Search results for: structural time series model (STSM)

Authors: Wajih Abbassi, Zouhaier Ben Khelifa

Abstract:

The present research points towards the empirical validation of three options valuation models, the ad-hoc Black-Scholes model as proposed by Berkowitz (2001), the constant elasticity of variance model of Cox and Ross (1976) and the Kou jump-diffusion model (2002). Our empirical analysis has been conducted on a sample of 26,974 options written on three indexes, the S&P 500, Nasdaq 100 and the Russell 2000 that were negotiated during the year 2007 just before the sub-prime crisis. We start by presenting the theoretical foundations of the models of interest. Then we use the technique of trust-region-reflective algorithm to estimate the structural parameters of these models from cross-section of option prices. The empirical analysis shows the superiority of the Kou jump-diffusion model. This superiority arises from the ability of this model to portray the behavior of market participants and to be closest to the true distribution that characterizes the evolution of these indices. Indeed the double-exponential distribution covers three interesting properties that are: the leptokurtic feature, the memory less property and the psychological aspect of market participants. Numerous empirical studies have shown that markets tend to have both overreaction and under reaction over good and bad news respectively. Despite of these advantages there are not many empirical studies based on this model partly because probability distribution and option valuation formula are rather complicated. This paper is the first to have used the technique of nonlinear curve-fitting through the trust-region-reflective algorithm and cross-section options to estimate the structural parameters of the Kou jump-diffusion model.

Keywords: jump-diffusion process, Kou model, Leptokurtic feature, trust-region-reflective algorithm, US index options

Procedia PDF Downloads 413

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 141

Authors: Sayed Kifayat Shah, Tang Zhongjun, Mohammad Ahmad, Sohaib Mostafa

Abstract:

This article investigates consumer’s intention to shift to 5G in the light of disruptive technology innovation. To switch from 4G (Existing) technology to 5G (Disruptive) technology requires not just economic benefits and costs but involves other values too, which aren't yet experienced in the framework of technology innovation. This study extended the valued adaptation (VAM) model by proposing the sustainability values (SVs) construct. The model was examined on data from 361 Chinese consumers using the partial least squares-based structural equation modelling (PLS-SEM) technique. The outcomes prove the significant correlation of sustainability values (SVs) which influences consumer’s switching intentions toward 5G disruptive technology. The findings of this research will be helpful to telecoms firms in developing consumer retention strategies. Some limitations and the importance of the research for scholars and managers are also discussed.

Keywords: value adaptation model (VAM), sustainability values (SVs), disruptive 5G technology, switching intentions (SI), partial least squares-based structural equation modelling (PLS-SEM)

Procedia PDF Downloads 126

Authors: Shah Md. Imran Kabir, Md. Mostafa Ali

Abstract:

Karnafuli is one of the most important rivers of Bangladesh which is playing a vital role in our national economy. The major sea port of Bangladesh is the Chittagong port located on the right bank of Karnafuli River Bangladesh. Karnafuli river port is considered as the lifeline of the economic activities of the country. Therefore, it is always necessary to keep the river active and live in terms of its navigability. Due to man-made intervention, the river flow becomes interrupted and thereby may cause the change in the river morphology. The specific objective of this study is the application of 2D model to assess different hydrodynamic and morphological characteristics of the river due to normal flow condition and sea level rise condition. The model has been set with the recent bathymetry data collected from CPA hydrography division. For model setup, the river reach is selected between Kalurghat and Khal no-18. Time series discharge and water level data are used as boundary condition at upstream and downstream. Calibration and validation have been carried out with the recent water level data at Khal no-10 and Sadarghat. The total reach length of the river has been divided into four parts to determine different hydrodynamic and morphological assessments like variation of velocity, sediment erosion and deposition and bed level changes also have been studied. This model has been used for the assessment of river response due sediment transport and sea level rise. Model result shows slight increase in velocity. It also changes the rate of erosion and deposition at some location of the selected reach. It is hoped that the result of the model simulation will be helpful to suggest the effect of possible future development work to be implemented on this river.

Keywords: CCHE 2D, hydrodynamic, morphology, sea level rise

Procedia PDF Downloads 354

Authors: Le Linh, Truong Nguyen Luan Vu, Le Hieu Giang

Abstract:

In this work, the IMC-PID controller cascaded filter based on Internal Model Control (IMC) scheme is systematically proposed for the simplified decoupling control system. The simplified decoupling is firstly introduced for multivariable processes by using coefficient matching to obtain a stable, proper, and causal simplified decoupler. Accordingly, transfer functions of decoupled apparent processes can be expressed as a set of n equivalent independent processes and then derived as a ratio of the original open-loop transfer function to the diagonal element of the dynamic relative gain array. The IMC-PID controller in series with filter is then directly employed to enhance the overall performance of the decoupling control system while avoiding difficulties arising from properties inherent to simplified decoupling. Some simulation studies are considered to demonstrate the simplicity and effectiveness of the proposed method. Simulations were conducted by tuning various controllers of the multivariate processes with multiple time delays. The results indicate that the proposed method consistently performs well with fast and well-balanced closed-loop time responses.

Keywords: coefficient matching method, internal model control (IMC) scheme, PID controller cascaded filter, simplified decoupler

Procedia PDF Downloads 425

Authors: Yohanna Panshak

Abstract:

The impact of macroeconomic instability on economic growth and prosperity has been at forefront in many discourses among researchers and policy makers and has generated a lot of controversies over the years. This has generated series of research efforts towards understanding the remote causes of this phenomenon; its nature, determinants and how it can be targeted and mitigated. While others have opined that the root cause of macroeconomic flux in Nigeria is attributed to Oil-Price volatility, others viewed the issue as resulting from some constellation of structural constraints both within and outside the shores of the country. Research works of scholars such as [Akpan (2009), Aliyu (2009), Olomola (2006), etc] argue that oil volatility can determine economic growth or has the potential of doing so. On the contrary, [Darby (1982), Cerralo (2005) etc] share the opinion that it can slow down growth. The earlier argument rest on the understanding that for a net balance of oil exporting economies, price upbeat directly increases real national income through higher export earnings, whereas, the latter allude to the case of net-oil importing countries (which experience price rises, increased input costs, reduced non-oil demand, low investment, fall in tax revenues and ultimately an increase in budget deficit which will further reduce welfare level). Therefore, assessing the precise impact of oil price volatility on virtually any economy is a function of whether it is an oil-exporting or importing nation. Research on oil price volatility and its outcome on the growth of the Nigerian economy are evolving and in a march towards resolving Nigeria’s macroeconomic instability as long as oil revenue still remain the mainstay and driver of socio-economic engineering. Recently, a major importer of Nigeria’s oil- United States made a historic breakthrough in more efficient source of energy for her economy with the capacity of serving significant part of the world. This undoubtedly suggests a threat to the exchange earnings of the country. The need to understand fluctuation in its major export commodity is critical. This paper leans on the Renaissance growth theory with greater focus on theoretical work of Lee (1998); a leading proponent of this school who makes a clear cut of difference between oil price changes and oil price volatility. Based on the above background, the research seeks to empirically examine the impact oil-price volatility on government expenditure using quarterly time series data spanning 1986:1 to 2014:4. Vector Auto Regression (VAR) econometric approach shall be used. The structural properties of the model shall be tested using Augmented Dickey-Fuller and Phillips-Perron. Relevant diagnostics tests of heteroscedasticity, serial correlation and normality shall also be carried out. Policy recommendation shall be offered on the empirical findings and believes it assist policy makers not only in Nigeria but the world-over.

Keywords: oil-price, volatility, prosperity, budget, expenditure

Procedia PDF Downloads 252

Authors: Amadou Banda Ndione, Charles Awono Onana

Abstract:

In this paper the compartmental approach is applied to build a macroeconomic model characterized by countries. We consider a total of N countries that are subdivided into three compartments according to their economic status: D(t) denotes the compartment of developing countries at time t, E(t) stands for the compartment of emerging countries at time t while A(t) represents advanced countries at time t. The model describes the process of economic development and includes the notion of openness through collaborations between countries. Two delays appear in this model to describe the average time necessary for collaborations between countries to become efficient for their development process. Our model represents the different stages of development. It further gives the conditions under which a country can change its economic status and demonstrates the short-term positive effect of openness on economic growth. In addition, we investigate bifurcation by considering the delay as a bifurcation parameter and examine the onset and termination of Hopf bifurcations from a positive equilibrium. Numerical simulations are provided in order to illustrate the theoretical part and to support discussion.

Keywords: compartmental systems, delayed dynamical system, economic development, fiscal policy, hopf bifurcation

Procedia PDF Downloads 123

Authors: L. Q. Yuan, J. Yang, A. Siddiqui

Abstract:

A new regression uncertainty analysis methodology was applied to determine the uncertainties of the critical heat flux (CHF) power correlation for an advanced 43-element bundle design, which was developed by Canadian Nuclear Laboratories (CNL) to achieve improved economics, resource utilization and energy sustainability. The new methodology is considered more appropriate than the traditional methodology in the assessment of the experimental uncertainty associated with regressions. The methodology was first assessed using both the Monte Carlo Method (MCM) and the Taylor Series Method (TSM) for a simple linear regression model, and then extended successfully to a non-linear CHF power regression model (CHF power as a function of inlet temperature, outlet pressure and mass flow rate). The regression uncertainty assessed by MCM agrees well with that by TSM. An equation to evaluate the CHF power regression uncertainty was developed and expressed as a function of independent variables that determine the CHF power.

Keywords: CHF experiment, CHF correlation, regression uncertainty, Monte Carlo Method, Taylor Series Method

Procedia PDF Downloads 397

Authors: Shay Kee Tan, Kok Haur Ng, Jennifer So-Kuen Chan

Abstract:

This paper extends the conditional autoregressive range (CARR) model to multivariate CARR (MCARR) model and further to the two-stage MCARR-return model to model and forecast volatilities, correlations and returns of multiple financial assets. The first stage model fits the scaled realised Parkinson volatility measures using individual series and their pairwise sums of indices to the MCARR model to obtain in-sample estimates and forecasts of volatilities for these individual and pairwise sum series. Then covariances are calculated to construct the fitted variance-covariance matrix of returns which are imputed into the stage-two return model to capture the heteroskedasticity of assets’ returns. We investigate different choices of mean functions to describe the volatility dynamics. Empirical applications are based on the Standard and Poor 500, Dow Jones Industrial Average and Dow Jones United States Financial Service Indices. Results show that the stage-one MCARR models using asymmetric mean functions give better in-sample model fits than those based on symmetric mean functions. They also provide better out-of-sample volatility forecasts than those using CARR models based on two robust loss functions with the scaled realised open-to-close volatility measure as the proxy for the unobserved true volatility. We also find that the stage-two return models with constant means and multivariate Student-t errors give better in-sample fits than the Baba, Engle, Kraft, and Kroner type of generalized autoregressive conditional heteroskedasticity (BEKK-GARCH) models. The estimates and forecasts of value-at-risk (VaR) and conditional VaR based on the best MCARR-return models for each asset are provided and tested using Kupiec test to confirm the accuracy of the VaR forecasts.

Keywords: range-based volatility, correlation, multivariate CARR-return model, value-at-risk, conditional value-at-risk

Procedia PDF Downloads 83

Authors: William Albeiro Alvarez, Gloria Patricia Jaramillo, Ivan Reinaldo Sarmiento

Abstract:

Understanding the behavior of individuals and the different human factors that influence the choice when faced with a complex system such as transportation is one of the most complicated aspects of measuring in the components that constitute the modeling of route choice due to that various behaviors and driving mode directly or indirectly affect the choice. During the last two decades, with the development of information and communications technologies, new data collection techniques have emerged such as GPS, geolocation with mobile phones, apps for choosing the route between origin and destination, individual service transport applications among others, where an interest has been generated to improve discrete choice models when considering the incorporation of these developments as well as psychological factors that affect decision making. This paper implements a discrete choice model that proposes and estimates a hybrid model that integrates route choice models and latent variables based on the observation on the route of a sample of public taxi drivers from the city of Medellín, Colombia in relation to its behavior, personality, socioeconomic characteristics, and driving mode. The set of choice options includes the routes generated by the individual service transport applications versus the driver's choice. The hybrid model consists of measurement equations that relate latent variables with measurement indicators and utilities with choice indicators along with structural equations that link the observable characteristics of drivers with latent variables and explanatory variables with utilities.

Keywords: behavior choice model, human factors, hybrid model, real time data

Procedia PDF Downloads 132

Authors: Bello Gonzalez, Setten Van M., Brouwer M.

Abstract:

The chicken small intestine represents a dynamic and complex organ in which the enzymatic digestion and absorption of nutrients take place. The development of an in vitro fermentation chicken small intestinal model could be used as an alternative to explore the interaction between the microbiota and nutrient metabolism and to enhance the efficacy of targeting interventions to improve animal health. In the present study we have developed an in vitro fermentation chicken ileum microbiota model for unrevealing the complex interaction of ileum microbial community under physiological conditions. A two-vessel continuous fermentation process simulating in real-time the physiological conditions of the ileum content (pH, temperature, microaerophilic/anoxic conditions, and peristaltic movements) has been standardized as a proof of concept. As inoculum, we use a pool of ileum microbial community obtained from chicken broilers at the age of day 14. The development and validation of the model provide insight into the initial characterization of the ileum microbial community and its dynamics over time-related to nutrient assimilation and fermentation. Samples can be collected at different time points and can be used to determine the microbial compositional structure, dynamics, and diversity over time. The results of studies using this in vitro model will serve as the foundation for the development of a whole small intestine in vitro fermentation chicken gastrointestinal model to complement our already established in vitro fermentation chicken caeca model. The insight gained from this model could provide us with some information about the nutritional strategies to restore and maintain chicken gut homeostasis. Moreover, the in vitro fermentation model will also allow us to study relationships between gut microbiota composition and its dynamics over time associated with nutrients, antimicrobial compounds, and disease modelling.

Keywords: broilers, in vitro model, ileum microbiota, fermentation

Procedia PDF Downloads 26

Authors: Gianni Blasi, Daniele Perrone, Maria Antonietta Aiello

Abstract:

The seismic vulnerability of non-structural components is nowadays recognized to be a key issue in performance-based earthquake engineering. Recent loss estimation studies, as well as the damage observed during past earthquakes, evidenced how non-structural damage represents the highest rate of economic loss in a building and can be in many cases crucial in a life-safety view during the post-earthquake emergency. The procedures developed to evaluate the seismic demand on non-structural components have been constantly improved and recent studies demonstrated how the existing formulations provided by main Standards generally ignore features which have a sensible influence on the definition of the seismic acceleration/displacements subjecting non-structural components. Since the influence of the infills on the dynamic behaviour of RC structures has already been evidenced by many authors, it is worth to be noted that the evaluation of the seismic demand on non-structural components should consider the presence of the infills as well as their mechanical properties. This study focuses on the evaluation of time-history floor acceleration in RC buildings; which is a useful mean to perform seismic vulnerability analyses of non-structural components through the well-known cascade method. Dynamic analyses are performed on an 8-storey RC frame, taking into account the presence of the infills; the influence of the elastic modulus of the panel on the results is investigated as well as the presence of openings. Floor accelerations obtained from the analyses are used to evaluate the floor response spectra, in order to define the demand on non-structural components depending on the properties of the infills. Finally, the results are compared with formulations provided by main International Standards, in order to assess the accuracy and eventually define the improvements required according to the results of the present research work.

Keywords: floor spectra, infilled RC frames, non-structural components, seismic demand

Procedia PDF Downloads 314

Authors: Walaa Diab, Baher Atlam, Nadia El Nimer

Abstract:

Egypt faces many obvious economic challenges, and it is so clear that a real economic transformation is needed to address those problems, especially after the recent decisions of floating the Egyptian pound and the gradual subsidy cuts that are trying to meet the needed conditions to get the IMF support of (a £12bn loan) for its economic reform program. Following the post-2008 revival of the interest in the fiscal policy and its vital role in speeding up or slowing down the economic growth. Here comes the value of this paper as it seeks to analyze the macroeconomic effects of fiscal policy in Egypt by applying A Bayesian SVAR Approach. The study uses the Bayesian method because it includes the prior information and no relevant information is omitted and so it is well suited for rational, evidence-based decision-making. Since the study aims to define the effects of fiscal policy shocks in Egypt to help the decision-makers in determining the proper means to correct the structural problems in the Egyptian economy, it has to study the period of 1990s economic reform, but unfortunately; the available data is on an annual frequency. Thus, it uses annual time series to study the period 1991: 2005 And quarterly data over the period 2006–2016. It uses a set of six main variables includes government expenditure and net tax revenues as fiscal policy arms affecting real GDP, unemployment, inflation and the interest rate. The study also tries to assess the 'crowding out' effects by considering the effects of government spending and government revenue shocks on the composition of GDP, namely, on private consumption and private investment. Last but not least the study provides its policy implications regarding the needed role of fiscal policy in Egypt in the upcoming economic reform building on the results it concludes from the previous reform program.

Keywords: fiscal policy, government spending, structural vector autoregression, taxation

Procedia PDF Downloads 258

Authors: E. Menga, S. Hernandez

Abstract:

Finite Element Models (FEMs) are widely used in order to study and predict the dynamic properties of structures and usually, the prediction can be obtained with much more accuracy in the case of a single component than in the case of assemblies. Especially for structural dynamics studies, in the low and middle frequency range, most complex FEMs can be seen as assemblies made by linear components joined together at interfaces. From a modelling and computational point of view, these types of joints can be seen as localized sources of stiffness and damping and can be modelled as lumped spring/damper elements, most of time, characterized by nonlinear constitutive laws. On the other side, most of FE programs are able to run nonlinear analysis in time-domain. They treat the whole structure as nonlinear, even if there is one nonlinear degree of freedom (DOF) out of thousands of linear ones, making the analysis unnecessarily expensive from a computational point of view. In this work, a methodology in order to obtain the nonlinear frequency response of structures, whose nonlinearities can be considered as localized sources, is presented. The work extends the well-known Structural Dynamic Modification Method (SDMM) to a nonlinear set of modifications, and allows getting the Nonlinear Frequency Response Functions (NLFRFs), through an ‘updating’ process of the Linear Frequency Response Functions (LFRFs). A brief summary of the analytical concepts is given, starting from the linear formulation and understanding what the implications of the nonlinear one, are. The response of the system is formulated in both: time and frequency domain. First the Modal Database is extracted and the linear response is calculated. Secondly the nonlinear response is obtained thru the NL SDMM, by updating the underlying linear behavior of the system. The methodology, implemented in MATLAB, has been successfully applied to estimate the nonlinear frequency response of two systems. The first one is a two DOFs spring-mass-damper system, and the second example takes into account a full aircraft FE Model. In spite of the different levels of complexity, both examples show the reliability and effectiveness of the method. The results highlight a feasible and robust procedure, which allows a quick estimation of the effect of localized nonlinearities on the dynamic behavior. The method is particularly powerful when most of the FE Model can be considered as acting linearly and the nonlinear behavior is restricted to few degrees of freedom. The procedure is very attractive from a computational point of view because the FEM needs to be run just once, which allows faster nonlinear sensitivity analysis and easier implementation of optimization procedures for the calibration of nonlinear models.

Keywords: frequency response, nonlinear dynamics, structural dynamic modification, softening effect, rubber

Procedia PDF Downloads 252

Authors: Aya Al Masri, Stefaan Carpentier, Fabrice Leroy, Thibault Julien, Safoin Aktaou, Malorie Martin, Fouad Maaloul

Abstract:

Introduction: During an 'Interventional Radiology (IR)' procedure, the patient's skin-dose may become very high for a burn, necrosis and ulceration to appear. In order to prevent these deterministic effects, an accurate calculation of the patient skin-dose mapping is essential. For most machines, the 'Dose Area Product (DAP)' and fluoroscopy time are the only information available for the operator. These two parameters are a very poor indicator of the peak skin dose. We developed a mathematical model that reconstructs the magnitude (delivered dose), shape, and localization of each irradiation field on the patient skin. In case of critical dose exceeding, the system generates warning alerts. We present the results of its comparison with clinical studies. Materials and methods: Two series of comparison of the skin-dose mapping of our mathematical model with clinical studies were performed: 1. At a first time, clinical tests were performed on patient phantoms. Gafchromic films were placed on the table of the IR machine under of PMMA plates (thickness = 20 cm) that simulate the patient. After irradiation, the film darkening is proportional to the radiation dose received by the patient's back and reflects the shape of the X-ray field. After film scanning and analysis, the exact dose value can be obtained at each point of the mapping. Four experimentation were performed, constituting a total of 34 acquisition incidences including all possible exposure configurations. 2. At a second time, clinical trials were launched on real patients during real 'Chronic Total Occlusion (CTO)' procedures for a total of 80 cases. Gafchromic films were placed at the back of patients. We performed comparisons on the dose values, as well as the distribution, and the shape of irradiation fields between the skin dose mapping of our mathematical model and Gafchromic films. Results: The comparison between the dose values shows a difference less than 15%. Moreover, our model shows a very good geometric accuracy: all fields have the same shape, size and location (uncertainty < 5%). Conclusion: This study shows that our model is a reliable tool to warn physicians when a high radiation dose is reached. Thus, deterministic effects can be avoided.

Keywords: clinical experimentation, interventional radiology, mathematical model, patient's skin-dose mapping.

Procedia PDF Downloads 126

Authors: Mintesinot Teshome Mengsha

Abstract:

Reinforced concrete structural walls are provided in structures to decrease horizontal displacements under seismic loads. The cyclic lateral load resistance capacity of a structural wall is controlled by two parameters, the strength and the ductility; it is better to have the shear strength somewhat greater than the compression to prevent shear failure, which is brittle, sudden and of serious consequence. Due to architectural and functional reasons, small openings are provided in this important structural part. The main objective of this study is to investigate the finite element of RC structural walls with small openings subjected to cyclic load using the finite element approach. The experimental results in terms of load capacity, failure mode, crack pattern, flexural strength, shear strength, and deformation capacity.

Keywords: ABAQUS, finite element method, small openings, reinforced concrete structural walls

Procedia PDF Downloads 28

Authors: E. Dehghan, R. Dehghan

Abstract:

Generally, the slender structural walls have flexural behavior. Since behavior of bending members can be explained by moment–curvature relation, therefore, an analytical model is proposed based on moment–curvature relation for slender structural walls. The moment–curvature relationships of RC sections are constructed through section analysis. Governing equations describing the bond-slip behavior in walls are derived and applied to moment–curvature relations. For the purpose of removing the imprecision in analytical results, the plastic hinge length is included in the finite element modeling. Finally, correlation studies between analytical and experimental results are conducted with the objective to establish the validity of the proposed algorithms. The results show that bond-slip effect is more significant in walls subjected to larger axial compression load. Moreover, preferable results are obtained when ultimate strain of concrete is assumed conservatively.

Keywords: nonlinear analysis, slender structural walls, moment-curvature relation, bond-slip, plastic hinge length

Procedia PDF Downloads 299

Authors: Erika Tatiana Ruiz, Wilson Adarme Jaimes

Abstract:

This abstract presents the methodology for improving the logistics processes of agricultural production units belonging to the coffee, cocoa, and fruit sectors, starting from the fundamental concepts and detailing each of the phases to carry out the diagnosis, which will be the basis for the formulation of its action plan and implementation of the maturity model. As a result of this work, the maturity model is formulated to improve logistics processes. This model seeks to: generate a progressive model that is useful for all productive units belonging to these sectors at the national level, regardless of their initial conditions, focus on the improvement of logistics processes as a strategy that contributes to improving the competitiveness of the agricultural sector in Colombia and spread the implementation of good logistics practices in postharvest in all departments of the country through autonomous tools. This model has been built through a series of steps that allow the evaluation and improvement of the logistics dimensions or indicators. The potential improvements for each dimension provide the foundation on which to advance to the next level. Within the maturity model, a methodology is indicated for the design and execution of strategies to improve its logistics processes, taking into account the current state of each production unit.

Keywords: agroindustrial, characterization, logistics, maturity model, processes

Procedia PDF Downloads 123

Authors: Michael Anton Kraus, Miriam Schuster, Geralt Siebert, Jens Schneider

Abstract:

Polymers increasingly gained interest in construction materials over the last years in civil engineering applications. As polymeric materials typically show time- and temperature dependent material behavior, which is accounted for in the context of the theory of linear viscoelasticity. Within the context of this paper, the authors show, that some polymeric interlayers for laminated glass can not be considered as thermorheologically simple as they do not follow a simple TTSP, thus a methodology of identifying the thermorheologically complex constitutive bahavioir is needed. ‘Dynamical-Mechanical-Thermal-Analysis’ (DMTA) in tensile and shear mode as well as ‘Differential Scanning Caliometry’ (DSC) tests are carried out on the interlayer material ‘Ethylene-vinyl acetate’ (EVA). A navoel Bayesian framework for the Master Curving Process as well as the detection and parameter identification of the TTSPs along with their associated Prony-series is derived and applied to the EVA material data. To our best knowledge, this is the first time, an uncertainty quantification of the Prony-series in a Bayesian context is shown. Within this paper, we could successfully apply the derived Bayesian methodology to the EVA material data to gather meaningful Master Curves and TTSPs. Uncertainties occurring in this process can be well quantified. We found, that EVA needs two TTSPs with two associated Generalized Maxwell Models. As the methodology is kept general, the derived framework could be also applied to other thermorheologically complex polymers for parameter identification purposes.

Keywords: bayesian parameter identification, generalized Maxwell model, linear viscoelasticity, thermorheological complex

Procedia PDF Downloads 247

Authors: Lal Hussain, Wajid Aziz, Sajjad Ahmed Nadeem, Saeed Arif Shah, Abdul Majid

Abstract:

Brain electrical activity as reflected in Electroencephalography (EEG) have been analyzed and diagnosed using various techniques. Among them, complexity measure, nonlinearity, disorder, and unpredictability play vital role due to the nonlinear interconnection between functional and anatomical subsystem emerged in brain in healthy state and during various diseases. There are many social and economical issues of alcoholic abuse as memory weakness, decision making, impairments, and concentrations etc. Alcoholism not only defect the brains but also associated with emotional, behavior, and cognitive impairments damaging the white and gray brain matters. A recently developed signal analysis method i.e. Multiscale Permutation Entropy (MPE) is proposed to estimate the complexity of long-range temporal correlation time series EEG of Alcoholic and Control subjects acquired from University of California Machine Learning repository and results are compared with MSE. Using MPE, coarsed grained series is first generated and the PE is computed for each coarsed grained time series against the electrodes O1, O2, C3, C4, F2, F3, F4, F7, F8, Fp1, Fp2, P3, P4, T7, and T8. The results computed against each electrode using MPE gives higher significant values as compared to MSE as well as mean rank differences accordingly. Likewise, ROC and Area under the ROC also gives higher separation against each electrode using MPE in comparison to MSE.

Keywords: electroencephalogram (EEG), multiscale permutation entropy (MPE), multiscale sample entropy (MSE), permutation entropy (PE), mann whitney test (MMT), receiver operator curve (ROC), complexity measure

Procedia PDF Downloads 473

Authors: Ryadi Adityavarman

Abstract:

The study is an analysis by using the postcolonial theoretical lens on the search for a distinctive architectural identity by architect Maclaine Pont in Indonesia in the early twentieth century. Influenced by progressive architectural thinking and enlightened humanism at the time, Pont applied the fundamental principles of Structural Rationalism by using a creative combination of traditional Indonesian architectural typology and innovative structural application. The interpretive design strategy also celebrated creative use of local building materials with sensible tropical climate design response. Moreover, his holistic architectural scheme, including inclusion of local custom of building construction, represents the notion of Gesamkunstwerk. By using such hybrid strategy, Maclaine Pont intended to preserve the essential cultural identity and vernacular architecture of the indigenous. The study will chronologically investigate the evolution of Structural Rationalism architecture philosophy of Viollet-le-Duc to Hendrik Berlage’s influential design thinking in the Dutch modern architecture, and subsequently to the Maclaine Pont’s innovative design in Indonesia. Consequently, the morphology analysis on his exemplary design works of ITB campus (1923) and Pohsarang Church (1936) is to understand the evolutionary influence of Structural Rationalism theory. The postmodern analysis method is to highlight the validity of Pont’s idea in the contemporary Indonesian architecture within the culture of globalism era.

Keywords: Indonesian modern architecture, postcolonial, structural rationalism, critical regionalism

Procedia PDF Downloads 313

Authors: Mohsen Ziaee

Abstract:

In this paper, a mixed integer linear programming (MILP) model is presented to solve the flexible job shop scheduling problem (FJSP). This problem is one of the hardest combinatorial problems. The objective considered is the minimization of the makespan. The computational results of the proposed MILP model were compared with those of the best known mathematical model in the literature in terms of the computational time. The results show that our model has better performance with respect to all the considered performance measures including relative percentage deviation (RPD) value, number of constraints, and total number of variables. By this improved mathematical model, larger FJS problems can be optimally solved in reasonable time, and therefore, the model would be a better tool for the performance evaluation of the approximation algorithms developed for the problem.

Keywords: scheduling, flexible job shop, makespan, mixed integer linear programming

Procedia PDF Downloads 165

Authors: In-Sung Lee, Un-Hwan Park, Jun-Hyeok Heo, Tae-Hyeon Oh, Dae-Gyu Park

Abstract:

Statistical Energy Analysis is to be the most effective CAE Method for air-born noise analysis in the Automotive area. This study deals with a method to predict the noise level inside of the car under the steady-state condition using the SEA model of car for air-born noise analysis. We can identify weakened part due to the acoustic material properties using it. Therefore, it is useful for the material structural design.

Keywords: air-born noise, material structural design, acoustic material properties, absorbing

Procedia PDF Downloads 408

Authors: Reinhard Hermawan Lasut, Henki Wibowo Ashadi

Abstract:

The use of materials in Indonesia's construction sector requires engineers and practitioners to develop efficient construction technology, one of the materials used in cold-formed steel. Generally, the use of cold-formed steel is used in the construction of roof trusses found in houses or factories. The failure of the roof truss structure causes errors in the calculation analysis in the form of cross-sectional dimensions or frame configuration. The roof truss structure, vertical distance effect to the span length at the edge of the frame carries the compressive load. If the span is too long, local buckling will occur which causes problems in the frame strength. The model analysis uses various shapes of roof trusses, span lengths and angles with analysis of the structural stiffness matrix method. Model trusses with one-fifth shortened span and one-sixth shortened span also The trusses model is reviewed with increasing angles. It can be concluded that the trusses model by shortening the span in the compression area can reduce deflection and the model by increasing the angle does not get good results because the higher the roof, the heavier the load carried by the roof so that the force is not channeled properly. The shape of the truss must be calculated correctly so the truss is able to withstand the working load so that there is no structural failure.

Keywords: cold-formed, trusses, deflection, stiffness matrix method

Procedia PDF Downloads 147

Authors: E. Kaygan, A. Gatto

Abstract:

A numerical study of a design concept for actively controlling wing twist is described in this paper. The concept consists of morphing elements which were designed to provide a rigid and seamless skin while maintaining structural rigidity. The wing structure is first modeled in CATIA V5 then imported into ANSYS for structural analysis. Athena Vortex Lattice method (AVL) is used to estimate aerodynamic response as well as aerodynamic loads of morphing wings, afterwards a structural optimization performed via ANSYS Static. Overall, the results presented in this paper show that the concept provides efficient wing twist while preserving an aerodynamically smooth and compliant surface. Sufficient structural rigidity in bending is also obtained. This concept is suggested as a possible alternative for morphing skin applications. 

Keywords: aircraft, morphing, skin, twist

Procedia PDF Downloads 377

Authors: Lur N. Dreier

Abstract:

Spontaneous transformation in Ursus maritimus is generally considered to be seldom, albeit not, to this author's best knowledge, previously unpublished in the medical literature. However, no case series has to date described transformative spontaneous processes to filios hominum species. Norwegian public hospital system, is, however, especially the grounds of the specific climate in the Northern hemisphere, and because of a high suited to observe such transformations, both on income level. Hence, this paper describes, to our knowledge, the first case series of 25 patients undergoing treatment for spontaneous transformation in four Norwegian hospitals. The methodology was to include patients on a consecutive basis, identifying clinically and laboratory the typology in each of the four hospitals. The major findings were that the archetypes were heterogeneous, with coercive laboratory findings, with a high degree of redundancy of the process. This might potentially lead to many advances in the diagnostics.

Keywords: case series, transformation, hominum species, maritimus species

Procedia PDF Downloads 245

Authors: Ekin Ozer

Abstract:

Assessment of structural reliability is essential for efficient use of civil infrastructure which is subjected hazardous events. Dynamic analysis of finite element models is a commonly used tool to simulate structural behavior and estimate its performance accordingly. However, theoretical models purely based on preliminary assumptions and design drawings may deviate from the actual behavior of the structure. This study proposes up-to-date reliability estimation procedures which engages actual bridge vibration data modifying finite element models for finite element model updating and performing reliability estimation, accordingly. The proposed method utilizes vibration response measurements of bridge structures to identify modal parameters, then uses these parameters to calibrate finite element models which are originally based on design drawings. The proposed method does not only show that reliability estimation based on updated models differs from the original models, but also infer that non-updated models may overestimate the structural capacity.

Keywords: earthquake engineering, engineering vibrations, reliability estimation, structural health monitoring

Procedia PDF Downloads 199

Authors: Ying Xin, Shigeki Kametani

Abstract:

This paper deals the energy saving performance of GHP (Gas engine heat pump) air conditioning system has improved with time-series variation. There are two types of air conditioning systems, VRF (Variable refrigerant flow) and central cooling and heating system. VRF is classified as EHP (Electric driven heat pump) and GHP. EHP drives the compressor with electric motor. GHP drives the compressor with the gas engine. The electric consumption of GHP is less than one tenth of EHP does. In this study, the energy consumption data of GHP installed the junior high schools was collected. An annual and monthly energy consumption per rated thermal output power of each apparatus was calculated, and then their energy efficiency was analyzed. From these data, we investigated improvement of the energy saving of the GHP air conditioning system by the change in the generation.

Keywords: energy-saving, variable refrigerant flow, gas engine heat pump, electric driven heat pump, air conditioning system

Procedia PDF Downloads 282

Authors: Doyoung Kim, Hyo Seon Park

Abstract:

Studies of System Identification(SI) based on Structural Health Monitoring(SHM) have actively conducted for structural safety. Recently SI techniques have been rapidly developed with output-only SI paradigm for estimating modal parameters. The features of these output-only SI methods consist of Frequency Domain Decomposition(FDD) and Stochastic Subspace Identification(SSI) are using the algorithms based on orthogonal decomposition such as singular value decomposition(SVD). But the SVD leads to high level of computational complexity to estimate modal parameters. This paper proposes the technique to estimate mode shape with lower computational cost. This technique shows pseudo modal Operating Deflections Shape(ODS) through bandpass filter and suggests time history Modal Assurance Criterion(MAC). Finally, mode shape could be estimated from pseudo modal ODS and time history MAC. Analytical simulations of vibration measurement were performed and the results with mode shape and computation time between representative SI method and proposed method were compared.

Keywords: modal assurance criterion, mode shape, operating deflection shape, system identification

Procedia PDF Downloads 392

Authors: Mohsen Goodarzi, George Berghorn

Abstract:

Despite the rapid growth in the number of green building and community development projects, the long-term performance of these projects has not yet been sufficiently evaluated from the users’ points of view. This is partially due to the lack of post-occupancy evaluation tools available for this type of project. In this study, a post-construction evaluation model is developed to evaluate the relationship between the perceived performance and satisfaction of residents in LEED-certified residential buildings and communities. To develop this evaluation model, a primary five-factor model was developed based on the existing models and residential satisfaction theories. Each factor of the model included several measures that were adopted from LEED certification systems such as LEED-BD+C New Construction, LEED-BD+C Multifamily Midrise, LEED-ND, as well as the UC Berkeley’s Center for the Built Environment survey tool. The model included four predictor variables (factors), including perceived building performance (8 measures), perceived infrastructure performance (9 measures), perceived neighborhood design (6 measures), and perceived economic performance (4 measures), and one dependent variable (factor), which was residential satisfaction (6 measures). An online survey was then conducted to collect the data from the residents of LEED-certified residential communities (n=192) and the validity of the model was tested through Confirmatory Factor Analysis (CFA). After modifying the CFA model, 26 measures, out of the initial 33 measures, were retained to enter into a Structural Equation Model (SEM) and to find the relationships between the perceived buildings performance, infrastructure performance, neighborhood design, economic performance and residential Satisfaction. The results of the SEM showed that the perceived building performance was the most influential factor in determining residential satisfaction in LEED-certified communities, followed by the perceived neighborhood design. On the other hand, perceived infrastructure performance and perceived economic performance did not show any significant relationship with residential satisfaction in these communities. This study can benefit green building researchers by providing a model for the evaluation of the long-term performance of these projects. It can also provide opportunities for green building practitioners to determine priorities for future residential development projects.

Keywords: green building, residential satisfaction, perceived performance, confirmatory factor analysis, structural equation modeling

Procedia PDF Downloads 220