrophic failure of a 304 stainless steel flange at pipeline transportation of ethylene in a petrochemical refinery was studied. Cracking was found in the flange after about 78840h service. Through the chemical analysis, tensile tests in addition to microstructural analysis such as optical microscopy and Scanning Electron Microscopy (SEM) on the failed part, it found that the fatigue was responsible for the fracture of the flange, which originated from bumps and depressions on the outer surface and propagated by vibration caused by the working condition.

Keywords: failure analysis, 304 stainless steel, fatigue, flange, petrochemical refinery

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Authors: Liping Qiu, Xiaofeng Zhang

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In its long history, precious tomb murals suffered from various diseases due to natural and man-made destruction. The key to how to protect tomb murals is how to strengthen and protect the tomb murals. In order to maximize the life of the tomb murals, the artistic, historic, and scientific values of the tomb murals can be continued. In this paper, four kinds of traditional reinforcement materials (silicone acrylic lotion, pure acrylic lotion, polyvinyl acetate lotion, and B72) are selected to reinforce the ground support layer of tomb murals, and the reinforcement effect of each reinforcement material on the ground support layer of murals is compared and analyzed, and the best protection material is obtained.

Keywords: mural, destruction cycle, reinforcement material, disease

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Authors: Renu Tomar, Hitendra K. Malik, Raj P. Dahiya

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Similar to the sound waves in air, plasmas support the propagation of ion waves, which evolve into the solitary structures when the effect of non linearity and dispersion are balanced. The ion acoustic solitary waves have been investigated in details in homogeneous plasmas, inhomogeneous plasmas, and magnetized plasmas. The ion acoustic solitary waves are also found to reflect from a density gradient or boundary present in the plasma after propagating. Another interesting feature of the solitary waves is their collision. In the present work, we carry out analytical calculations for the head-on collision of solitary waves in a magnetized plasma which has dust grains in addition to the ions and electrons. For this, we employ Poincar´e-Lighthill-Kuo (PLK) method. To lowest nonlinear order, the problem of colliding solitary waves leads to KdV (modified KdV) equations and also yields the phase shifts that occur in the interaction. These calculations are accomplished for the uniform and nonuniform plasmas, and the results on the soliton properties are discussed in detail.

Keywords: inhomogeneous magnetized plasma, dust charging, soliton collisions, magnetized plasma

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Authors: Bhuvanesh Baniya

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Alzheimer disease is illnesses that are responsible for neuronal cell death and resulting in lifelong cognitive problems. Due to their unclear mechanism, there are no effective drugs available for the treatment. For a long time, herbal drugs have been used as a role model in the field of the drug discovery process. Holy basil in the Indian medicinal system (Ayurveda) is used for several neuronal disorders like insomnia and memory loss for decades. This study aims to identify active components of holy basil as potential inhibitors for the treatment of Alzheimer disease. To fulfill this objective, the Network pharmacology approach, gene ontology, pharmacokinetics analysis, molecular docking, and molecular dynamics simulation (MDS) studies were performed. A total of 7 active components in holy basil, 12 predicted neurodegenerative targets of holy basil, and 8063 Alzheimer-related targets were identified from different databases. The network analysis showed that the top ten targets APP, EGFR, MAPK1, ESR1, HSPA4, PRKCD, MAPK3, ABL1, JUN, and GSK3B were found as significant target related to Alzheimer disease. On the basis of gene ontology and topology analysis results, APP was found as a significant target related to Alzheimer’s disease pathways. Further, the molecular docking results to found that various compounds showed the best binding affinities. Further, MDS top results suggested could be used as potential inhibitors against APP protein and could be useful for the treatment of Alzheimer’s disease.

Keywords: holy basil, network pharmacology, neurodegeneration, active phytochemicals, molecular docking and simulation

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Authors: Nattawat Thongpraphai, Anusorn Boonpoke

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This study aimed to determine the removal of colour and curcuminoids from turmeric wastewater using granular activated carbon (GAC) adsorption. The adsorption isotherm and kinetic behavior of colour and curcuminoids was invested using batch and fixed bed columns tests. The results indicated that the removal efficiency of colour and curcuminoids were 80.13 and 78.64%, respectively at 8 hr of equilibrium time. The adsorption isotherm of colour and curcuminoids were well fitted with the Freundlich adsorption model. The maximum adsorption capacity of colour and curcuminoids were 130 Pt-Co/g and 17 mg/g, respectively. The continuous experiment data showed that the exhaustion concentration of colour and curcuminoids occurred at 39 hr of operation time. The adsorption characteristic of colour and curcuminoids from turmeric wastewater by GAC can be described by the Thomas model. The maximum adsorption capacity obtained from kinetic approach were 39954 Pt-Co/g and 0.0516 mg/kg for colour and curcuminoids, respectively. Moreover, the decrease of colour and curcuminoids concentration during the service time showed a similar trend.

Keywords: adsorption, turmeric, colour, curcuminoids, activated carbon

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Authors: Harshdeep Singh, Kuljeet Singh Anand

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Background: Cerebrovascular Accidents (CVA) cause abnormal or asymmetrical tendon reflexes contributing to motor impairments. Since the tendon reflexes are mediated by the spinal cord, their effects on cognitive performances are overlooked. This study aims to find the contributions of tendon reflexes on the performance of the Flanker task. Methods: A total population of 46 mixed subjects with movement disorders were recruited for the study. Deep tendon reflexes (DTR) of the biceps, triceps and brachioradialis were assessed for both upper extremities. Later, the Flanker task was performed on all the subjects, and the mean Reaction Time (RT) along with both the congruent and incongruent stimuli were evaluated. For the final analysis, the Kruskal Wallis test was performed to see the difference between the DTR and the performance of the Flanker Task. Results: The Kruskal Wallis test results showed a significant difference between the DTR scores, X²(2) = 11.328, p= 0.023 with the mean RT of the flanker task and X²(2) = 9.531, p= 0.049 with mean RT of the Incongruent Stimuli. Whereas the result found a non-significant difference in the mean RT of the Congruent Stimuli. Conclusion: Each DTR score is distributed differently with the mean RT of the flanker task and for the incongruent stimuli as well. Therefore, the tendon reflexes in PD may be contributing to the performance of the Flanker Task and may be an indicator of abnormal cognitive performance. Further research is needed to evaluate how the RTs are distributed with each DTR score.

Keywords: cerebrovascular accidents, deep tendon reflexes, flanker task, reaction time, congruent stimuli, incongruent stimuli

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Authors: Benoit Leclerc

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The concept of scripts and the role that crime scripts has been playing in criminology during the last decade is reviewed. Particularly illuminating is the potential use of scripts not only to understand and disrupt offender scripts (e.g., commonly referred as crime scripts) but to capture victim and guardian scripts to increase the likelihood of preventing crime. Similarly, the concept of scripts is applied to forensic science – another field that can benefit from script analysis. First, similar to guardian scripts, script analysis can illuminate the process of completing crime scene investigations for those who investigate (crime scene investigators or other professionals involved in crime scene investigations), and as a result, provide a range of intervention-points to improve the success of these investigations. Second, script analysis can also provide valuable information on offenders’ crime-commission processes for crime scene investigators and highlight a number of ‘contact points’ that could be targeted during investigations.

Keywords: crime scripts, crime scene investigation, script analysis, situational crime prevention

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Authors: Burak Yildirim, Muhsin Tunay Gençoğlu

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A microgrid (MG) is a small power grid composed of localized medium or low level power generation, storage systems, and loads. In this paper, the effects of a MG on power systems voltage stability are shown. The MG model, designed to demonstrate the effects of the MG, was applied to the IEEE 14 bus power system which is widely used in power system stability studies. Eigenvalue and modal analysis methods were used in simulation studies. In the study results, it is seen that MGs affect system voltage stability positively by increasing system voltage instability limit value for buses of a power system in which MG are placed.

Keywords: eigenvalue analysis, microgrid, modal analysis, voltage stability

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Authors: D. Tedesco, G. Feletti, P. Trucco

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The present study aims to develop a Decision Support System (DSS) to support the operational decision of the Emergency Medical Service (EMS) regarding the assignment of medical emergency requests to Emergency Departments (ED). In the literature, this problem is also known as “hospital selection” and concerns the definition of policies for the selection of the ED to which patients who require further treatment are transported by ambulance. The employed research methodology consists of the first phase of revision of the technical-scientific literature concerning DSSs to support the EMS management and, in particular, the hospital selection decision. From the literature analysis, it emerged that current studies are mainly focused on the EMS phases related to the ambulance service and consider a process that ends when the ambulance is available after completing a request. Therefore, all the ED-related issues are excluded and considered as part of a separate process. Indeed, the most studied hospital selection policy turned out to be proximity, thus allowing to minimize the transport time and release the ambulance in the shortest possible time. The purpose of the present study consists in developing an optimization model for assigning medical emergency requests to the EDs, considering information relating to the subsequent phases of the process, such as the case-mix, the expected service throughput times, and the operational capacity of different EDs in hospitals. To this end, a Discrete Event Simulation (DES) model was created to evaluate different hospital selection policies. Therefore, the next steps of the research consisted of the development of a general simulation architecture, its implementation in the AnyLogic software and its validation on a realistic dataset. The hospital selection policy that produced the best results was the minimization of the Time To Provider (TTP), considered as the time from the beginning of the ambulance journey to the ED at the beginning of the clinical evaluation by the doctor. Finally, two approaches were further compared: a static approach, which is based on a retrospective estimate of the TTP, and a dynamic approach, which is based on a predictive estimate of the TTP determined with a constantly updated Winters model. Findings reveal that considering the minimization of TTP as a hospital selection policy raises several benefits. It allows to significantly reduce service throughput times in the ED with a minimum increase in travel time. Furthermore, an immediate view of the saturation state of the ED is produced and the case-mix present in the ED structures (i.e., the different triage codes) is considered, as different severity codes correspond to different service throughput times. Besides, the use of a predictive approach is certainly more reliable in terms of TTP estimation than a retrospective approach but entails a more difficult application. These considerations can support decision-makers in introducing different hospital selection policies to enhance EMSs performance.

Keywords: discrete event simulation, emergency medical services, forecast model, hospital selection

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Authors: Xuelin Zhang, Shouxiang Lu, Changhai Li

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The commercial retardant flame polycarbonate samples as the main high speed train interior carriage material with different thicknesses were investigated in Fire Propagation Apparatus with different external heat fluxes under different oxygen concentration from 12% to 40% to study the fire characteristics and quantitatively analyze the ignition time, mass loss rate and heat blockage. The additives of commercial retardant flame polycarbonate were intumescent and maintained a steady height before ignition when heated. The results showed the transformed ignition time (1/t_ig)ⁿ increased linearly with external flux under different oxygen concentration after deducting the heat blockage due to pyrolysis products, the mass loss rate was taken on linearly with external heat fluxes and the slop of the fitting line for mass loss rate and external heat fluxes decreased with the enhanced oxygen concentration and the heat blockage independent on external heat fluxes rose with oxygen concentration increasing. The inquired data as the input of the fire simulation model was the most important to be used to evaluate the fire risk of commercial retardant flame polycarbonate.

Keywords: ignition time, mass loss rate, heat blockage, fire characteristic

Procedia PDF Downloads 271

Authors: Oya Isik, Filiz Yurtal, Kubilay Vursavus, Muge K. Davran, Metehan Celik, Munire Akgul, Olcay Karacan

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In this study, to discuss the causes and problems of women by bringing together different disciplines engaged in women's studies were aimed. Also, to solve these problems, to share information and experiences in different disciplines about women, and to reach the task areas and decision mechanisms in practice were other objectives. For this purpose, proceedings presented at the Second Congress of Women's Studies held in Adana, Turkey, on 28-30 November 2018 was evaluated. The document analysis model, which is one of the qualitative research methods, was used in the evaluation of the congress proceedings. A total of 86 papers were presented in the congress and the topic distributions of the papers were determined. At the evaluation stage, the papers were classified according to their subjects and descriptive analyses were made on the papers. According to the analysis results of the papers presented in the congress, 64 % of the total 86 papers presented in the Congress were review-based and 36 % were research-based studies. When the distribution of these reports was examined based on subject, the biggest share with the rate of 34.9% (13 reviews and 17 research-based papers) has been studied on women's issues through sociology, psychology and philosophy. This was followed by the economy, employment, organization, and non-governmental organizations with 20.9% (9 reviews and nine research-based papers), arts and literature with 17.4% (15 reviews based papers) and law with 12.8% (11 reviews based papers). The lowest share of the congress was presented in politics with one review based paper (1.2%), health with two research-based paper (2.3%), history with two reviews based papers (2.3%), religion with two reviews and one research-based papers (3.5%) and media-communication with two compilations and two researches based papers (4.7%). In the papers categorized under main headings, women were examined in terms of gender and gender roles. According to the results, it was determined that discrimination against women continued, changes in-laws were not put into practice sufficiently, education and economic independence levels of women were insufficient, and violence against women continued increasingly. To eliminate all these problems and to make the society conscious, it was decided that scientific studies should be supported. Furthermore, support policies should be realized jointly for women and men to make women visible in public life, tolerance or mitigation should not be put forward for any reason or in any group in cases of harassment and assault against women. However, it has been determined that women in Turkey should be in a better position in the social, cultural, psychological, economic and educational areas, and future studies should be carried out to improve women's rights and to create a positive perspective.

Keywords: gender, gender roles, sociology, psychology and philosophy, women studies

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Authors: F. Ismael Roman Moreno, Francisca Alba Sanchez

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Over time, the plant landscape has changed as a result of the numerous events on a global and local scale that have happened. This is the case of the Mediterranean ecosystems, one of the most complex and rich in endemisms on the planet, subjected to anthropic pressures from the beginning of civilizations. The intervention in these systems together with climate changes has led to changes in diversity, tree cover, shrub, and ultimately in the structure and functioning of these ecosystems. Paleopalinology is used as a tool for analysis of pollen and non-pollen microfossils preserved in the flooded grasslands of the Middle Atlas (Morocco). This allows reconstructing the evolution of vegetation and climate, as well as providing data and reasoning to different ecological, cultural and historical processes. Although climatic and anthropic events are well documented in Europe, they are not so well documented in North Africa, which gives added value to the study area. The results obtained serve to predict the behavior and evolution of Mediterranean mountain ecosystems during the Holocene, their response to future changes, resilience, and recovery from climatic and anthropic disturbances. In the stratigraphic series analyzed, nine major events were detected, eight of which appeared to be of climatic and anthropic origin, and one unexpected, related to volcanic activity.

Keywords: anthropic, Holocene, Morocco, paleopalynology, resilience

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Authors: Shaibu Salifu, Ofori Boachie

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Philanthropy is part and parcel of African identity; it is intrinsically embedded in the life of Africans where at any point in time people contribute to philanthropy through giving or receiving. Even though, research on corporate philanthropy has gained attention in the academic space of Ghana, little have been done on the effects of corporate foundation giving on female labour force participation in Ghana. We investigate the effects of corporate foundations giving on female labour force participation in Ghana. We applied convenient and purposive sampling techniques to collect qualitative data from thirty (30) women in Ghana through interviews and open-ended questionnaires. We used Nvivo to carryout analysis on the data and our results indicate that corporate foundation giving has significant effect on female labour force participation in Ghana. In addition, contrary to the feminization U-Shape Hypothesis, evidence suggest that, to a larger extent marriage and fertility (birth) of women positively contribute to the female labour force participation in Ghana. Nevertheless, the study was limited by the number of women who were interviewed, time constraints of women for elaborate discussions on the issues (constructs) of the study and fear of victimization by authorities on most of their responses to the interviews. The findings have implications for all stakeholders of philanthropy: academia, governments, civil society organizations, corporate foundations, women of Ghana and other relevant bodies.

Keywords: corporate philanthropy, corporate foundations, corporate foundation giving, female labour force participation, women, Ghana

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Authors: Eun-Taek Sin, Hyun-Ju Jang, Chang Geun Song, Yong-Sik Han

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Due to the climate change, the coastal urban area repeatedly suffers from the loss of property and life by flooding. There are three main causes of inland submergence. First, when heavy rain with high intensity occurs, the water quantity in inland cannot be drained into rivers by increase in impervious surface of the land development and defect of the pump, storm sewer. Second, river inundation occurs then water surface level surpasses the top of levee. Finally, Coastal inundation occurs due to rising sea water. However, previous studies ignored the complex mechanism of flooding, and showed discrepancy and inadequacy due to linear summation of each analysis result. In this study, inland flooding and river inundation were analyzed together by HDM-2D model. Petrov-Galerkin stabilizing method and flux-blocking algorithm were applied to simulate the inland flooding. In addition, sink/source terms with exponentially growth rate attribute were added to the shallow water equations to include the inland flooding analysis module. The applications of developed model gave satisfactory results, and provided accurate prediction in comprehensive flooding analysis. The applications of developed model gave satisfactory results, and provided accurate prediction in comprehensive flooding analysis. To consider the coastal surge, another module was developed by adding seawater to the existing Inland Flooding-River Inundation binding module for comprehensive flooding analysis. Based on the combined modules, the Coastal Inundation – Inland & River Flow Interface was simulated by inputting the flow rate and depth data in artificial flume. Accordingly, it was able to analyze the flood patterns of coastal cities over time. This study is expected to help identify the complex causes of flooding in coastal areas where complex flooding occurs, and assist in analyzing damage to coastal cities. Acknowledgements—This research was supported by a grant ‘Development of the Evaluation Technology for Complex Causes of Inundation Vulnerability and the Response Plans in Coastal Urban Areas for Adaptation to Climate Change’ [MPSS-NH-2015-77] from the Natural Hazard Mitigation Research Group, Ministry of Public Safety and Security of Korea.

Keywords: flooding analysis, river inundation, inland flooding, 2D hydrodynamic model

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Authors: Rodrigo Arnaldo Scarpel

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Trend following is a widely accepted investment strategy that adopts a rule-based trading mechanism that rather than striving to predict market direction or on information gathering to decide when to buy and when to sell a stock. Thus, in trend following one must respond to market’s movements that has recently happen and what is currently happening, rather than on what will happen. Optimally, in trend following strategy, is to catch a bull market at its early stage, ride the trend, and liquidate the position at the first evidence of the subsequent bear market. For applying the trend following strategy one needs to find the trend and identify trade signals. In order to avoid false signals, i.e., identify fluctuations of short, mid and long terms and to separate noise from real changes in the trend, most academic works rely on moving averages and other technical analysis indicators, such as the moving average convergence divergence (MACD) and the relative strength index (RSI) to uncover intelligible stock trading rules following trend following strategy philosophy. Recently, some works has applied machine learning techniques for trade rules discovery. In those works, the process of rule construction is based on evolutionary learning which aims to adapt the rules to the current environment and searches for the global optimum rules in the search space. In this work, instead of focusing on the usage of machine learning techniques for creating trading rules, a time series trend classification employing a semi-supervised approach was used to early identify both the beginning and the end of upward and downward trends. Such classification model can be employed to identify trade signals and the decision-making procedure is that if an up-trend (down-trend) is identified, a buy (sell) signal is generated. Semi-supervised learning is used for model training when only part of the data is labeled and Semi-supervised classification aims to train a classifier from both the labeled and unlabeled data, such that it is better than the supervised classifier trained only on the labeled data. For illustrating the proposed approach, it was employed daily trade information, including the open, high, low and closing values and volume from January 1, 2000 to December 31, 2022, of the São Paulo Exchange Composite index (IBOVESPA). Through this time period it was visually identified consistent changes in price, upwards or downwards, for assigning labels and leaving the rest of the days (when there is not a consistent change in price) unlabeled. For training the classification model, a pseudo-label semi-supervised learning strategy was used employing different technical analysis indicators. In this learning strategy, the core is to use unlabeled data to generate a pseudo-label for supervised training. For evaluating the achieved results, it was considered the annualized return and excess return, the Sortino and the Sharpe indicators. Through the evaluated time period, the obtained results were very consistent and can be considered promising for generating the intended trading signals.

Keywords: evolutionary learning, semi-supervised classification, time series data, trading signals generation

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Authors: Qianwei Cheng, A. K. M. Mahbubur Rahman, Anis Sarker, Abu Bakar Siddik Nayem, Ovi Paul, Amin Ahsan Ali, M. Ashraful Amin, Ryosuke Shibasaki, Moinul Zaber

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Thomas Friedman, in his famous book, argued that the world in this 21st century is flat and will continue to be flatter. This is attributed to rapid globalization and the interdependence of humanity that engendered tremendous in-flow of human migration towards the urban spaces. In order to keep the urban environment sustainable, policy makers need to plan based on extensive analysis of the urban environment. With the advent of high definition satellite images, high resolution data, computational methods such as deep neural network analysis, and hardware capable of high-speed analysis; urban planning is seeing a paradigm shift. Legacy data on urban environments are now being complemented with high-volume, high-frequency data. However, the first step of understanding urban space lies in useful categorization of the space that is usable for data collection, analysis, and visualization. In this paper, we propose a pragmatic categorization method that is readily usable for machine analysis and show applicability of the methodology on a developing world setting. Categorization to plan sustainable urban spaces should encompass the buildings and their surroundings. However, the state-of-the-art is mostly dominated by classification of building structures, building types, etc. and largely represents the developed world. Hence, these methods and models are not sufficient for developing countries such as Bangladesh, where the surrounding environment is crucial for the categorization. Moreover, these categorizations propose small-scale classifications, which give limited information, have poor scalability and are slow to compute in real time. Our proposed method is divided into two steps-categorization and automation. We categorize the urban area in terms of informal and formal spaces and take the surrounding environment into account. 50 km × 50 km Google Earth image of Dhaka, Bangladesh was visually annotated and categorized by an expert and consequently a map was drawn. The categorization is based broadly on two dimensions-the state of urbanization and the architectural form of urban environment. Consequently, the urban space is divided into four categories: 1) highly informal area; 2) moderately informal area; 3) moderately formal area; and 4) highly formal area. In total, sixteen sub-categories were identified. For semantic segmentation and automatic categorization, Google’s DeeplabV3+ model was used. The model uses Atrous convolution operation to analyze different layers of texture and shape. This allows us to enlarge the field of view of the filters to incorporate larger context. Image encompassing 70% of the urban space was used to train the model, and the remaining 30% was used for testing and validation. The model is able to segment with 75% accuracy and 60% Mean Intersection over Union (mIoU). In this paper, we propose a pragmatic categorization method that is readily applicable for automatic use in both developing and developed world context. The method can be augmented for real-time socio-economic comparative analysis among cities. It can be an essential tool for the policy makers to plan future sustainable urban spaces.

Keywords: semantic segmentation, urban environment, deep learning, urban building, classification

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Authors: Oguzhan Cepni, Doruk Kucuksarac, M. Hasan Yilmaz

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Risk premium of emerging markets are moving altogether depending on the momentum and shifts in the global risk appetite. However, the magnitudes of these changes in the risk premium of emerging market economies might vary. In this paper, we focus on how global risk factor affects credit default swaps (CDS) premiums of emerging markets using principal component analysis (PCA) and rolling regressions. PCA results indicate that the first common component accounts for almost 76% of common variation in CDS premiums of emerging markets. Additionally, the explanatory power of the first factor seems to be high over sample period. However, the sensitivity to the global risk factor tends to change over time and across countries. In this regard, fixed effects panel regressions are employed to identify the macroeconomic factors driving the heterogeneity across emerging markets. There are two main macroeconomic variables that affect the sensitivity; government debt to GDP and international reserves to GDP. The countries with lower government debt and higher reserves tend to be less subject to the variations in the global risk appetite.

Keywords: emerging markets, principal component analysis, credit default swaps, sovereign risk

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Authors: Siti Khadijah Che Osmi, Mohammed Ahmad Syed

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Underground tunnels are one of the most popular public facilities for various applications such as transportation, water transfer, network utilities and etc. Experience from the past earthquake reveals that the underground tunnels also become vulnerable components and may damage at certain percentage depending on the level of ground shaking and induced phenomena. In this paper a numerical analysis is conducted in evaluating the sensitivity of two types of circular shallow tunnel lining models to wide ranging changes in the geotechnical design parameter. Critical analysis has been presented about the current methods of analysis, structural typology, ground motion characteristics, effect of soil conditions and associated uncertainties on the tunnel integrity. The response of the tunnel is evaluated through 2D non-linear finite element analysis, which critically assesses the impact of increasing levels of seismic loads. The finding from this study offer significant information on improving methods to assess the vulnerability of underground structures.

Keywords: geotechnical design parameter, seismic response, sensitivity analysis, shallow tunnel

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Authors: Akshay Paranjape, Nils Plettenberg, Robert Schmitt

Abstract:

Traditional optimization methods like evolutionary algorithms are widely used in production processes to find an optimal or near-optimal solution of control parameters based on the simulated environment space of a process. These algorithms are computationally intensive and therefore do not provide the opportunity for real-time optimization. This paper utilizes the Deep Reinforcement Learning (DRL) framework to find an optimal or near-optimal solution for control parameters. A model based on maximum a posteriori policy optimization (Hybrid-MPO) that can handle both numerical and categorical parameters is used as a benchmark for comparison. A comparative study shows that DRL can find optimal solutions of similar quality as compared to evolutionary algorithms while requiring significantly less time making them preferable for real-time optimization. The results are confirmed in a large-scale validation study on datasets from production and other fields. A trained XGBoost model is used as a surrogate for process simulation. Finally, multiple ways to improve the model are discussed.

Keywords: reinforcement learning, evolutionary algorithms, production process optimization, real-time optimization, hybrid-MPO

Procedia PDF Downloads 97

Authors: Mahdi Aghaei, Saeid Jamshidi, Mastaneh Hajipour

Abstract:

Effective factors on the mechanical wellbore stability are divided in to two categories: 1) Controllable factors, 2) Uncontrollable factors. The purpose of geo-mechanical modeling of wells is to determine the limit of controlled parameters change based on the stress regime at each point and by solving the governing equations the pore-elastic environment around the well. In this research, the mechanical analysis of wellbore stability was carried out for Soroush oilfield. For this purpose, the geo-mechanical model of the field is made using available data. This model provides the necessary parameters for obtaining the distribution of stress around the wellbore. Initially, a basic model was designed to perform various analysis, based on obtained data, using Abaqus software. All of the subsequent sensitivity analysis such as sensitivity analysis on porosity, permeability, etc. was done on the same basic model. The results obtained from these analysis gives various result such as: with the constant geomechanical parameters, and sensitivity analysis on porosity permeability is ineffective. After the most important parameters affecting the wellbore stability and instability are geo-mechanical parameters.

Keywords: wellbore stability, movement, stress, instability

Procedia PDF Downloads 190

Authors: Atitallah Sofien, Bouyahia Olfa, Romdhani Meriam, Missaoui Nada, Ben Rabeh Rania, Yahyaoui Salem, Mazigh Sonia, Boukthir Samir

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Introduction: Spondylothoracic dysostosis, also known as Jarcho-Levin syndrome, is defined by a shortened neck and thorax, a protruding abdomen, inguinal and umbilical hernias, atypical spinal structure and rib fusion, leading to restricted chest movement or difficulty in breathing, along with urinary tract abnormalities and, potentially severe scoliosis. Aim: This is the case of a patient diagnosed with Jarcho-Levin syndrome, aiming to detail the range of abnormalities observed in this syndrome, the observed complications, and the therapeutic approaches employed. Results: A three-month-old male infant, born of a consanguineous marriage, delivered at full term by cesarean section, was admitted to the pediatric department for severe acute bronchiolitis. In his prenatal history, morphological ultrasound revealed macrosomia, a shortened spine, irregular vertebrae with thickened skin, normal fetal cardiac ultrasound, and the absence of the right kidney. His perinatal history included respiratory distress, requiring ventilatory support for five days. Upon physical examination, he had stunted growth, scoliosis, a short neck and trunk, longer upper limbs compared to lower limbs, varus equinus in the right foot, a neural tube defect, a low hairline, and low-set ears. Spondylothoracic dysostosis was suspected, leading to further investigations, including a normal transfontaneous ultrasound, a spinal cord ultrasound revealing a lipomyelocele-type closed dysraphism with a low-attached cord, an abdominal ultrasound indicating a single left kidney, and a cardiac ultrasound identifying Kommerell syndrome. Due to a lack of resources, genetic testing could not be performed, and the diagnosis was based on clinical criteria. Conclusion: Jarcho-Levin syndrome can result in a mortality rate of about 50%, primarily due to respiratory complications associated with thoracic insufficiency syndrome. Other complications, like heart and neural tube defects, can also lead to premature mortality. Therefore, early diagnosis and comprehensive treatment involving various specialists are essential.

Keywords: Jarcho-Levin syndrome, congenital disorder, scoliosis, spondylothoracic dysostosis, neural tube defect

Procedia PDF Downloads 42

Authors: G. Yakubova, A. Kavetskiy, S. A. Prior, H. A. Torbert

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In-situ soil carbon determination over large soil surface areas (several hectares) is required in regard to carbon sequestration and carbon credit issues. This capability is important for optimizing modern agricultural practices and enhancing soil science knowledge. Collecting and processing representative field soil cores for traditional laboratory chemical analysis is labor-intensive and time-consuming. The neutron-stimulated gamma analysis method can be used for in-situ measurements of primary elements in agricultural soils (e.g., Si, Al, O, C, Fe, and H). This non-destructive method can assess several elements in large soil volumes with no need for sample preparation. Neutron-gamma soil elemental analysis utilizes gamma rays issued from different neutron-nuclei interactions. This process has become possible due to the availability of commercial portable pulse neutron generators, high-efficiency gamma detectors, reliable electronics, and measurement/data processing software complimented by advances in state-of-the-art nuclear physics methods. In Pulsed Fast Thermal Neutron Analysis (PFTNA), soil irradiation is accomplished using a pulsed neutron flux, and gamma spectra acquisition occurs both during and between pulses. This method allows the inelastic neutron scattering (INS) gamma spectrum to be separated from the thermal neutron capture (TNC) spectrum. Based on PFTNA, a mobile system for field-scale soil elemental determinations (primarily carbon) was developed and constructed. Our scanning methodology acquires data that can be directly used for creating soil elemental distribution maps (based on ArcGIS software) in a reasonable timeframe (~20-30 hectares per working day). Created maps are suitable for both agricultural purposes and carbon sequestration estimates. The measurement system design, spectra acquisition process, strategy for acquiring field-scale carbon content data, and mapping of agricultural fields will be discussed.

Keywords: neutron gamma analysis, soil elemental content, carbon sequestration, carbon credit, soil gamma spectroscopy, portable neutron generators, ArcMap mapping

Procedia PDF Downloads 81

Authors: N. R. N. Idris, S. Baharom

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A meta-analysis may be performed using aggregate data (AD) or an individual patient data (IPD). In practice, studies may be available at both IPD and AD level. In this situation, both the IPD and AD should be utilised in order to maximize the available information. Statistical advantages of combining the studies from different level have not been fully explored. This study aims to quantify the statistical benefits of including available IPD when conducting a conventional summary-level meta-analysis. Simulated meta-analysis were used to assess the influence of the levels of data on overall meta-analysis estimates based on IPD-only, AD-only and the combination of IPD and AD (mixed data, MD), under different study scenario. The percentage relative bias (PRB), root mean-square-error (RMSE) and coverage probability were used to assess the efficiency of the overall estimates. The results demonstrate that available IPD should always be included in a conventional meta-analysis using summary level data as they would significantly increased the accuracy of the estimates. On the other hand, if more than 80% of the available data are at IPD level, including the AD does not provide significant differences in terms of accuracy of the estimates. Additionally, combining the IPD and AD has moderating effects on the biasness of the estimates of the treatment effects as the IPD tends to overestimate the treatment effects, while the AD has the tendency to produce underestimated effect estimates. These results may provide some guide in deciding if significant benefit is gained by pooling the two levels of data when conducting meta-analysis.

Keywords: aggregate data, combined-level data, individual patient data, meta-analysis

Procedia PDF Downloads 359

Authors: Alia Alghosoun, Nabil El Moçayd, Mohammed Seaid

Abstract:

Modeling dam-break flows over non-flat beds requires an accurate representation of the topography which is the main source of uncertainty in the model. Therefore, developing robust and accurate techniques for reconstructing topography in this class of problems would reduce the uncertainty in the flow system. In many hydraulic applications, experimental techniques have been widely used to measure the bed topography. In practice, experimental work in hydraulics may be very demanding in both time and cost. Meanwhile, computational hydraulics have served as an alternative for laboratory and field experiments. Unlike the forward problem, the inverse problem is used to identify the bed parameters from the given experimental data. In this case, the shallow water equations used for modeling the hydraulics need to be rearranged in a way that the model parameters can be evaluated from measured data. However, this approach is not always possible and it suffers from stability restrictions. In the present work, we propose an adaptive optimal control technique to numerically identify the underlying bed topography from a given set of free-surface observation data. In this approach, a minimization function is defined to iteratively determine the model parameters. The proposed technique can be interpreted as a fractional-stage scheme. In the first stage, the forward problem is solved to determine the measurable parameters from known data. In the second stage, the adaptive control Ensemble Kalman Filter is implemented to combine the optimality of observation data in order to obtain the accurate estimation of the topography. The main features of this method are on one hand, the ability to solve for different complex geometries with no need for any rearrangements in the original model to rewrite it in an explicit form. On the other hand, its achievement of strong stability for simulations of flows in different regimes containing shocks or discontinuities over any geometry. Numerical results are presented for a dam-break flow problem over non-flat bed using different solvers for the shallow water equations. The robustness of the proposed method is investigated using different numbers of loops, sensitivity parameters, initial samples and location of observations. The obtained results demonstrate high reliability and accuracy of the proposed techniques.

Keywords: erodible beds, finite element method, finite volume method, nonlinear elasticity, shallow water equations, stresses in soil

Procedia PDF Downloads 116

Authors: Rohit Shrivastava, Stefan Luding

Abstract:

A mechanical wave is propagation of vibration with transfer of energy and momentum. Studying the energy as well as spectral energy characteristics of a propagating wave through disordered granular media can assist in understanding the overall properties of wave propagation through inhomogeneous materials like soil. The study of these properties is aimed at modeling wave propagation for oil, mineral or gas exploration (seismic prospecting) or non-destructive testing for the study of internal structure of solids. The study of Energy content (Kinetic, Potential and Total Energy) of a pulse propagating through an idealized one-dimensional discrete particle system like a mass disordered granular chain can assist in understanding the energy attenuation due to disorder as a function of propagation distance. The spectral analysis of the energy signal can assist in understanding dispersion as well as attenuation due to scattering in different frequencies (scattering attenuation). The selection of one-dimensional granular chain also helps in studying only the P-wave attributes of the wave and removing the influence of shear or rotational waves. Granular chains with different mass distributions have been studied, by randomly selecting masses from normal, binary and uniform distributions and the standard deviation of the distribution is considered as the disorder parameter, higher standard deviation means higher disorder and lower standard deviation means lower disorder. For obtaining macroscopic/continuum properties, ensemble averaging has been used. Interpreting information from a Total Energy signal turned out to be much easier in comparison to displacement, velocity or acceleration signals of the wave, hence, indicating a better analysis method for wave propagation through granular materials. Increasing disorder leads to faster attenuation of the signal and decreases the Energy of higher frequency signals transmitted, but at the same time the energy of spatially localized high frequencies also increases. An ordered granular chain exhibits ballistic propagation of energy whereas, a disordered granular chain exhibits diffusive like propagation, which eventually becomes localized at long periods of time.

Keywords: discrete elements, energy attenuation, mass disorder, granular chain, spectral energy, wave propagation

Procedia PDF Downloads 271