Search results for: generalized linear model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 18825

Search results for: generalized linear model

13995 Robust Shrinkage Principal Component Parameter Estimator for Combating Multicollinearity and Outliers’ Problems in a Poisson Regression Model

Authors: Arum Kingsley Chinedu, Ugwuowo Fidelis Ifeanyi, Oranye Henrietta Ebele

Abstract:

The Poisson regression model (PRM) is a nonlinear model that belongs to the exponential family of distribution. PRM is suitable for studying count variables using appropriate covariates and sometimes experiences the problem of multicollinearity in the explanatory variables and outliers on the response variable. This study aims to address the problem of multicollinearity and outliers jointly in a Poisson regression model. We developed an estimator called the robust modified jackknife PCKL parameter estimator by combining the principal component estimator, modified jackknife KL and transformed M-estimator estimator to address both problems in a PRM. The superiority conditions for this estimator were established, and the properties of the estimator were also derived. The estimator inherits the characteristics of the combined estimators, thereby making it efficient in addressing both problems. And will also be of immediate interest to the research community and advance this study in terms of novelty compared to other studies undertaken in this area. The performance of the estimator (robust modified jackknife PCKL) with other existing estimators was compared using mean squared error (MSE) as a performance evaluation criterion through a Monte Carlo simulation study and the use of real-life data. The results of the analytical study show that the estimator outperformed other existing estimators compared with by having the smallest MSE across all sample sizes, different levels of correlation, percentages of outliers and different numbers of explanatory variables.

Keywords: jackknife modified KL, outliers, multicollinearity, principal component, transformed M-estimator.

Procedia PDF Downloads 47
13994 CFD Simulation for Flow Behavior in Boiling Water Reactor Vessel and Upper Pool under Decommissioning Condition

Authors: Y. T. Ku, S. W. Chen, J. R. Wang, C. Shih, Y. F. Chang

Abstract:

In order to respond the policy decision of non-nuclear homes, Tai Power Company (TPC) will provide the decommissioning project of Kuosheng Nuclear power plant (KSNPP) to meet the regulatory requirement in near future. In this study, the computational fluid dynamics (CFD) methodology has been employed to develop a flow prediction model for boiling water reactor (BWR) with upper pool under decommissioning stage. The model can be utilized to investigate the flow behavior as the vessel combined with upper pool and continuity cooling system. At normal operating condition, different parameters are obtained for the full fluid area, including velocity, mass flow, and mixing phenomenon in the reactor pressure vessel (RPV) and upper pool. Through the efforts of the study, an integrated simulation model will be developed for flow field analysis of decommissioning KSNPP under normal operating condition. It can be expected that a basis result for future analysis application of TPC can be provide from this study.

Keywords: CFD, BWR, decommissioning, upper pool

Procedia PDF Downloads 247
13993 Readiness of Intellectual Capital Measurement: A Review of the Property Development and Investment Industry

Authors: Edward C. W. Chan, Benny C. F. Cheung

Abstract:

In the knowledge economy, the financial indicator is not the unique instrument to gauge the performance of a company. The role of intellectual capital contributing to the company performance is increasing. To measure the company performance due to intellectual capital, the value-added intellectual capital (VAIC) model is adopted to measure the intellectual capital utilisation efficiency of the subject companies. The purpose of this study is to review the readiness of measuring intellectual capital for the Hong Kong listed companies in the property development and property investment industry by using VAIC model. This study covers the financial reports from the representative Hong Kong listed property development companies and property investment companies in the period 2014-2019. The findings from this study indicated the industry is ready for IC measurement employing VAIC framework but not yet ready for using the extended VAIC model.

Keywords: intellectual capital, intellectual capital measurement, property development, property investment, Skandia navigator, VAIC

Procedia PDF Downloads 101
13992 Assessment of Environmental Impacts and Determination of Sustainability Level of BOOG Granite Mine Using a Mathematical Model

Authors: Gholamhassan Kakha, Mohsen Jami, Daniel Alex Merino Natorce

Abstract:

Sustainable development refers to the creation of a balance between the development and the environment too; it consists of three key principles namely environment, society and economy. These three parameters are related to each other and the imbalance occurs in each will lead to the disparity of the other parts. Mining is one of the most important tools of the economic growth and social welfare in many countries. Meanwhile, assessment of the environmental impacts has directed to the attention of planners toward the natural environment of the areas surrounded by mines and allowing for monitoring and controlling of the current situation by the designers. In this look upon, a semi-quantitative model using a matrix method is presented for assessing the environmental impacts in the BOOG Granite Mine located in Sistan and Balouchestan, one of the provinces of Iran for determining the effective factors and environmental components. For accomplishing this purpose, the initial data are collected by the experts at the next stage; the effect of the factors affects each environmental component is determined by specifying the qualitative viewpoints. Based on the results, factors including air quality, ecology, human health and safety along with the environmental damages resulted from mining activities in that area. Finally, the results gained from the assessment of the environmental impact are used to evaluate the sustainability by using Philips mathematical model. The results show that the sustainability of this area is weak, so environmental preventive measures are recommended to reduce the environmental damages to its components.

Keywords: sustainable development, environmental impacts' assessment, BOOG granite, Philips mathematical model

Procedia PDF Downloads 189
13991 Development of Scratching Monitoring System Based on Mathematical Model of Unconstrained Bed Sensing Method

Authors: Takuya Sumi, Syoko Nukaya, Takashi Kaburagi, Hiroshi Tanaka, Kajiro Watanabe, Yosuke Kurihara

Abstract:

We propose an unconstrained measurement system for scratching motion based on mathematical model of unconstrained bed sensing method which could measure the bed vibrations due to the motion of the person on the bed. In this paper, we construct mathematical model of the unconstrained bed monitoring system, and we apply the unconstrained bed sensing method to the system for detecting scratching motion. The proposed sensors are placed under the three bed feet. When the person is lying on the bed, the output signals from the sensors are proportional to the magnitude of the vibration due to the scratching motion. Hence, we could detect the subject’s scratching motion from the output signals from ceramic sensors. We evaluated two scratching motions using the proposed system in the validity experiment as follows: First experiment is the subject’s scratching the right side cheek with his right hand, and; second experiment is the subject’s scratching the shin with another foot. As the results of the experiment, we recognized the scratching signals that enable the determination when the scratching occurred. Furthermore, the difference among the amplitudes of the output signals enabled us to estimate where the subject scratched.

Keywords: unconstrained bed sensing method, scratching, body movement, itchy, piezoceramics

Procedia PDF Downloads 397
13990 Employing Remotely Sensed Soil and Vegetation Indices and Predicting ‎by Long ‎Short-Term Memory to Irrigation Scheduling Analysis

Authors: Elham Koohikerade, Silvio Jose Gumiere

Abstract:

In this research, irrigation is highlighted as crucial for improving both the yield and quality of ‎potatoes due to their high sensitivity to soil moisture changes. The study presents a hybrid Long ‎Short-Term Memory (LSTM) model aimed at optimizing irrigation scheduling in potato fields in ‎Quebec City, Canada. This model integrates model-based and satellite-derived datasets to simulate ‎soil moisture content, addressing the limitations of field data. Developed under the guidance of the ‎Food and Agriculture Organization (FAO), the simulation approach compensates for the lack of direct ‎soil sensor data, enhancing the LSTM model's predictions. The model was calibrated using indices ‎like Surface Soil Moisture (SSM), Normalized Vegetation Difference Index (NDVI), Enhanced ‎Vegetation Index (EVI), and Normalized Multi-band Drought Index (NMDI) to effectively forecast ‎soil moisture reductions. Understanding soil moisture and plant development is crucial for assessing ‎drought conditions and determining irrigation needs. This study validated the spectral characteristics ‎of vegetation and soil using ECMWF Reanalysis v5 (ERA5) and Moderate Resolution Imaging ‎Spectrometer (MODIS) data from 2019 to 2023, collected from agricultural areas in Dolbeau and ‎Peribonka, Quebec. Parameters such as surface volumetric soil moisture (0-7 cm), NDVI, EVI, and ‎NMDI were extracted from these images. A regional four-year dataset of soil and vegetation moisture ‎was developed using a machine learning approach combining model-based and satellite-based ‎datasets. The LSTM model predicts soil moisture dynamics hourly across different locations and ‎times, with its accuracy verified through cross-validation and comparison with existing soil moisture ‎datasets. The model effectively captures temporal dynamics, making it valuable for applications ‎requiring soil moisture monitoring over time, such as anomaly detection and memory analysis. By ‎identifying typical peak soil moisture values and observing distribution shapes, irrigation can be ‎scheduled to maintain soil moisture within Volumetric Soil Moisture (VSM) values of 0.25 to 0.30 ‎m²/m², avoiding under and over-watering. The strong correlations between parcels suggest that a ‎uniform irrigation strategy might be effective across multiple parcels, with adjustments based on ‎specific parcel characteristics and historical data trends. The application of the LSTM model to ‎predict soil moisture and vegetation indices yielded mixed results. While the model effectively ‎captures the central tendency and temporal dynamics of soil moisture, it struggles with accurately ‎predicting EVI, NDVI, and NMDI.‎

Keywords: irrigation scheduling, LSTM neural network, remotely sensed indices, soil and vegetation ‎monitoring

Procedia PDF Downloads 28
13989 Fuzzy Inference System for Risk Assessment Evaluation of Wheat Flour Product Manufacturing Systems

Authors: Yas Barzegaar, Atrin Barzegar

Abstract:

The aim of this research is to develop an intelligent system to analyze the risk level of wheat flour product manufacturing system. The model consists of five Fuzzy Inference Systems in two different layers to analyse the risk of a wheat flour product manufacturing system. The first layer of the model consists of four Fuzzy Inference Systems with three criteria. The output of each one of the Physical, Chemical, Biological and Environmental Failures will be the input of the final manufacturing systems. The proposed model based on Mamdani Fuzzy Inference Systems gives a performance ranking of wheat flour products manufacturing systems. The first step is obtaining data to identify the failure modes from expert’s opinions. The second step is the fuzzification process to convert crisp input to a fuzzy set., then the IF-then fuzzy rule applied through inference engine, and in the final step, the defuzzification process is applied to convert the fuzzy output into real numbers.

Keywords: failure modes, fuzzy rules, fuzzy inference system, risk assessment

Procedia PDF Downloads 81
13988 Piezotronic Effect on Electrical Characteristics of Zinc Oxide Varistors

Authors: Nadine Raidl, Benjamin Kaufmann, Michael Hofstätter, Peter Supancic

Abstract:

If polycrystalline ZnO is properly doped and sintered under very specific conditions, it shows unique electrical properties, which are indispensable for today’s electronic industries, where it is used as the number one overvoltage protection material. Under a critical voltage, the polycrystalline bulk exhibits high electrical resistance but becomes suddenly up to twelve magnitudes more conductive if this voltage limit is exceeded (i.e., varistor effect). It is known that these peerless properties have their origin in the grain boundaries of the material. Electric charge is accumulated in the boundaries, causing a depletion layer in their vicinity and forming potential barriers (so-called Double Schottky Barriers, or DSB) which are responsible for the highly non-linear conductivity. Since ZnO is a piezoelectric material, mechanical stresses induce polarisation charges that modify the DSB heights and as a result the global electrical characteristics (i.e., piezotronic effect). In this work, a finite element method was used to simulate emerging stresses on individual grains in the bulk. Besides, experimental efforts were made to testify a coherent model that could explain this influence. Electron back scattering diffraction was used to identify grain orientations. With the help of wet chemical etching, grain polarization was determined. Micro lock-in infrared thermography (MLIRT) was applied to detect current paths through the material, and a micro 4-point probes method system (M4PPS) was employed to investigate current-voltage characteristics between single grains. Bulk samples were tested under uniaxial pressure. It was found that the conductivity can increase by up to three orders of magnitude with increasing stress. Through in-situ MLIRT, it could be shown that this effect is caused by the activation of additional current paths in the material. Further, compressive tests were performed on miniaturized samples with grain paths containing solely one or two grain boundaries. The tests evinced both an increase of the conductivity, as observed for the bulk, as well as a decreased conductivity. This phenomenon has been predicted theoretically and can be explained by piezotronically induced surface charges that have an impact on the DSB at the grain boundaries. Depending on grain orientation and stress direction, DSB can be raised or lowered. Also, the experiments revealed that the conductivity within one single specimen can increase and decrease, depending on the current direction. This novel finding indicates the existence of asymmetric Double Schottky Barriers, which was furthermore proved by complementary methods. MLIRT studies showed that the intensity of heat generation within individual current paths is dependent on the direction of the stimulating current. M4PPS was used to study the relationship between the I-V characteristics of single grain boundaries and grain orientation and revealed asymmetric behavior for very specific orientation configurations. A new model for the Double Schottky Barrier, taking into account the natural asymmetry and explaining the experimental results, will be given.

Keywords: Asymmetric Double Schottky Barrier, piezotronic, varistor, zinc oxide

Procedia PDF Downloads 255
13987 Estimation of Human Absorbed Dose Using Compartmental Model

Authors: M. Mousavi-Daramoroudi, H. Yousefnia, F. Abbasi-Davani, S. Zolghadri

Abstract:

Dosimetry is an indispensable and precious factor in patient treatment planning to minimize the absorbed dose in vital tissues. In this study, compartmental model was used in order to estimate the human absorbed dose of 177Lu-DOTATOC from the biodistribution data in wild type rats. For this purpose, 177Lu-DOTATOC was prepared under optimized conditions and its biodistribution was studied in male Syrian rats up to 168 h. Compartmental model was applied to mathematical description of the drug behaviour in tissue at different times. Dosimetric estimation of the complex was performed using radiation absorbed dose assessment resource (RADAR). The biodistribution data showed high accumulation in the adrenal and pancreas as the major expression sites for somatostatin receptor (SSTR). While kidneys as the major route of excretion receive 0.037 mSv/MBq, pancreas and adrenal also obtain 0.039 and 0.028 mSv/MBq. Due to the usage of this method, the points of accumulated activity data were enhanced, and further information of tissues uptake was collected that it will be followed by high (or improved) precision in dosimetric calculations.

Keywords: compartmental modeling, human absorbed dose, ¹⁷⁷Lu-DOTATOC, Syrian rats

Procedia PDF Downloads 181
13986 Operating System Based Virtualization Models in Cloud Computing

Authors: Dev Ras Pandey, Bharat Mishra, S. K. Tripathi

Abstract:

Cloud computing is ready to transform the structure of businesses and learning through supplying the real-time applications and provide an immediate help for small to medium sized businesses. The ability to run a hypervisor inside a virtual machine is important feature of virtualization and it is called nested virtualization. In today’s growing field of information technology, many of the virtualization models are available, that provide a convenient approach to implement, but decision for a single model selection is difficult. This paper explains the applications of operating system based virtualization in cloud computing with an appropriate/suitable model with their different specifications and user’s requirements. In the present paper, most popular models are selected, and the selection was based on container and hypervisor based virtualization. Selected models were compared with a wide range of user’s requirements as number of CPUs, memory size, nested virtualization supports, live migration and commercial supports, etc. and we identified a most suitable model of virtualization.

Keywords: virtualization, OS based virtualization, container based virtualization, hypervisor based virtualization

Procedia PDF Downloads 300
13985 Hybrid Wavelet-Adaptive Neuro-Fuzzy Inference System Model for a Greenhouse Energy Demand Prediction

Authors: Azzedine Hamza, Chouaib Chakour, Messaoud Ramdani

Abstract:

Energy demand prediction plays a crucial role in achieving next-generation power systems for agricultural greenhouses. As a result, high prediction quality is required for efficient smart grid management and therefore low-cost energy consumption. The aim of this paper is to investigate the effectiveness of a hybrid data-driven model in day-ahead energy demand prediction. The proposed model consists of Discrete Wavelet Transform (DWT), and Adaptive Neuro-Fuzzy Inference System (ANFIS). The DWT is employed to decompose the original signal in a set of subseries and then an ANFIS is used to generate the forecast for each subseries. The proposed hybrid method (DWT-ANFIS) was evaluated using a greenhouse energy demand data for a week and compared with ANFIS. The performances of the different models were evaluated by comparing the corresponding values of Mean Absolute Percentage Error (MAPE). It was demonstrated that discret wavelet transform can improve agricultural greenhouse energy demand modeling.

Keywords: wavelet transform, ANFIS, energy consumption prediction, greenhouse

Procedia PDF Downloads 72
13984 Estimation of PM10 Concentration Using Ground Measurements and Landsat 8 OLI Satellite Image

Authors: Salah Abdul Hameed Saleh, Ghada Hasan

Abstract:

The aim of this work is to produce an empirical model for the determination of particulate matter (PM10) concentration in the atmosphere using visible bands of Landsat 8 OLI satellite image over Kirkuk city- IRAQ. The suggested algorithm is established on the aerosol optical reflectance model. The reflectance model is a function of the optical properties of the atmosphere, which can be related to its concentrations. The concentration of PM10 measurements was collected using Particle Mass Profiler and Counter in a Single Handheld Unit (Aerocet 531) meter simultaneously by the Landsat 8 OLI satellite image date. The PM10 measurement locations were defined by a handheld global positioning system (GPS). The obtained reflectance values for visible bands (Coastal aerosol, Blue, Green and blue bands) of landsat 8 OLI image were correlated with in-suite measured PM10. The feasibility of the proposed algorithms was investigated based on the correlation coefficient (R) and root-mean-square error (RMSE) compared with the PM10 ground measurement data. A choice of our proposed multispectral model was founded on the highest value correlation coefficient (R) and lowest value of the root mean square error (RMSE) with PM10 ground data. The outcomes of this research showed that visible bands of Landsat 8 OLI were capable of calculating PM10 concentration with an acceptable level of accuracy.

Keywords: air pollution, PM10 concentration, Lansat8 OLI image, reflectance, multispectral algorithms, Kirkuk area

Procedia PDF Downloads 433
13983 The Relationship between Functional Movement Screening Test and Prevalence of Musculoskeletal Disorders in Emergency Nurse and Emergency Medical Services Staff Shiraz, Iran, 2017

Authors: Akram Sadat Jafari Roodbandi, Alireza Choobineh, Nazanin Hosseini, Vafa Feyzi

Abstract:

Introduction: Physical fitness and optimum functional movement are essential for efficiently performing job tasks without fatigue and injury. Functional Movement Screening (FMS) tests are used in screening of athletes and military forces. Nurses and emergency medical staff are obliged to perform many physical activities such as transporting patients, CPR operations, etc. due to the nature of their jobs. This study aimed to assess relationship between FMS test score and the prevalence of musculoskeletal disorders (MSDs) in emergency nurses and emergency medical services (EMS) staff. Methods: 134 male and female emergency nurses and EMS technicians participated in this cross-sectional, descriptive-analytical study. After video tutorial and practical training of how to do FMS test, the participants carried out the test while they were wearing comfortable clothes. The final score of the FMS test ranges from 0 to 21. The score of 14 is considered weak in the functional movement base on FMS test protocol. In addition to the demographic data questionnaire, the Nordic musculoskeletal questionnaire was also completed for each participant. SPSS software was used for statistical analysis with a significance level of 0.05. Results: Totally, 49.3% (n=66) of the subjects were female. The mean age and work experience of the subjects were 35.3 ± 8.7 and 11.4 ± 7.7, respectively. The highest prevalence of MSDs was observed at the knee and lower back with 32.8% (n=44) and 23.1% (n=31), respectively. 26 (19.4%) health worker had FMS test score of 14 and less. The results of the Spearman correlation test showed that the FMS test score was significantly associated with MSDs (r=-0.419, p < 0.0001). It meant that MSDs increased with the decrease of the FMS test score. Age, sex, and MSDs were the remaining significant factors in linear regression logistic model with dependent variable of FMS test score. Conclusion: FMS test seems to be a usable screening tool in pre-employment and periodic medical tests for occupations that require physical fitness and optimum functional movements.

Keywords: functional movement, musculoskeletal disorders, health care worker, screening test

Procedia PDF Downloads 116
13982 Using Mechanical Alloying for Verification of Predicted Glass Forming Composition Range

Authors: F. Saadi, M. Fatahi, M. Heidari

Abstract:

Aim of this work was to determine the approximate glass forming composition range of Ni-Sn system for the alloys produced by mechanical alloying. It was predicted by Miedema semi-empirical model that the composition had to be in the range of 30-60 wt. % tin, while Ni-40Sn had the most susceptibility to produce amorphous alloy. In the next stage, some different compositions of Ni-Sn were mechanically alloyed, where one of them had the proper predicted composition. Products were characterized by XRD analysis. There was a good agreement between calculation and experiments, in which Ni-40Sn alloy had the most amorphization degree.

Keywords: Ni-Sn system, mechanical alloying, Amorphous alloy, Miedema model

Procedia PDF Downloads 418
13981 An Efficient Process Analysis and Control Method for Tire Mixing Operation

Authors: Hwang Ho Kim, Do Gyun Kim, Jin Young Choi, Sang Chul Park

Abstract:

Since tire production process is very complicated, company-wide management of it is very difficult, necessitating considerable amounts of capital and labors. Thus, productivity should be enhanced and maintained competitive by developing and applying effective production plans. Among major processes for tire manufacturing, consisting of mixing component preparation, building and curing, the mixing process is an essential and important step because the main component of tire, called compound, is formed at this step. Compound as a rubber synthesis with various characteristics plays its own role required for a tire as a finished product. Meanwhile, scheduling tire mixing process is similar to flexible job shop scheduling problem (FJSSP) because various kinds of compounds have their unique orders of operations, and a set of alternative machines can be used to process each operation. In addition, setup time required for different operations may differ due to alteration of additives. In other words, each operation of mixing processes requires different setup time depending on the previous one, and this kind of feature, called sequence dependent setup time (SDST), is a very important issue in traditional scheduling problems such as flexible job shop scheduling problems. However, despite of its importance, there exist few research works dealing with the tire mixing process. Thus, in this paper, we consider the scheduling problem for tire mixing process and suggest an efficient particle swarm optimization (PSO) algorithm to minimize the makespan for completing all the required jobs belonging to the process. Specifically, we design a particle encoding scheme for the considered scheduling problem, including a processing sequence for compounds and machine allocation information for each job operation, and a method for generating a tire mixing schedule from a given particle. At each iteration, the coordination and velocity of particles are updated, and the current solution is compared with new solution. This procedure is repeated until a stopping condition is satisfied. The performance of the proposed algorithm is validated through a numerical experiment by using some small-sized problem instances expressing the tire mixing process. Furthermore, we compare the solution of the proposed algorithm with it obtained by solving a mixed integer linear programming (MILP) model developed in previous research work. As for performance measure, we define an error rate which can evaluate the difference between two solutions. As a result, we show that PSO algorithm proposed in this paper outperforms MILP model with respect to the effectiveness and efficiency. As the direction for future work, we plan to consider scheduling problems in other processes such as building, curing. We can also extend our current work by considering other performance measures such as weighted makespan or processing times affected by aging or learning effects.

Keywords: compound, error rate, flexible job shop scheduling problem, makespan, particle encoding scheme, particle swarm optimization, sequence dependent setup time, tire mixing process

Procedia PDF Downloads 250
13980 Combining a Continuum of Hidden Regimes and a Heteroskedastic Three-Factor Model in Option Pricing

Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

Abstract:

This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.

Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium

Procedia PDF Downloads 291
13979 Investigation of Residual Stress Relief by in-situ Rolling Deposited Bead in Directed Laser Deposition

Authors: Ravi Raj, Louis Chiu, Deepak Marla, Aijun Huang

Abstract:

Hybridization of the directed laser deposition (DLD) process using an in-situ micro-roller to impart a vertical compressive load on the deposited bead at elevated temperatures can relieve tensile residual stresses incurred in the process. To investigate this stress relief mechanism and its relationship with the in-situ rolling parameters, a fully coupled dynamic thermo-mechanical model is presented in this study. A single bead deposition of Ti-6Al-4V alloy with an in-situ roller made of mild steel moving at a constant speed with a fixed nominal bead reduction is simulated using the explicit solver of the finite element software, Abaqus. The thermal model includes laser heating during the deposition process and the heat transfer between the roller and the deposited bead. The laser heating is modeled using a moving heat source with a Gaussian distribution, applied along the pre-formed bead’s surface using the VDFLUX Fortran subroutine. The bead’s cross-section is assumed to be semi-elliptical. The interfacial heat transfer between the roller and the bead is considered in the model. Besides, the roller is cooled internally using axial water flow, considered in the model using convective heat transfer. The mechanical model for the bead and substrate includes the effects of rolling along with the deposition process, and their elastoplastic material behavior is captured using the J2 plasticity theory. The model accounts for strain, strain rate, and temperature effects on the yield stress based on Johnson-Cook’s theory. Various aspects of this material behavior are captured in the FE software using the subroutines -VUMAT for elastoplastic behavior, VUHARD for yield stress, and VUEXPAN for thermal strain. The roller is assumed to be elastic and does not undergo any plastic deformation. Also, contact friction at the roller-bead interface is considered in the model. Based on the thermal results of the bead, the distance between the roller and the deposition nozzle (roller o set) can be determined to ensure rolling occurs around the beta-transus temperature for the Ti-6Al-4V alloy. It is identified that roller offset and the nominal bead height reduction are crucial parameters that influence the residual stresses in the hybrid process. The results obtained from a simulation at roller offset of 20 mm and nominal bead height reduction of 7% reveal that the tensile residual stresses decrease to about 52% due to in-situ rolling throughout the deposited bead. This model can be used to optimize the rolling parameters to minimize the residual stresses in the hybrid DLD process with in-situ micro-rolling.

Keywords: directed laser deposition, finite element analysis, hybrid in-situ rolling, thermo-mechanical model

Procedia PDF Downloads 99
13978 An Analytical Method for Solving General Riccati Equation

Authors: Y. Pala, M. O. Ertas

Abstract:

In this paper, the general Riccati equation is analytically solved by a new transformation. By the method developed, looking at the transformed equation, whether or not an explicit solution can be obtained is readily determined. Since the present method does not require a proper solution for the general solution, it is especially suitable for equations whose proper solutions cannot be seen at first glance. Since the transformed second order linear equation obtained by the present transformation has the simplest form that it can have, it is immediately seen whether or not the original equation can be solved analytically. The present method is exemplified by several examples.

Keywords: Riccati equation, analytical solution, proper solution, nonlinear

Procedia PDF Downloads 342
13977 Comparative Study of Titanium and Polyetheretherketone Cranial Implant Using Finite Element Model

Authors: Khaja Moiduddin, Sherif Mohammed Elseufy, Hisham Alkhalefah

Abstract:

Recent advances in three-dimensional (3D) printing, medical imaging, and implant design may alter how craniomaxillofacial surgeons construct individualized treatments using patient data. By utilizing medical image data, medical professionals can obtain detailed information about a patient's injuries, enabling them to conduct a thorough preoperative assessment while ensuring the implant's accuracy. However, selecting the right implant material requires careful consideration of various mechanical properties. This study aims to compare the two commonly used implant material for cranial reconstruction which includes titanium (Ti6Al4V) and Polyetheretherketone (PEEK). Biomechanical analysis was performed to study the implant behavior, by keeping the implant design and fixation constant in both cases. A finite element model was created and analyzed under loading conditions. The finite element analysis proves that although Ti6Al4V is stronger than PEEK but, its mechanical strength is adequate to bear the loads of the adjacent bone tissue.

Keywords: cranial reconstruction, titanium implants, PEEK, finite element model

Procedia PDF Downloads 55
13976 Molecular Pathogenesis of NASH through the Dysregulation of Metabolic Organ Network in the NASH-HCC Model Mouse Treated with Streptozotocin-High Fat Diet

Authors: Bui Phuong Linh, Yuki Sakakibara, Ryuto Tanaka, Elizabeth H. Pigney, Taishi Hashiguchi

Abstract:

NASH is an increasingly prevalent chronic liver disease that can progress to hepatocellular carcinoma and now is attracting interest worldwide. The STAM™ model is a clinically-correlated murine NASH model which shows the same pathological progression as NASH patients and has been widely used for pharmacological and basic research. The multiple parallel hits hypothesis suggests abnormalities in adipocytokines, intestinal microflora, and endotoxins are intertwined and could contribute to the development of NASH. In fact, NASH patients often exhibit gut dysbiosis and dysfunction in adipose tissue and metabolism. However, the analysis of the STAM™ model has only focused on the liver. To clarify whether the STAM™ model can also mimic multiple pathways of NASH progression, we analyzed the organ crosstalk interactions between the liver and the gut and the phenotype of adipose tissue in the STAM™ model. NASH was induced in male mice by a single subcutaneous injection of 200 µg streptozotocin 2 days after birth and feeding with high-fat diet after 4 weeks of age. The mice were sacrificed at NASH stage. Colon samples were snap-frozen in liquid nitrogen and stored at -80˚C for tight junction-related protein analysis. Adipose tissue was prepared into paraffin blocks for HE staining. Blood adiponectin was analyzed to confirm changes in the adipocytokine profile. Tight junction-related proteins in the intestine showed that expression of ZO-1 decreased with the progression of the disease. Increased expression of endotoxin in the blood and decreased expression of Adiponectin were also observed. HE staining revealed hypertrophy of adipocytes. Decreased expression of ZO-1 in the intestine of STAM™ mice suggests the occurrence of leaky gut, and abnormalities in adipocytokine secretion were also observed. Together with the liver, phenotypes in these organs are highly similar to human NASH patients and might be involved in the pathogenesis of NASH.

Keywords: Non-alcoholic steatohepatitis, hepatocellular carcinoma, fibrosis, organ crosstalk, leaky gut

Procedia PDF Downloads 147
13975 Numerical Modeling of Determination of in situ Rock Mass Deformation Modulus Using the Plate Load Test

Authors: A. Khodabakhshi, A. Mortazavi

Abstract:

Accurate determination of rock mass deformation modulus, as an important design parameter, is one of the most controversial issues in most engineering projects. A 3D numerical model of standard plate load test (PLT) using the FLAC3D code was carried to investigate the mechanism governing the test process. Five objectives were the focus of this study. The first goal was to employ 3D modeling in the interpretation of PLT conducted at the Bazoft dam site, Iran. The second objective was to investigate the effect of displacements measuring depth from the loading plates on the calculated moduli. The magnitude of rock mass deformation modulus calculated from PLT depends on anchor depth, and in practice, this may be a cause of error in the selection of realistic deformation modulus for the rock mass. The third goal of the study was to investigate the effect of testing plate diameter on the calculated modulus. Moreover, a comparison of the calculated modulus from ISRM formula, numerical modeling and calculated modulus from the actual PLT carried out at right abutment of the Bazoft dam site was another objective of the study. Finally, the effect of plastic strains on the calculated moduli in each of the loading-unloading cycles for three loading plates was investigated. The geometry, material properties, and boundary conditions on the constructed 3D model were selected based on the in-situ conditions of PLT at Bazoft dam site. A good agreement was achieved between numerical model results and the field tests results.

Keywords: deformation modulus, numerical model, plate loading test, rock mass

Procedia PDF Downloads 157
13974 An Efficient Approach to Optimize the Cost and Profit of a Tea Garden by Using Branch and Bound Method

Authors: Abu Hashan Md Mashud, M. Sharif Uddin, Aminur Rahman Khan

Abstract:

In this paper, we formulate a new problem as a linear programming and Integer Programming problem and maximize profit within the limited budget and limited resources based on the construction of a tea garden problem. It describes a new idea about how to optimize profit and focuses on the practical aspects of modeling and the challenges of providing a solution to a complex real life problem. Finally, a comparative study is carried out among Graphical method, Simplex method and Branch and bound method.

Keywords: integer programming, tea garden, graphical method, simplex method, branch and bound method

Procedia PDF Downloads 602
13973 Comparative Mesh Sensitivity Study of Different Reynolds Averaged Navier Stokes Turbulence Models in OpenFOAM

Authors: Zhuoneng Li, Zeeshan A. Rana, Karl W. Jenkins

Abstract:

In industry, to validate a case, often a multitude of simulation are required and in order to demonstrate confidence in the process where users tend to use a coarser mesh. Therefore, it is imperative to establish the coarsest mesh that could be used while keeping reasonable simulation accuracy. To date, the two most reliable, affordable and broadly used advanced simulations are the hybrid RANS (Reynolds Averaged Navier Stokes)/LES (Large Eddy Simulation) and wall modelled LES. The potentials in these two simulations will still be developed in the next decades mainly because the unaffordable computational cost of a DNS (Direct Numerical Simulation). In the wall modelled LES, the turbulence model is applied as a sub-grid scale model in the most inner layer near the wall. The RANS turbulence models cover the entire boundary layer region in a hybrid RANS/LES (Detached Eddy Simulation) and its variants, therefore, the RANS still has a very important role in the state of art simulations. This research focuses on the turbulence model mesh sensitivity analysis where various turbulence models such as the S-A (Spalart-Allmaras), SSG (Speziale-Sarkar-Gatski), K-Omega transitional SST (Shear Stress Transport), K-kl-Omega, γ-Reθ transitional model, v2f are evaluated within the OpenFOAM. The simulations are conducted on a fully developed turbulent flow over a flat plate where the skin friction coefficient as well as velocity profiles are obtained to compare against experimental values and DNS results. A concrete conclusion is made to clarify the mesh sensitivity for different turbulence models.

Keywords: mesh sensitivity, turbulence models, OpenFOAM, RANS

Procedia PDF Downloads 244
13972 Time Dependent Biodistribution Modeling of 177Lu-DOTATOC Using Compartmental Analysis

Authors: M. Mousavi-Daramoroudi, H. Yousefnia, F. Abbasi-Davani, S. Zolghadri

Abstract:

In this study, 177Lu-DOTATOC was prepared under optimized conditions (radiochemical purity: > 99%, radionuclidic purity: > 99%). The percentage of injected dose per gram (%ID/g) was calculated for organs up to 168 h post injection. Compartmental model was applied to mathematical description of the drug behaviour in tissue at different times. The biodistribution data showed the significant excretion of the radioactivity from the kidneys. The adrenal and pancreas, as major expression sites for somatostatin receptor (SSTR), had significant uptake. A pharmacokinetic model of 177Lu-DOTATOC was presented by compartmental analysis which demonstrates the behavior of the complex.

Keywords: biodistribution, compartmental modeling, ¹⁷⁷Lu, Octreotide

Procedia PDF Downloads 203
13971 Development of a Novel Clinical Screening Tool, Using the BSGE Pain Questionnaire, Clinical Examination and Ultrasound to Predict the Severity of Endometriosis Prior to Laparoscopic Surgery

Authors: Marlin Mubarak

Abstract:

Background: Endometriosis is a complex disabling disease affecting young females in the reproductive period mainly. The aim of this project is to generate a diagnostic model to predict severity and stage of endometriosis prior to Laparoscopic surgery. This will help to improve the pre-operative diagnostic accuracy of stage 3 & 4 endometriosis and as a result, refer relevant women to a specialist centre for complex Laparoscopic surgery. The model is based on the British Society of Gynaecological Endoscopy (BSGE) pain questionnaire, clinical examination and ultrasound scan. Design: This is a prospective, observational, study, in which women completed the BSGE pain questionnaire, a BSGE requirement. Also, as part of the routine preoperative assessment patient had a routine ultrasound scan and when recto-vaginal and deep infiltrating endometriosis was suspected an MRI was performed. Setting: Luton & Dunstable University Hospital. Patients: Symptomatic women (n = 56) scheduled for laparoscopy due to pelvic pain. The age ranged between 17 – 52 years of age (mean 33.8 years, SD 8.7 years). Interventions: None outside the recognised and established endometriosis centre protocol set up by BSGE. Main Outcome Measure(s): Sensitivity and specificity of endometriosis diagnosis predicted by symptoms based on BSGE pain questionnaire, clinical examinations and imaging. Findings: The prevalence of diagnosed endometriosis was calculated to be 76.8% and the prevalence of advanced stage was 55.4%. Deep infiltrating endometriosis in various locations was diagnosed in 32/56 women (57.1%) and some had DIE involving several locations. Logistic regression analysis was performed on 36 clinical variables to create a simple clinical prediction model. After creating the scoring system using variables with P < 0.05, the model was applied to the whole dataset. The sensitivity was 83.87% and specificity 96%. The positive likelihood ratio was 20.97 and the negative likelihood ratio was 0.17, indicating that the model has a good predictive value and could be useful in predicting advanced stage endometriosis. Conclusions: This is a hypothesis-generating project with one operator, but future proposed research would provide validation of the model and establish its usefulness in the general setting. Predictive tools based on such model could help organise the appropriate investigation in clinical practice, reduce risks associated with surgery and improve outcome. It could be of value for future research to standardise the assessment of women presenting with pelvic pain. The model needs further testing in a general setting to assess if the initial results are reproducible.

Keywords: deep endometriosis, endometriosis, minimally invasive, MRI, ultrasound.

Procedia PDF Downloads 338
13970 Sustainable Building Technologies for Post-Disaster Temporary Housing: Integrated Sustainability Assessment and Life Cycle Assessment

Authors: S. M. Amin Hosseini, Oriol Pons, Albert de la Fuente

Abstract:

After natural disasters, displaced people (DP) require important numbers of housing units, which have to be erected quickly due to emergency pressures. These tight timeframes can cause the multiplication of the environmental construction impacts. These negative impacts worsen the already high energy consumption and pollution caused by the building sector. Indeed, post-disaster housing, which is often carried out without pre-planning, usually causes high negative environmental impacts, besides other economic and social impacts. Therefore, it is necessary to establish a suitable strategy to deal with this problem which also takes into account the instability of its causes, like changing ratio between rural and urban population. To this end, this study aims to present a model that assists decision-makers to choose the most suitable building technology for post-disaster housing units. This model focuses on the alternatives sustainability and fulfillment of the stakeholders’ satisfactions. Four building technologies have been analyzed to determine the most sustainability technology and to validate the presented model. In 2003, Bam earthquake DP had their temporary housing units (THUs) built using these four technologies: autoclaved aerated concrete blocks (AAC), concrete masonry unit (CMU), pressed reeds panel (PR), and 3D sandwich panel (3D). The results of this analysis confirm that PR and CMU obtain the highest sustainability indexes. However, the second life scenario of THUs could have considerable impacts on the results.

Keywords: sustainability, post-disaster temporary housing, integrated value model for sustainability assessment, life cycle assessment

Procedia PDF Downloads 242
13969 Analysis of Awareness and Climate Change Impact in Energy Efficiency of Household Appliances

Authors: Meltem Ucal

Abstract:

It is obvious that with limited resources and increasing of energy consumption from day to day, increase in amount of greenhouse gases in the atmosphere will increase risk of climate change. The objective of “Raising Awareness in Energy Efficiency of Household Appliances and Climate Change” paper is to make the connection between climate change and energy saving to be understood. First of all, research and evaluation aiming improvement of women’s behaviors of purchasing and using household appliances and also educate next generations who will be faced risks of climate change, with their mothers will be done.

Keywords: energy efficiency, climate change, wareness, household appliences, econometrics model, logit model

Procedia PDF Downloads 339
13968 A Composite Beam Element Based on Global-Local Superposition Theory for Prediction of Delamination in Composite Laminates

Authors: Charles Mota Possatti Júnior, André Schwanz de Lima, Maurício Vicente Donadon, Alfredo Rocha de Faria

Abstract:

An interlaminar damage model is combined with a beam element formulation based on global-local superposition to assess delamination in composite laminates. The variations in the mechanical properties in the laminate, generated by the presence of delamination, are calculated as a function of the displacements in the interface layers. The global-local superposition of displacement fields ensures the zig-zag behaviour of stresses and displacement, and the number of degrees of freedom (DOFs) is independent of the number of layers. The displacements and stresses are calculated as a function of DOFs commonly used in traditional beam elements. Finally, the finite element(FE) formulation is extended to handle cases of different thicknesses, and then the FE model predictions are compared with results obtained from analytical solutions and commercial finite element codes.

Keywords: delamination, global-local superposition theory, single beam element, zig-zag, interlaminar damage model

Procedia PDF Downloads 104
13967 Evaluating Key Attributes of Effective Digital Games in Tertiary Education

Authors: Roopali Kulkarni, Yuliya Khrypko

Abstract:

A major problem in educational digital game design is that game developers are often focused on maintaining the fun and playability of an educational game, whereas educators are more concerned with the learning aspect of the game rather than its entertaining characteristics. There is a clear need to understand what key aspects of digital learning games make them an effective learning medium in tertiary education. Through a systematic literature review and content analysis, this paper identifies, evaluates, and summarizes twenty-three key attributes of digital games used in tertiary education and presents a summary digital game-based learning (DGBL) model for designing and evaluating an educational digital game of any genre that promotes effective learning in tertiary education. The proposed solution overcomes limitations of previously designed models for digital game evaluation, such as a small number of game attributes considered or applicability to a specific genre of digital games. The proposed DGBL model can be used to assist game designers and educators with creating effective and engaging educational digital games for the tertiary education curriculum.

Keywords: DGBL model, digital games, educational games, game-based learning, tertiary education

Procedia PDF Downloads 261
13966 Prediction of Turbulent Separated Flow in a Wind Tunel

Authors: Karima Boukhadia

Abstract:

In the present study, the subsonic flow in an asymmetrical diffuser was simulated numerically using code CFX 11.0 and its generator of grid ICEM CFD. Two models of turbulence were tested: K- ε and K- ω SST. The results obtained showed that the K- ε model singularly over-estimates the speed value close to the wall and that the K- ω SST model is qualitatively in good agreement with the experimental results of Buice and Eaton 1997. They also showed that the separation and reattachment of the fluid on the tilted wall strongly depends on its angle of inclination and that the length of the zone of separation increases with the angle of inclination of the lower wall of the diffuser.

Keywords: asymmetric diffuser, separation, reattachment, tilt angle, separation zone

Procedia PDF Downloads 564