Search results for: symmetric distributions

Authors: Sunghoon Park, Hank Kim, Jinwon An, Sungzoon Cho

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Internet of Things allows one to collect data from facilities which are then used to monitor them and even predict malfunctions in advance. Conventional quality control methods focus on setting a normal range on a sensor value defined between a lower control limit and an upper control limit, and declaring as an anomaly anything falling outside it. However, interactions among sensor values are ignored, thus leading to suboptimal performance. We propose a multivariate approach which takes into account many sensor values at the same time. In particular Gaussian Mixture Model is used which is trained to maximize likelihood value using Expectation-Maximization algorithm. The number of Gaussian component distributions is determined by Bayesian Information Criterion. The negative Log likelihood value is used as an anomaly score. The actual usage scenario goes like a following. For each instance of sensor values from a facility, an anomaly score is computed. If it is larger than a threshold, an alarm will go off and a human expert intervenes and checks the system. A real world data from Building energy system was used to test the model.

Keywords: facility anomaly detection, gaussian mixture model, anomaly score, expectation maximization algorithm

Procedia PDF Downloads 247

Authors: Yee-Ting Lee, Jyun-Rong Zhuang, Wen-Hsin Hsieh, An-Shik Yang

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Additive manufacturing (AM) is increasingly crucial in biomedical and aerospace industries. As a recently developed AM technique, selective laser melting (SLM) has become a commercial method for various manufacturing processes. However, the molten pool configuration during SLM of metal powders is a decisive issue for the product quality. It is very important to investigate the heat transfer characteristics during the laser heating process. In this work, the finite element method (FEM) software ANSYS^® (work bench module 16.0) was used to predict the unsteady temperature distribution for resolving molten pool dimensions with consideration of temperature-dependent thermal physical properties of TiAl6V4 at different laser powers and scanning speeds. The simulated results of the temperature distributions illustrated that the ratio of laser power to scanning speed can greatly influence the size of molten pool of titanium alloy powder for SLM development.

Keywords: additive manufacturing, finite element method, molten pool dimensions, selective laser melting

Procedia PDF Downloads 260

Authors: Shanxiong Chen, Xu Han, Xiaolong Wang, Hui Ma

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Yi is an ethnic group mainly living in mainland China, with its own spoken and written language systems, after development of thousands of years. Ancient Yi is one of the six ancient languages in the world, which keeps a record of the history of the Yi people and offers documents valuable for research into human civilization. Recognition of the characters in ancient Yi helps to transform the documents into an electronic form, making their storage and spreading convenient. Due to historical and regional limitations, research on recognition of ancient characters is still inadequate. Thus, deep learning technology was applied to the recognition of such characters. Five models were developed on the basis of the four-layer convolutional neural network (CNN). Alpha-Beta divergence was taken as a penalty term to re-encode output neurons of the five models. Two fully connected layers fulfilled the compression of the features. Finally, at the softmax layer, the orthographic features of ancient Yi characters were re-evaluated, their probability distributions were obtained, and characters with features of the highest probability were recognized. Tests conducted show that the method has achieved higher precision compared with the traditional CNN model for handwriting recognition of the ancient Yi.

Keywords: recognition, CNN, Yi character, divergence

Procedia PDF Downloads 141

Authors: A. Miloud

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In this work, the results of numerical simulations of the turbulent flow with 3D heat transfer are presented for the case of two U-shaped channels and rotating rectangular section. The purpose of this investigation was to study the effect of the corrugated walls of the heated portion on the improved cooling, in particular the influence of the wavelength. The calculations were performed for a Reynolds number ranging from 10 000 to 100 000, two values of the number of rotation (Ro = 0.0 to 0.14) and a ratio of the restricted density to 0.13. In these simulations, ANSYS FLUENT code was used to solve the Reynolds equations expressing relations between different fields averaged variables over time. Model performance k-omega SST model and RSM are evaluated through a comparison of the numerical results for each model and the experimental and numerical data available. In this work, detailed average temperature predictions, the scope of the secondary flow and distributions of local Nusselt are presented. It turns out that the corrugated configuration further urges the heat exchange provided to reduce the velocity of the coolant inside the channel.

Keywords: cooling blades, corrugated walls, model k-omega SST and RSM, fluent code, rotation effect

Procedia PDF Downloads 227

Authors: Bohuslava Juhasova, Martin Juhas, Renata Masarova, Zuzana Sutova

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The article deals with the tool in Matlab GUI form that is designed to analyse a mechatronic system sensitivity and tolerance. In the analysed mechatronic system, a torque is transferred from the drive to the load through a coupling containing flexible elements. Different methods of control system design are used. The classic form of the feedback control is proposed using Naslin method, modulus optimum criterion and inverse dynamics method. The cascade form of the control is proposed based on combination of modulus optimum criterion and symmetric optimum criterion. The sensitivity is analysed on the basis of absolute and relative sensitivity of system function to the change of chosen parameter value of the mechatronic system, as well as the control subsystem. The tolerance is analysed in the form of determining the range of allowed relative changes of selected system parameters in the field of system stability. The tool allows to analyse an influence of torsion stiffness, torsion damping, inertia moments of the motor and the load and controller(s) parameters. The sensitivity and tolerance are monitored in terms of the impact of parameter change on the response in the form of system step response and system frequency-response logarithmic characteristics. The Symbolic Math Toolbox for expression of the final shape of analysed system functions was used. The sensitivity and tolerance are graphically represented as 2D graph of sensitivity or tolerance of the system function and 3D/2D static/interactive graph of step/frequency response.

Keywords: mechatronic systems, Matlab GUI, sensitivity, tolerance

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Authors: Amir Mukhtar, Dr. Likun Xia

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An improved, robust and efficient visual target tracking algorithm using particle filtering is proposed. Particle filtering has been proven very successful in estimating non-Gaussian and non-linear problems. In this paper, the particle filter is used with color feature to estimate the target state with time. Color distributions are applied as this feature is scale and rotational invariant, shows robustness to partial occlusion and computationally efficient. The performance is made more robust by choosing the different (YIQ) color scheme. Tracking is performed by comparison of chrominance histograms of target and candidate positions (particles). Color based particle filter tracking often leads to inaccurate results when light intensity changes during a video stream. Furthermore, background subtraction technique is used for size estimation of the target. The qualitative evaluation of proposed algorithm is performed on several real-world videos. The experimental results demonstrate that the improved algorithm can track the moving objects very well under illumination changes, occlusion and moving background.

Keywords: tracking, particle filter, histogram, corner points, occlusion, illumination

Procedia PDF Downloads 359

Authors: Mahmood Heshmati, Farhang Daneshmand

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Material scientists and engineers have introduced novel materials with complex geometries due to the recent technological advances and promotion of manufacturing methods. Among them, lattice structures with graded architectures denoted by functionally graded porous materials (FGPMs) have been developed to optimize the structural response. FGPMs are achieved by tailoring the size and density of the internal pores in one or more directions that lead to the desired mechanical properties and structural responses. Also, FGPMs provide more flexible transition and the possibility of designing and fabricating structural elements with complex and variable properties. In this paper, wave propagation in lattice structures with functionally graded (FG) porosity is investigated in order to examine the ability of shock absorbing effect. The behavior of FG porous beams with different porosity distributions under impact load and the effects of porosity distribution and porosity content on the wave speed are studied. Important conclusions are made, along with a discussion of the future scope of studies on FGPMs structures.

Keywords: functionally graded, porous materials, wave propagation, impact load, finite element

Procedia PDF Downloads 56

Authors: M. K. Kim, C. H. Shin, W. G. Park

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Recently, natural gas resources are issued due to alternative and eco-friendly energy policies, and development of even unconventional gas resources including tight gas, coal bed methane and shale gas is being rapidly expanded from North America all over the world. For developing these gas reservoirs, it is necessary to investigate reservoir characteristics by using reservoir simulation. In reservoir simulation, calculation of permeability of fractured zone is very important to predict the gas production. However, it is difficult to accurately calculate the permeability by using conventional methods which use analytic solution for laminar flow. The flow in gas reservoirs exhibits complex flow behavior such as slip around the wall roughness effect and turbulence because the size of the apertures of fractures is ranged over various scales from nano-scale to centi-scale. Therefore, it is required to apply new reservoir flow analysis methods which can accurately consider complex gas flow owing to the geometric characteristics and distributions of various pores and flow paths within gas reservoirs. Hence, in this study, the flow characteristics and the relation between each characteristic variable was investigated and multi-effect was quantified when the fractures are compounded for devising a new calculation model of permeability of fractured zone in gas reservoirs by using CFD.

Keywords: fractured zone, gas reservoir, permeability, CFD

Procedia PDF Downloads 223

Authors: N. Rajmohan, M. R. Swaminathan

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The performance of a diesel engine depends mainly on mixing of the fuel and air in the combustion chamber. The diesel engine suffers from significant generation of nitric oxide and particulate matter emission due to incomplete combustion. As the fuel is injected directly into the combustion chamber in conventional diesel engines, spatial distributions of air-fuel ratio vary widely from rich to lean in combustion chamber. The NOx is formed in stoichiometric zone and smoke is generated during diffusion combustion period where the combustion rate becomes slower. One of the effective methods to reduce oxides of nitrogen and particulate matter emissions simultaneously is to reduce the intake charge temperature in diesel engines. Therefore, in the present study, the effect of water injection into intake air on performance and emission characteristic of single cylinder CI engine are carried out at different load and constant speed, with variable water to diesel ratio by mass. The water is injected into intake air by an elementary carburetor.

Keywords: engine emission control, oxides of nitrogen, diesel engine, ignition engine

Procedia PDF Downloads 340

Authors: U. Amin, A. Talib, S. A. Qureshi, M. J. Hossain, G. Ahmad

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The choice evaluation between oil-immersed and dry-type transformers is often controlled by cost, location, and application. This paper compares the electrical performance of liquid- filled and dry-type transformers, which will assist the customer to choose the right and efficient ones for particular applications. An accurate assessment of the time-average flux density, electric field intensity and voltage distribution in an oil-insulated and a dry-type transformer have been computed and investigated. The detailed transformer modeling and analysis has been carried out to determine electrical parameter distributions. The models of oil-immersed and dry-type transformers are developed and solved by using the finite element method (FEM) to compare the electrical parameters. The effects of non-uniform and non-coherent voltage gradient, flux density and electric field distribution on the power losses and insulation properties of transformers are studied in detail. The results show that, for the same voltage and kilo-volt-ampere (kVA) rating, oil-immersed transformers have better insulation properties and less hysteresis losses than the dry-type.

Keywords: finite element method, flux density, transformer, voltage gradient

Procedia PDF Downloads 253

Authors: A. Khaleel, S. Gao

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Both steady and unsteady turbulent mixed convection heat transfer in a 3D lid-driven enclosure, which has constant heat flux on the middle of bottom wall and with isothermal moving sidewalls, is reported in this paper for working fluid with Prandtl number Pr = 0.71. The other walls are adiabatic and stationary. The dimensionless parameters used in this research are Reynolds number, Re = 5000, 10000 and 15000, and Richardson number, Ri = 1 and 10. The simulations have been done by using different turbulent methods such as RANS, URANS, and LES. The effects of using different k- models such as standard, RNG and Realizable k- model are investigated. Interesting behaviours of the thermal and flow fields with changing the Re or Ri numbers are observed. Isotherm and turbulent kinetic energy distributions and variation of local Nusselt number at the hot bottom wall are studied as well. The local Nusselt number is found increasing with increasing either Re or Ri number. In addition, the turbulent kinetic energy is discernibly affected by increasing Re number. Moreover, the LES results have shown a good ability of this method in predicting more detailed flow structures in the cavity.

Keywords: mixed convection, lid-driven cavity, turbulent flow, RANS model, large Eddy simulation

Procedia PDF Downloads 187

Authors: Atousa Ataieyan, Salvador A. Gomez-Lopera, Gennaro Sepede

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Today, due to the growing urban population and consequently, the increasing water demand in cities, the amount of contaminants entering the water resources is increasing. This can impose harmful effects on the quality of the downstream water. Therefore, predicting the concentration of discharged pollutants at different times and distances of the interested area is of high importance in order to carry out preventative and controlling measures, as well as to avoid consuming the contaminated water. In this paper, the concentration distribution of an injected conservative pollutant in a square reservoir containing four symmetric blocks and three sources using Finite Volume Method (FVM) is simulated. For this purpose, after estimating the flow velocity, classical Advection-Diffusion Equation (ADE) has been discretized over the studying domain by Backward Time- Backward Space (BTBS) scheme. Then, the discretized equations for each node have been derived according to the initial condition, boundary conditions and point contaminant sources. Finally, taking into account the appropriate time step and space step, a computational code was set up in MATLAB. Contaminant concentration was then obtained at different times and distances. Simulation results show how using BTBS differentiating scheme and FVM as a numerical method for solving the partial differential equation of transport is an appropriate approach in the case of two-dimensional contaminant transfer in an advective-diffusive flow.

Keywords: BTBS differentiating scheme, contaminant concentration, finite volume, mass transfer, water pollution

Procedia PDF Downloads 115

Authors: Semih Erdogan

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In this paper, the normal and shear stress distributions in Vlasov beams are determined by two-dimensional triangular finite element formulations. The proposed formulations take into account the warping effects along the beam axis. The shape of the considered beam sections may be arbitrary and varied throughout its length. The stiffness matrices and force vectors are derived for transversal forces, uniform torsion, and nonuniform torsion. The proposed finite element algorithm is validated by comparing the analytical solutions, structural engineering books, and related articles. The numerical examples include beams with different cross-section types such as solid, thick-walled, closed-thin-walled, and open-thin-walled sections. Materials defined in the examples are homogeneous, isotropic, and linearly elastic. Through these examples, the study demonstrates the capability of the proposed method to address a wide range of practical engineering scenarios.

Keywords: Vlasov beams, warping function, nonuniform torsion, finite element method, normal and shear stresses, cross-section properties

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Authors: Maher Aburrous, Adel Khelifi, Manar Abu Talib

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Transactions performed by financial institutions on daily basis require XML encryption on large scale. Encrypting large volume of message fully will result both performance and resource issues. In this paper a novel approach is presented for securing financial XML transactions using classification data mining (DM) algorithms. Our strategy defines the complete process of classifying XML transactions by using set of classification algorithms, classified XML documents processed at later stage using element-wise encryption. Classification algorithms were used to identify the XML transaction rules and factors in order to classify the message content fetching important elements within. We have implemented four classification algorithms to fetch the importance level value within each XML document. Classified content is processed using element-wise encryption for selected parts with "High", "Medium" or “Low” importance level values. Element-wise encryption is performed using AES symmetric encryption algorithm and proposed modified algorithm for AES to overcome the problem of computational overhead, in which substitute byte, shift row will remain as in the original AES while mix column operation is replaced by 128 permutation operation followed by add round key operation. An implementation has been conducted using data set fetched from e-banking service to present system functionality and efficiency. Results from our implementation showed a clear improvement in processing time encrypting XML documents.

Keywords: XML transaction, encryption, Advanced Encryption Standard (AES), XML classification, e-banking security, fuzzy classification, cryptography, intelligent encryption

Procedia PDF Downloads 380

Authors: Altaf H. Khan, Frank Stenger, Mohammed A. Hussein, Reaz A. Chaudhuri, Sameera Asif

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This paper discusses a novel approach to approximate quadrature integrals that arise in the estimation of likelihood parameters for the generalized linear mixed models (GLMM) as well as Bayesian methodology also requires computation of multidimensional integrals with respect to the posterior distributions in which computation are not only tedious and cumbersome rather in some situations impossible to find solutions because of singularities, irregular domains, etc. An attempt has been made in this work to apply Sinc function based quadrature rules to approximate intractable integrals, as there are several advantages of using Sinc based methods, for example: order of convergence is exponential, works very well in the neighborhood of singularities, in general quite stable and provide high accurate and double precisions estimates. The Sinc function based approach seems to be utilized first time in statistical domain to our knowledge, and it's viability and future scopes have been discussed to apply in the estimation of parameters for GLMM models as well as some other statistical areas.

Keywords: generalized linear mixed model, likelihood parameters, qudarature, Sinc function

Procedia PDF Downloads 374

Authors: Rania Ajmi, Faiza Allouche Khebour, Aude Nuscia Taibi, Sirine Essasi

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Urban green spaces (UGS) as an important contributor can be a significant part of sustainable development. A spatial method was employed to assess and map the spatial distribution of UGS in five districts in Sousse, Tunisia. Ecological management of UGS is an essential factor for the sustainable development of the city; hence the municipality of Sousse has decided to support the districts according to different green spaces characters. And to implement this policy, (1) a new GIS web application was developed, (2) then the implementation of the various green spaces was carried out, (3) a spatial mapping of UGS using Quantum GIS was realized, and (4) finally a data processing and statistical analysis with RStudio programming language was executed. The intersection of the results of the spatial and statistical analyzes highlighted the presence of an imbalance in terms of the spatial UGS distribution in the study area. The discontinuity between the coast and the city's green spaces was not designed in a spirit of network and connection, hence the lack of a greenway that connects these spaces to the city. Finally, this GIS support will be used to assess and monitor green spaces in the city of Sousse by decision-makers and will contribute to improve the well-being of the local population.

Keywords: distributions, GIS, green space, imbalance, spatial analysis

Procedia PDF Downloads 172

Authors: Tahani Farah, Hanène Souli, Jean-Marie Fleureau, Guillaume Kermouche, Jean-Jacques Fry, Benjamin Girard, Denis Aelbrecht

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In this work, the bio-clogging of two soils with different granulometries is presented. The durability of the clogging is also studied under cycles of hydraulic head and under cycles of desaturation- restauration. The studied materials present continuous grain size distributions. The first one corresponding to the "material 1", presents grain sizes between 0.4 and 4 mm. The second material called "material 2" is composed of grains with size varying between 1 and 10 mm. The results show that clogging occurs very quickly after the injection of nutrition and an outlet flow near to 0 is observed. The critical hydraulic head is equal to 0.76 for "material 1", and 0.076 for "material 2". The durability tests show a good resistance to unclogging under cycles of hydraulic head and desaturation-restauration for the "material 1". Indeed, the flow after the cycles is very low. In contrast, "material 2", shows a very bad resistance, especially under the hydraulic head cycles. The resistance under the cycles of desaturation-resaturation is better but an important increase of the flow is observed. The difference of behavior is due to the granulometry of the materials. Indeed, the large grain size contributes to the reduction of the efficiency of the bio-clogging treatment in this material.

Keywords: bio-clogging, granulometry, permeability, nutrition

Procedia PDF Downloads 383

Authors: Aghbalou Nihad, Charki Abderafi, Saida Rahali, Reklaoui Kamal

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Maximize the benefit from the wind energy potential is the most interest of the wind power stakeholders. As a result, the wind tower size is radically increasing. Nevertheless, choosing an appropriate wind turbine for a selected site require an accurate estimate of vertical wind profile. It is also imperative from cost and maintenance strategy point of view. Then, installing tall towers or even more expensive devices such as LIDAR or SODAR raises the costs of a wind power project. Various models were developed coming within this framework. However, they suffer from complexity, generalization and lacks accuracy. In this work, we aim to investigate the ability of neural network trained using the Bayesian Regularization technique to estimate wind speed profile up to height of 100 m based on knowledge of wind speed lower heights. Results show that the proposed approach can achieve satisfactory predictions and proof the suitability of the proposed method for generating wind speed profile and probability distributions based on knowledge of wind speed at lower heights.

Keywords: bayesian regularization, neural network, wind shear, accuracy

Procedia PDF Downloads 471

Authors: Hossein Agheshlui, Stephan Matthai

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In fractured rock masses open fractures tend to act as the main pathways of fluid flow. The permeability of a rock fracture depends on its aperture. The change of aperture with stress can cause a many-orders-of-magnitude change in the hydraulic conductivity at moderate compressive stress levels. In this study, the change of aperture in fragmented rocks is investigated using finite element analysis. A full 3D mechanical model of a simplified version of an outcrop analog is created and studied. A constant initial aperture value is applied to all fractures. Different far field stresses are applied and the change of aperture is monitored considering the block to block interaction. The fragmented rock layer is assumed to be sandwiched between softer layers. Frictional contact forces are defined at the layer boundaries as well as among contacting rock blocks. For a given in situ stress, the blocks slide and contact each other, resulting in new aperture distributions. A map of changed aperture is produced after applying the in situ stress and compared to the initial apertures. Subsequently, the permeability of the system before and after the stress application is compared.

Keywords: fractured rocks, mechanical model, aperture change due to stress, frictional interface

Procedia PDF Downloads 391

Authors: Piotr Ciuman, Barbara Lipska

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The aim of presented research was to improve numerical predictions of air parameters distribution in the actual natatorium by the selection of calculation formula of mass flux of moisture emitted from the pool. Selected correlation should ensure the best compliance of numerical results with the measurements' results of these parameters in the facility. The numerical model of the natatorium was developed, for which boundary conditions were prepared on the basis of measurements' results carried out in the actual facility. Numerical calculations were carried out with the use of ANSYS CFX software, with six formulas being implemented, which in various ways made the moisture emission dependent on water surface temperature and air parameters in the natatorium. The results of calculations with the use of these formulas were compared for air parameters' distributions: Specific humidity, velocity and temperature in the facility. For the selection of the best formula, numerical results of these parameters in occupied zone were validated by comparison with the measurements' results carried out at selected points of this zone.

Keywords: experimental validation, indoor swimming pool, moisture emission, natatorium, numerical calculations CFD, thermal and humidity conditions, ventilation

Procedia PDF Downloads 375

Authors: Petra Gergelova, Sofia Ioannidou, Davide Arcella, Alexandra Tard, Polly E. Boon, Oliver Lindtner, Christina Tlustos, Jean-Charles Leblanc

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Objectives: To assess chronic dietary exposure to food additives in different European countries and population groups. Method and Design: The European Food Safety Authority’s (EFSA) Panel on Food Additives and Nutrient Sources added to Food (ANS) estimates chronic dietary exposure to food additives with the purpose of re-evaluating food additives that were previously authorized in Europe. For this, EFSA uses concentration values (usage and/or analytical occurrence data) reported through regular public calls for data by food industry and European countries. These are combined, at individual level, with national food consumption data from the EFSA Comprehensive European Food Consumption Database including data from 33 dietary surveys from 19 European countries and considering six different population groups (infants, toddlers, children, adolescents, adults and the elderly). EFSA ANS Panel estimates dietary exposure for each individual in the EFSA Comprehensive Database by combining the occurrence levels per food group with their corresponding consumption amount per kg body weight. An individual average exposure per day is calculated, resulting in distributions of individual exposures per survey and population group. Based on these distributions, the average and 95th percentile of exposure is calculated per survey and per population group. Dietary exposure is assessed based on two different sets of data: (a) Maximum permitted levels (MPLs) of use set down in the EU legislation (defined as regulatory maximum level exposure assessment scenario) and (b) usage levels and/or analytical occurrence data (defined as refined exposure assessment scenario). The refined exposure assessment scenario is sub-divided into the brand-loyal consumer scenario and the non-brand-loyal consumer scenario. For the brand-loyal consumer scenario, the consumer is considered to be exposed on long-term basis to the highest reported usage/analytical level for one food group, and at the mean level for the remaining food groups. For the non-brand-loyal consumer scenario, the consumer is considered to be exposed on long-term basis to the mean reported usage/analytical level for all food groups. An additional exposure from sources other than direct addition of food additives (i.e. natural presence, contaminants, and carriers of food additives) is also estimated, as appropriate. Results: Since 2014, this methodology has been applied in about 30 food additive exposure assessments conducted as part of scientific opinions of the EFSA ANS Panel. For example, under the non-brand-loyal scenario, the highest 95th percentile of exposure to α-tocopherol (E 307) and ammonium phosphatides (E 442) was estimated in toddlers up to 5.9 and 8.7 mg/kg body weight/day, respectively. The same estimates under the brand-loyal scenario in toddlers resulted in exposures of 8.1 and 20.7 mg/kg body weight/day, respectively. For the regulatory maximum level exposure assessment scenario, the highest 95th percentile of exposure to α-tocopherol (E 307) and ammonium phosphatides (E 442) was estimated in toddlers up to 11.9 and 30.3 mg/kg body weight/day, respectively. Conclusions: Detailed and up-to-date information on food additive concentration values (usage and/or analytical occurrence data) and food consumption data enable the assessment of chronic dietary exposure to food additives to more realistic levels.

Keywords: α-tocopherol, ammonium phosphatides, dietary exposure assessment, European Food Safety Authority, food additives, food consumption data

Procedia PDF Downloads 293

Authors: Farhad Asadi, Mohammad Javad Mollakazemi, Aref Ghafouri

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Recent research in neural networks science and neuroscience for modeling complex time series data and statistical learning has focused mostly on learning from high input space and signals. Local linear models are a strong choice for modeling local nonlinearity in data series. Locally weighted projection regression is a flexible and powerful algorithm for nonlinear approximation in high dimensional signal spaces. In this paper, different learning scenario of one and two dimensional data series with different distributions are investigated for simulation and further noise is inputted to data distribution for making different disordered distribution in time series data and for evaluation of algorithm in locality prediction of nonlinearity. Then, the performance of this algorithm is simulated and also when the distribution of data is high or when the number of data is less the sensitivity of this approach to data distribution and influence of important parameter of local validity in this algorithm with different data distribution is explained.

Keywords: local nonlinear estimation, LWPR algorithm, online training method, locally weighted projection regression method

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Authors: Imen Dhaou

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This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization

Procedia PDF Downloads 228

Authors: Qinglin Liu, Zhiyong Lin, Zongheng Wei, Jianfeng Wen, Congming Yi, Hai Liu

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The multi-channel blind rendezvous problem in distributed cognitive radio networks (DCRNs) refers to how users in the network can hop to the same channel at the same time slot without any prior knowledge (i.e., each user is unaware of other users' information). The channel hopping (CH) technique is a typical solution to this blind rendezvous problem. In this paper, we propose a quinary coding and matrix structure-based CH algorithm called QCMS-CH. The QCMS-CH algorithm can guarantee the rendezvous of users using only one cognitive radio in the scenario of the asynchronous clock (i.e., arbitrary time drift between the users), heterogeneous channels (i.e., the available channel sets of users are distinct), and symmetric role (i.e., all users play a same role). The QCMS-CH algorithm first represents a randomly selected channel (denoted by R) as a fixed-length quaternary number. Then it encodes the quaternary number into a quinary bootstrapping sequence according to a carefully designed quaternary-quinary coding table with the prefix "R00". Finally, it builds a CH matrix column by column according to the bootstrapping sequence and six different types of elaborately generated subsequences. The user can access the CH matrix row by row and accordingly perform its channel, hoping to attempt rendezvous with other users. We prove the correctness of QCMS-CH and derive an upper bound on its Maximum Time-to-Rendezvous (MTTR). Simulation results show that the QCMS-CH algorithm outperforms the state-of-the-art in terms of the MTTR and the Expected Time-to-Rendezvous (ETTR).

Keywords: channel hopping, blind rendezvous, cognitive radio networks, quaternary-quinary coding

Procedia PDF Downloads 66

Authors: Luan Trong Nguyen, M. Azizur Rahman, Yusuke Tamenori, Toshihiro Yoshimura, Nozomu Iwasaki, Hiroshi Hasegawa

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This study investigated the distribution of magnesium (Mg), phosphorus (P), sulfur (S) and strontium (Sr) using micro X-ray fluorescence (µ-XRF) along the annual growth rings in the skeleton of Japanese red coral Paracorallium japonicum. The Mg, P and S distribution in µ-XRF mapping images correspond to the dark and light bands along the annual growth rings observed in microscopic images of the coral skeleton. The µ-XRF mapping data showed a positive correlation (r = 0.6) between P and S distribution in the coral skeleton. A contrasting distribution pattern of S and Mg along the axial skeleton of P. japonicum indicates a weak negative correlation (r = -0.2) between these two trace elements. The distribution pattern of S, P and Mg reveals linkage between their distributions and the formation of dark/light bands along the annual growth rings in the axial skeleton of P. japonicum. Sulfur and P were distributed in the organic matrix rich dark bands, while Mg was distributed in the light bands of the annual growth rings.

Keywords: µ-XRF, trace element, precious coral, Paracorallium japonicum

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Authors: H. Krarcha

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The structural, elastic, vibrational and thermal properties of AHfO3 compounds with the cubic perovskites structure have been investigated, by employing a first principles method, using the plane wave pseudo potential calculations (PP-PW), based on the density functional theory (DFT), within the local density approximation (LDA). The optimized lattice parameters, independent elastic constants (C11, C12 and C44), bulk modulus (B), compressibility (b), shear modulus (G), Young’s modulus (Y ), Poisson’s ratio (n), Lame´’s coefficients (m, l), as well as band structure, density of states and electron density distributions are obtained and analyzed in comparison with the available theoretical and experimental data. For the first time the numerical estimates of elastic parameters of the polycrystalline AHfO3 ceramics (in framework of the VoigteReusseHill approximation) are performed. The quasi-harmonic Debye model, by means of total energy versus volume calculations obtained with the FP-LAPW method, is applied to study the thermal and vibrational effects. Predicted temperature and pressure effects on the structural parameters, thermal expansions, heat capacities, and Debye temperatures are determined from the non-equilibrium Gibbs functions.

Keywords: Hafnium, elastic propreties, first principles calculation, perovskite

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Authors: Farouk Metiri, Halim Zeghdoudi, Mohamed Riad Remita

Abstract:

Credibility theory is an experience rating technique in actuarial science which can be seen as one of quantitative tools that allows the insurers to perform experience rating, that is, to adjust future premiums based on past experiences. It is used usually in automobile insurance, worker's compensation premium, and IBNR (incurred but not reported claims to the insurer) where credibility theory can be used to estimate the claim size amount. In this study, we focused on a popular tool in credibility theory which is the Bayesian premium estimator, considering Lindley distribution as a claim distribution. We derive this estimator under entropy loss which is asymmetric and squared error loss which is a symmetric loss function with informative and non-informative priors. In a purely Bayesian setting, the prior distribution represents the insurer’s prior belief about the insured’s risk level after collection of the insured’s data at the end of the period. However, the explicit form of the Bayesian premium in the case when the prior is not a member of the exponential family could be quite difficult to obtain as it involves a number of integrations which are not analytically solvable. The paper finds a solution to this problem by deriving this estimator using numerical approximation (Lindley approximation) which is one of the suitable approximation methods for solving such problems, it approaches the ratio of the integrals as a whole and produces a single numerical result. Simulation study using Monte Carlo method is then performed to evaluate this estimator and mean squared error technique is made to compare the Bayesian premium estimator under the above loss functions.

Keywords: bayesian estimator, credibility theory, entropy loss, monte carlo simulation

Procedia PDF Downloads 300

Authors: S. J. Addinell, A. F. Grabsch, P. D. Fawell, B. Evans

Abstract:

The Deep Exploration Technologies Cooperative Research Centre (DET CRC) is researching and developing a new coiled tubing based greenfields mineral exploration drilling system utilising down-hole water-powered percussive drill tooling. This new drilling system is aimed at significantly reducing the costs associated with identifying mineral resource deposits beneath deep, barren cover. This system has shown superior rates of penetration in water-rich, hard rock formations at depths exceeding 500 metres. With fluid flow rates of up to 120 litres per minute at 200 bar operating pressure to energise the bottom hole tooling, excessive quantities of high quality drilling fluid (water) would be required for a prolonged drilling campaign. As a result, drilling fluid recovery and recycling has been identified as a necessary option to minimise costs and logistical effort. While the majority of the cuttings report as coarse particles, a significant fines fraction will typically also be present. To maximise tool life longevity, the percussive bottom hole assembly requires high quality fluid with minimal solids loading and any recycled fluid needs to have a solids cut point below 40 microns and a concentration less than 400 ppm before it can be used to reenergise the system. This paper presents experimental results obtained from the research program during laboratory and field testing of the prototype drilling system. A study of the morphological aspects of the cuttings generated during the percussive drilling process shows a strong power law relationship for particle size distributions. This data is critical in optimising solids control strategies and cuttings dewatering techniques. Optimisation of deployable solids control equipment is discussed and how the required centrate clarity was achieved in the presence of pyrite-rich metasediment cuttings. Key results were the successful pre-aggregation of fines through the selection and use of high molecular weight anionic polyacrylamide flocculants and the techniques developed for optimal dosing prior to scroll decanter centrifugation, thus keeping sub 40 micron solids loading within prescribed limits. Experiments on maximising fines capture in the presence of thixotropic drilling fluid additives (e.g. Xanthan gum and other biopolymers) are also discussed. As no core is produced during the drilling process, it is intended that the particle laden returned drilling fluid is used for top-of-hole geochemical and mineralogical assessment. A discussion is therefore presented on the biasing and latency of cuttings representivity by dewatering techniques, as well as the resulting detrimental effects on depth fidelity and accuracy. Data pertaining to the sample biasing with respect to geochemical signatures due to particle size distributions is presented and shows that, depending on the solids control and dewatering techniques used, it can have unwanted influence on top-of-hole analysis. Strategies are proposed to overcome these effects, improving sample quality. Successful solids control and cuttings dewatering for water-powered percussive drilling is presented, contributing towards the successful advancement of coiled tubing based greenfields mineral exploration.

Keywords: cuttings, dewatering, flocculation, percussive drilling, solids control

Procedia PDF Downloads 221

Authors: Kavitha Madhu, Karthik K. Srinivasan, R. Sivanandan

Abstract:

Indian traffic can be considered as mixed and heterogeneous due to the presence of various types of vehicles that operate with weak lane discipline. Consequently, vehicles can position themselves anywhere in the traffic stream depending on availability of gaps. The choice of lateral positioning is an important component in representing and characterizing mixed traffic. The field data provides evidence that the trajectory of vehicles in Indian urban roads have significantly varying longitudinal and lateral components. Further, the notion of headway which is widely used for homogeneous traffic simulation is not well defined in conditions lacking lane discipline. From field data it is clear that following is not strict as in homogeneous and lane disciplined conditions and neighbouring vehicles ahead of a given vehicle and those adjacent to it could also influence the subject vehicles choice of position, speed and acceleration. Given these empirical features, the suitability of using headway distributions to characterize mixed traffic in Indian cities is questionable, and needs to be modified appropriately. To address these issues, this paper attempts to analyze the time gap distribution between consecutive vehicles (in a time-sense) crossing a section of roadway. More specifically, to characterize the complex interactions noted above, the influence of composition, manoeuvre types, and lateral placement characteristics on time gap distribution is quantified in this paper. The developed model is used for evaluating various performance measures such as link speed, midblock delay and intersection delay which further helps to characterise the vehicular fuel consumption and emission on urban roads of India. Identifying and analyzing exact interactions between various classes of vehicles in the traffic stream is essential for increasing the accuracy and realism of microscopic traffic flow modelling. In this regard, this study aims to develop and analyze time gap distribution models and quantify it by lead lag pair, manoeuvre type and lateral position characteristics in heterogeneous non-lane based traffic. Once the modelling scheme is developed, this can be used for estimating the vehicle kilometres travelled for the entire traffic system which helps to determine the vehicular fuel consumption and emission. The approach to this objective involves: data collection, statistical modelling and parameter estimation, simulation using calibrated time-gap distribution and its validation, empirical analysis of simulation result and associated traffic flow parameters, and application to analyze illustrative traffic policies. In particular, video graphic methods are used for data extraction from urban mid-block sections in Chennai, where the data comprises of vehicle type, vehicle position (both longitudinal and lateral), speed and time gap. Statistical tests are carried out to compare the simulated data with the actual data and the model performance is evaluated. The effect of integration of above mentioned factors in vehicle generation is studied by comparing the performance measures like density, speed, flow, capacity, area occupancy etc under various traffic conditions and policies. The implications of the quantified distributions and simulation model for estimating the PCU (Passenger Car Units), capacity and level of service of the system are also discussed.

Keywords: lateral movement, mixed traffic condition, simulation modeling, vehicle following models

Procedia PDF Downloads 320

Authors: Azzam Alosaimi

Abstract:

Different countries attempt to reduce energy demands and Greenhouse Gas (GHG) emissions to mitigate global warming potential. They set different building codes to regulate excessive building’s energy losses. Energy losses occur due to pressure difference between the indoor and outdoor environments, and thus, heat transfers from one region to another. One major sources of energy loss is known as building airtightness. Building airtightness is the fundamental feature of the building envelope that directly impacts infiltration. Most of international building codes require minimum performance for new construction to ensure acceptable airtightness. The execution of airtightness required standards has become more challenging in recent years due to a lack of expertise and equipment, making it costly and time-consuming. Hence, researchers have developed predictive models to predict buildings infiltration rates to meet building codes and to reduce energy and cost. This research applies a theoretical modeling approach using Matlab software to predict mean infiltration rate distributions and total heat loss of Saudi Arabia’s housing stock.

Keywords: infiltration rate, energy demands, heating loss, cooling loss, carbon emissions

Procedia PDF Downloads 135