Search results for: dependence analysis
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 27673

Search results for: dependence analysis

27193 Genetically Encoded Tool with Time-Resolved Fluorescence Readout for the Calcium Concentration Measurement

Authors: Tatiana R. Simonyan, Elena A. Protasova, Anastasia V. Mamontova, Eugene G. Maksimov, Konstantin A. Lukyanov, Alexey M. Bogdanov

Abstract:

Here, we describe two variants of the calcium indicators based on the GCaMP sensitive core and BrUSLEE fluorescent protein (GCaMP-BrUSLEE and GCaMP-BrUSLEE-145). In contrast to the conventional GCaMP6-family indicators, these fluorophores are characterized by the well-marked responsiveness of their fluorescence decay kinetics to external calcium concentration both in vitro and in cellulo. Specifically, we show that the purified GCaMP-BrUSLEE and GCaMP-BrUSLEE-145 exhibit three-component fluorescence decay kinetics, with the amplitude-normalized lifetime component (t3*A3) of GCaMP-BrUSLEE-145 changing four-fold (500-2000 a.u.) in response to a Ca²⁺ concentration shift in the range of 0—350 nM. Time-resolved fluorescence microscopy of live cells displays the two-fold change of the GCaMP-BrUSLEE-145 mean lifetime upon histamine-stimulated calcium release. The aforementioned Ca²⁺-dependence calls considering the GCaMP-BrUSLEE-145 as a prospective Ca²⁺-indicator with the signal read-out in the time domain.

Keywords: calcium imaging, fluorescence lifetime imaging microscopy, fluorescent proteins, genetically encoded indicators

Procedia PDF Downloads 136
27192 Dependence of Ionomer Loading on the Hydrogen Generation Rate of a Proton Exchange Membrane Electrolyzer

Authors: Yingjeng James Li, Chih Chi Hsu, Chiao-Chih Hu

Abstract:

Membrane electrode assemblies MEAs for proton exchange membrane PEM water electrolyzers were prepared by employing 175um perfluorosulfonic acid PFSA membranes as the PEM, onto which iridium oxide catalyst was coated on one side as the anode and platinum catalyst was coated on the other side as the cathode. The cathode catalyst ink was prepared so that the weight ratio of the catalyst powder to ionomer was 75:25, 70:30, 65:35, 60:40, and 55:45, respectively. Whereas, the ratio of catalyst powder to ionomer of the anode catalyst ink keeps constant at 50:50. All the MEAs have a catalyst coated area of 5cm*5cm. The test cell employs a platinum plated titanium grid as anode gas diffusion media; whereas, carbon paper was employed as the cathode gas diffusion media. The measurements of the MEA gases production rate were carried out by holding the cell voltage ranging from 1.6 to 2.8 volts at room temperature. It was found that the MEA with cathode catalyst to ionomer ratio of 65:35 gives the largest hydrogen production rate which is 2.8mL/cm2*min.

Keywords: electrolyzer, membrane electrode assembly, proton exchange membrane, ionomer, hydrogen

Procedia PDF Downloads 238
27191 Predictive Analysis for Big Data: Extension of Classification and Regression Trees Algorithm

Authors: Ameur Abdelkader, Abed Bouarfa Hafida

Abstract:

Since its inception, predictive analysis has revolutionized the IT industry through its robustness and decision-making facilities. It involves the application of a set of data processing techniques and algorithms in order to create predictive models. Its principle is based on finding relationships between explanatory variables and the predicted variables. Past occurrences are exploited to predict and to derive the unknown outcome. With the advent of big data, many studies have suggested the use of predictive analytics in order to process and analyze big data. Nevertheless, they have been curbed by the limits of classical methods of predictive analysis in case of a large amount of data. In fact, because of their volumes, their nature (semi or unstructured) and their variety, it is impossible to analyze efficiently big data via classical methods of predictive analysis. The authors attribute this weakness to the fact that predictive analysis algorithms do not allow the parallelization and distribution of calculation. In this paper, we propose to extend the predictive analysis algorithm, Classification And Regression Trees (CART), in order to adapt it for big data analysis. The major changes of this algorithm are presented and then a version of the extended algorithm is defined in order to make it applicable for a huge quantity of data.

Keywords: predictive analysis, big data, predictive analysis algorithms, CART algorithm

Procedia PDF Downloads 127
27190 Monitoring Saltwater Corrosion on Steel Samples Using Coda Wave Interferometry in MHZ Frequencies

Authors: Maxime Farin, Emmanuel Moulin, Lynda Chehami, Farouk Benmeddour, Pierre Campistron

Abstract:

Assessing corrosion is crucial in the petrochemical and marine industry. Usual ultrasonic methods based on guided waves to detect corrosion can inspect large areas but lack precision. We propose a complementary and sensitive ultrasonic method (~ 10 MHz) based on coda wave interferometry to detect and quantify corrosion at the surface of a steel sample. The method relies on a single piezoelectric transducer, exciting the sample and measuring the scattered coda signals at different instants in time. A laboratory experiment is conducted with a steel sample immersed in salted water for 60~h with parallel coda and temperature measurements to correct coda dependence to temperature variations. Micrometric changes to the sample surface caused by corrosion are detected in the late coda signals, allowing precise corrosion detection. Moreover, a good correlation is found between a parameter quantifying the temperature-corrected stretching of the coda over time with respect to a reference without corrosion and the corrosion surface over the sample recorded with a camera.

Keywords: coda wave interferometry, nondestructive evaluation, corrosion, ultrasonics

Procedia PDF Downloads 214
27189 Electrochemical Behavior and Cathodic Stripping Voltammetric Determination of Dianabol Steroid in Urine at Bare Glassy Carbon Paste Electrode

Authors: N. Al-Orfi, M. S. El-Shahawi, A. S. Bashammakh

Abstract:

The electrochemical response of glassy carbon electrode (GCE) for the sensitive and selective determination of dianabol steroid (DS) in phosphate, Britton-Robinson (B-R) and HEPES buffers of pH 2.0 - 11, 2.0 - 11 and 6.2 - 8.0, respectively using cyclic voltammetry (CV) and differential pulse- adsorptive cathodic stripping voltammetry (DP-CSV) at bare GCE was studied. The dependence of the CV response of the developed cathodic peak potential (Ep, c), peak current (ip, c) and the current function (ip, c / υ1/2) on the scan rate (υ) at the bare GCE revealed the occurrence of electrode coupled chemical reaction of EC type mechanism. The selectivity of the proposed method was assessed in the presence of high concentrations of major interfering species e.g. uric acid, ascorbic acid, citric acid, glucose, fructose, sucrose, starch and ions Na+, K+, PO4-3, NO3- and SO42-. The recovery of the method was not significant where t(critical)=2.20 > texp=1.81-1.93 at 95% confidence. The analytical application of the sensor for the quantification of DS in biological fluids as urine was investigated. The results were demonstrated as recovery percentages in the range 95±2.5-97±4.7% with relative standard deviation (RSD) of 0.5-1.5%.

Keywords: dianabol, determination, modified electrode, urine

Procedia PDF Downloads 254
27188 Modelling Operational Risk Using Extreme Value Theory and Skew t-Copulas via Bayesian Inference

Authors: Betty Johanna Garzon Rozo, Jonathan Crook, Fernando Moreira

Abstract:

Operational risk losses are heavy tailed and are likely to be asymmetric and extremely dependent among business lines/event types. We propose a new methodology to assess, in a multivariate way, the asymmetry and extreme dependence between severity distributions, and to calculate the capital for Operational Risk. This methodology simultaneously uses (i) several parametric distributions and an alternative mix distribution (the Lognormal for the body of losses and the Generalized Pareto Distribution for the tail) via extreme value theory using SAS®, (ii) the multivariate skew t-copula applied for the first time for operational losses and (iii) Bayesian theory to estimate new n-dimensional skew t-copula models via Markov chain Monte Carlo (MCMC) simulation. This paper analyses a newly operational loss data set, SAS Global Operational Risk Data [SAS OpRisk], to model operational risk at international financial institutions. All the severity models are constructed in SAS® 9.2. We implement the procedure PROC SEVERITY and PROC NLMIXED. This paper focuses in describing this implementation.

Keywords: operational risk, loss distribution approach, extreme value theory, copulas

Procedia PDF Downloads 579
27187 A Deep Learning-Based Pedestrian Trajectory Prediction Algorithm

Authors: Haozhe Xiang

Abstract:

With the rise of the Internet of Things era, intelligent products are gradually integrating into people's lives. Pedestrian trajectory prediction has become a key issue, which is crucial for the motion path planning of intelligent agents such as autonomous vehicles, robots, and drones. In the current technological context, deep learning technology is becoming increasingly sophisticated and gradually replacing traditional models. The pedestrian trajectory prediction algorithm combining neural networks and attention mechanisms has significantly improved prediction accuracy. Based on in-depth research on deep learning and pedestrian trajectory prediction algorithms, this article focuses on physical environment modeling and learning of historical trajectory time dependence. At the same time, social interaction between pedestrians and scene interaction between pedestrians and the environment were handled. An improved pedestrian trajectory prediction algorithm is proposed by analyzing the existing model architecture. With the help of these improvements, acceptable predicted trajectories were successfully obtained. Experiments on public datasets have demonstrated the algorithm's effectiveness and achieved acceptable results.

Keywords: deep learning, graph convolutional network, attention mechanism, LSTM

Procedia PDF Downloads 48
27186 Empirical Analysis of the Effect of Cloud Movement in a Basic Off-Grid Photovoltaic System: Case Study Using Transient Response of DC-DC Converters

Authors: Asowata Osamede, Christo Pienaar, Johan Bekker

Abstract:

Mismatch in electrical energy (power) or outage from commercial providers, in general, does not promote development to the public and private sector, these basically limit the development of industries. The necessity for a well-structured photovoltaic (PV) system is of importance for an efficient and cost-effective monitoring system. The major renewable energy potential on earth is provided from solar radiation and solar photovoltaics (PV) are considered a promising technological solution to support the global transformation to a low-carbon economy and reduction on the dependence on fossil fuels. Solar arrays which consist of various PV module should be operated at the maximum power point in order to reduce the overall cost of the system. So power regulation and conditioning circuits should be incorporated in the set-up of a PV system. Power regulation circuits used in PV systems include maximum power point trackers, DC-DC converters and solar chargers. Inappropriate choice of power conditioning device in a basic off-grid PV system can attribute to power loss, hence the need for a right choice of power conditioning device to be coupled with the system of the essence. This paper presents the design and implementation of a power conditioning devices in order to improve the overall yield from the availability of solar energy and the system’s total efficiency. The power conditioning devices taken into consideration in the project includes the Buck and Boost DC-DC converters as well as solar chargers with MPPT. A logging interface circuit (LIC) is designed and employed into the system. The LIC is designed on a printed circuit board. It basically has DC current signalling sensors, specifically the LTS 6-NP. The LIC is consequently required to program the voltages in the system (these include the PV voltage and the power conditioning device voltage). The voltage is structured in such a way that it can be accommodated by the data logger. Preliminary results which include availability of power as well as power loss in the system and efficiency will be presented and this would be used to draw the final conclusion.

Keywords: tilt and orientation angles, solar chargers, PV panels, storage devices, direct solar radiation

Procedia PDF Downloads 117
27185 Effect of Blanching and Drying Methods on the Degradation Kinetics and Color Stability of Radish (Raphanus sativus) Leaves

Authors: K. Radha Krishnan, Mirajul Alom

Abstract:

Dehydrated powder prepared from fresh radish (Raphanus sativus) leaves were investigated for the color stability by different drying methods (tray, sun and solar). The effect of blanching conditions, drying methods as well as drying temperatures (50 – 90°C) were considered for studying the color degradation kinetics of chlorophyll in the dehydrated powder. The hunter color parameters (L*, a*, b*) and total color difference (TCD) were determined in order to investigate the color degradation kinetics of chlorophyll. Blanching conditions, drying method and drying temperature influenced the changes in L*, a*, b* and TCD values. The changes in color values during processing were described by a first order kinetic model. The temperature dependence of chlorophyll degradation was adequately modeled by Arrhenius equation. To predict the losses in green color, a mathematical model was developed from the steady state kinetic parameters. The results from this study indicated the protective effect of blanching conditions on the color stability of dehydrated radish powder.

Keywords: chlorophyll, color stability, degradation kinetics, drying

Procedia PDF Downloads 371
27184 Bag of Local Features for Person Re-Identification on Large-Scale Datasets

Authors: Yixiu Liu, Yunzhou Zhang, Jianning Chi, Hao Chu, Rui Zheng, Libo Sun, Guanghao Chen, Fangtong Zhou

Abstract:

In the last few years, large-scale person re-identification has attracted a lot of attention from video surveillance since it has a potential application prospect in public safety management. However, it is still a challenging job considering the variation in human pose, the changing illumination conditions and the lack of paired samples. Although the accuracy has been significantly improved, the data dependence of the sample training is serious. To tackle this problem, a new strategy is proposed based on bag of visual words (BoVW) model of designing the feature representation which has been widely used in the field of image retrieval. The local features are extracted, and more discriminative feature representation is obtained by cross-view dictionary learning (CDL), then the assignment map is obtained through k-means clustering. Finally, the BoVW histograms are formed which encodes the images with the statistics of the feature classes in the assignment map. Experiments conducted on the CUHK03, Market1501 and MARS datasets show that the proposed method performs favorably against existing approaches.

Keywords: bag of visual words, cross-view dictionary learning, person re-identification, reranking

Procedia PDF Downloads 174
27183 Understanding the Role of Gas Hydrate Morphology on the Producibility of a Hydrate-Bearing Reservoir

Authors: David Lall, Vikram Vishal, P. G. Ranjith

Abstract:

Numerical modeling of gas production from hydrate-bearing reservoirs requires the solution of various thermal, hydrological, chemical, and mechanical phenomena in a coupled manner. Among the various reservoir properties that influence gas production estimates, the distribution of permeability across the domain is one of the most crucial parameters since it determines both heat transfer and mass transfer. The aspect of permeability in hydrate-bearing reservoirs is particularly complex compared to conventional reservoirs since it depends on the saturation of gas hydrates and hence, is dynamic during production. The dependence of permeability on hydrate saturation is mathematically represented using permeability-reduction models, which are specific to the expected morphology of hydrate accumulations (such as grain-coating or pore-filling hydrates). In this study, we demonstrate the impact of various permeability-reduction models, and consequently, different morphologies of hydrate deposits on the estimates of gas production using depressurization at the reservoir scale. We observe significant differences in produced water volumes and cumulative mass of produced gas between the models, thereby highlighting the uncertainty in production behavior arising from the ambiguity in the prevalent gas hydrate morphology.

Keywords: gas hydrate morphology, multi-scale modeling, THMC, fluid flow in porous media

Procedia PDF Downloads 203
27182 Two Component Source Apportionment Based on Absorption and Size Distribution Measurement

Authors: Tibor Ajtai, Noémi Utry, Máté Pintér, Gábor Szabó, Zoltán Bozóki

Abstract:

Beyond its climate and health related issues ambient light absorbing carbonaceous particulate matter (LAC) has also become a great scientific interest in terms of its regulations recently. It has been experimentally demonstrated in recent studies, that LAC is dominantly composed of traffic and wood burning aerosol particularly under wintertime urban conditions, when the photochemical and biological activities are negligible. Several methods have been introduced to quantitatively apportion aerosol fractions emitted by wood burning and traffic but most of them require costly and time consuming off-line chemical analysis. As opposed to chemical features, the microphysical properties of airborne particles such as optical absorption and size distribution can be easily measured on-line, with high accuracy and sensitivity, especially under highly polluted urban conditions. Recently a new method has been proposed for the apportionment of wood burning and traffic aerosols based on the spectral dependence of their absorption quantified by the Aerosol Angström Exponent (AAE). In this approach the absorption coefficient is deduced from transmission measurement on a filter accumulated aerosol sample and the conversion factor between the measured optical absorption and the corresponding mass concentration (the specific absorption cross section) are determined by on-site chemical analysis. The recently developed multi-wavelength photoacoustic instruments provide novel, in-situ approach towards the reliable and quantitative characterization of carbonaceous particulate matter. Therefore, it also opens up novel possibilities on the source apportionment through the measurement of light absorption. In this study, we demonstrate an in-situ spectral characterization method of the ambient carbon fraction based on light absorption and size distribution measurements using our state-of-the-art multi-wavelength photoacoustic instrument (4λ-PAS) and Single Mobility Particle Sizer (SMPS) The carbonaceous particulate selective source apportionment study was performed for ambient particulate matter in the city center of Szeged, Hungary where the dominance of traffic and wood burning aerosol has been experimentally demonstrated earlier. The proposed model is based on the parallel, in-situ measurement of optical absorption and size distribution. AAEff and AAEwb were deduced from the measured data using the defined correlation between the AOC(1064nm)/AOC(266nm) and N100/N20 ratios. σff(λ) and σwb(λ) were determined with the help of the independently measured temporal mass concentrations in the PM1 mode. Furthermore, the proposed optical source apportionment is based on the assumption that the light absorbing fraction of PM is exclusively related to traffic and wood burning. This assumption is indirectly confirmed here by the fact that the measured size distribution is composed of two unimodal size distributions identified to correspond to traffic and wood burning aerosols. The method offers the possibility of replacing laborious chemical analysis with simple in-situ measurement of aerosol size distribution data. The results by the proposed novel optical absorption based source apportionment method prove its applicability whenever measurements are performed at an urban site where traffic and wood burning are the dominant carbonaceous sources of emission.

Keywords: absorption, size distribution, source apportionment, wood burning, traffic aerosol

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27181 Electrical and Magnetic Properties of Neodymium and Erbium Doped Bismuth Ferrite Multifunctional Materials for Spintronic Devices

Authors: Ravinder Dachepalli, Naveena Gadwala, K. Vani

Abstract:

Nd and Er substituted bismuth nano crystalline multifunctional materials were prepared by citrate gel autocombution technique. The structural characterization was carried out by XRD and SEM. Electrical properties such are electrical conductivity and dielectric properties have been measured. Plots of electrical conductivity versus temperature increases with increasing temperature and shown a transition near Curie temperature. Dielectric properties such are dielectric constant and dielectric loss tangent have been measured from 20Hz to 2 MHz at room temperature. Plots of dielectric constant versus frequency show a normal dielectric behaviour of multifunctional materials. Temperature dependence of magnetic properties of Bi-Nd and Bi-Er multi-functional materials were carried out by using Vibrating sample magnetometer (VSM). The magnetization as a function of an applied field ±100 Oe was carried out at 3K and 360 K. Zero field Cooled (ZFC) and Field Cooled (FC) magnetization measurements under an applied field of 100Oe a in the temperature range of 5-375K. The observed results can be explained for spintronic devices.

Keywords: Bi-Nd and Bi-Er Multifunctional Materia, Citrate Gel Auto combustion Technique, FC-ZFC magnetization, Dielectric constant

Procedia PDF Downloads 387
27180 Direct Design of Steel Bridge Using Nonlinear Inelastic Analysis

Authors: Boo-Sung Koh, Seung-Eock Kim

Abstract:

In this paper, a direct design using a nonlinear inelastic analysis is suggested. Also, this paper compares the load carrying capacity obtained by a nonlinear inelastic analysis with experiment results to verify the accuracy of the results. The allowable stress design results of a railroad through a plate girder bridge and the safety factor of the nonlinear inelastic analysis were compared to examine the safety performance. As a result, the load safety factor for the nonlinear inelastic analysis was twice as high as the required safety factor under the allowable stress design standard specified in the civil engineering structure design standards for urban magnetic levitation railways, which further verified the advantages of the proposed direct design method.

Keywords: direct design, nonlinear inelastic analysis, residual stress, initial geometric imperfection

Procedia PDF Downloads 517
27179 Introducing, Testing, and Evaluating a Unified JavaScript Framework for Professional Online Studies

Authors: Caspar Goeke, Holger Finger, Dorena Diekamp, Peter König

Abstract:

Online-based research has recently gained increasing attention from various fields of research in the cognitive sciences. Technological advances in the form of online crowdsourcing (Amazon Mechanical Turk), open data repositories (Open Science Framework), and online analysis (Ipython notebook) offer rich possibilities to improve, validate, and speed up research. However, until today there is no cross-platform integration of these subsystems. Furthermore, implementation of online studies still suffers from the complex implementation (server infrastructure, database programming, security considerations etc.). Here we propose and test a new JavaScript framework that enables researchers to conduct any kind of behavioral research in the browser without the need to program a single line of code. In particular our framework offers the possibility to manipulate and combine the experimental stimuli via a graphical editor, directly in the browser. Moreover, we included an action-event system that can be used to handle user interactions, interactively change stimuli properties or store participants’ responses. Besides traditional recordings such as reaction time, mouse and keyboard presses, the tool offers webcam based eye and face-tracking. On top of these features our framework also takes care about the participant recruitment, via crowdsourcing platforms such as Amazon Mechanical Turk. Furthermore, the build in functionality of google translate will ensure automatic text translations of the experimental content. Thereby, thousands of participants from different cultures and nationalities can be recruited literally within hours. Finally, the recorded data can be visualized and cleaned online, and then exported into the desired formats (csv, xls, sav, mat) for statistical analysis. Alternatively, the data can also be analyzed online within our framework using the integrated Ipython notebook. The framework was designed such that studies can be used interchangeably between researchers. This will support not only the idea of open data repositories but also constitutes the possibility to share and reuse the experimental designs and analyses such that the validity of the paradigms will be improved. Particularly, sharing and integrating the experimental designs and analysis will lead to an increased consistency of experimental paradigms. To demonstrate the functionality of the framework we present the results of a pilot study in the field of spatial navigation that was conducted using the framework. Specifically, we recruited over 2000 subjects with various cultural backgrounds and consequently analyzed performance difference in dependence on the factors culture, gender and age. Overall, our results demonstrate a strong influence of cultural factors in spatial cognition. Such an influence has not yet been reported before and would not have been possible to show without the massive amount of data collected via our framework. In fact, these findings shed new lights on cultural differences in spatial navigation. As a consequence we conclude that our new framework constitutes a wide range of advantages for online research and a methodological innovation, by which new insights can be revealed on the basis of massive data collection.

Keywords: cultural differences, crowdsourcing, JavaScript framework, methodological innovation, online data collection, online study, spatial cognition

Procedia PDF Downloads 238
27178 Teachers' and Learners' Experiences of Learners' Writing in English First Additional Language

Authors: Jane-Francis A. Abongdia, Thandiswa Mpiti

Abstract:

There is an international concern to develop children’s literacy skills. In many parts of the world, the need to become fluent in a second language is essential for gaining meaningful access to education, the labour market and broader social functioning. In spite of these efforts, the problem still continues. The level of English language proficiency is far from satisfactory and these goals are unattainable by others. The issue is more complex in South Africa as learners are immersed in a second language (L2) curriculum. South Africa is a prime example of a country facing the dilemma of how to effectively equip a majority of its population with English as a second language or first additional language (FAL). Given the multilingual nature of South Africa with eleven official languages, and the position and power of English, the study investigates teachers’ and learners’ experiences on isiXhosa and Afrikaans background learners’ writing in English First Additional Language (EFAL). Moreover, possible causes of writing difficulties and teacher’s practices for writing are explored. The theoretical and conceptual framework for the study is provided by studies on constructivist theories and sociocultural theories. In exploring these issues, a qualitative approach through semi-structured interviews, classroom observations, and document analysis were adopted. This data is analysed by critical discourse analysis (CDA). The study identified a weak correlation between teachers’ beliefs and their actual teaching practices. Although the teachers believe that writing is as important as listening, speaking, reading, grammar and vocabulary, and that it needs regular practice, the data reveal that they fail to put their beliefs into practice. Moreover, the data revealed that learners were disturbed by their home language because when they do not know a word they would write either the isiXhosa or the Afrikaans equivalent. Code-switching seems to have instilled a sense of “dependence on translations” where some learners would not even try to answer English questions but would wait for the teacher to translate the questions into isiXhosa or Afrikaans before they could attempt to give answers. The findings of the study show a marked improvement in the writing performance of learners who used the process approach in writing. These findings demonstrate the need for assisting teachers to shift away from focusing only on learners’ performance (testing and grading) towards a stronger emphasis on the process of writing. The study concludes that the process approach to writing could enable teachers to focus on the various parts of the writing process which can give more freedom to learners to experiment their language proficiency. It would require that teachers develop a deeper understanding of the process/genre approaches to teaching writing advocated by CAPS. All in all, the study shows that both learners and teachers face numerous challenges relating to writing. This means that more work still needs to be done in this area. The present study argues that teachers teaching EFAL learners should approach writing as a critical and core aspect of learners’ education. Learners should be exposed to intensive writing activities throughout their school years.

Keywords: constructivism, English second language, language of learning and teaching, writing

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27177 Dynamic Correlations and Portfolio Optimization between Islamic and Conventional Equity Indexes: A Vine Copula-Based Approach

Authors: Imen Dhaou

Abstract:

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 241
27176 School-Related Variables and Adolescents Substance Use

Authors: Nicolas Meylan, Eric Tardif

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Many studies have highlighted the links between substance use and school difficulties. However, most of these studies address only the consumption in terms of frequency without considering the different types of behavior (use, abuse, dependence). Moreover, little is known about the associations between substance use and variables such as school engagement and school burnout recently described as a positive state of mind and an exhaustion syndrome related to school, respectively. Through this study, we wish to describe and compare school-related variables in adolescents with different type of substance use. Our study focuses on 402 Swiss adolescents, aged between 14 and 19 years old. They responded collectively and anonymously to a set of scales assessing substance use and several school variables (social support, stress, burnout, engagement and school climate). First, results on frequency and severity of substance use are relatively close to those observed in other studies. Second, it also appears that certain dimensions of stress, burnout, engagement and school climate are associated with the frequency of alcohol and cannabis consumption. Finally, adolescents’ substance abusers show particularly high scores of burnout, cynicism and stress related to workload, which can be understand as self-medication behavior. Additional analyzes are underway to clarify these associations. Results are discussed in terms of implications for research and clinical practice in academic burnout.

Keywords: school burnout, school engagement, adolescence, substance use, self-medication

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27175 Multidimensional Item Response Theory Models for Practical Application in Large Tests Designed to Measure Multiple Constructs

Authors: Maria Fernanda Ordoñez Martinez, Alvaro Mauricio Montenegro

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This work presents a statistical methodology for measuring and founding constructs in Latent Semantic Analysis. This approach uses the qualities of Factor Analysis in binary data with interpretations present on Item Response Theory. More precisely, we propose initially reducing dimensionality with specific use of Principal Component Analysis for the linguistic data and then, producing axes of groups made from a clustering analysis of the semantic data. This approach allows the user to give meaning to previous clusters and found the real latent structure presented by data. The methodology is applied in a set of real semantic data presenting impressive results for the coherence, speed and precision.

Keywords: semantic analysis, factorial analysis, dimension reduction, penalized logistic regression

Procedia PDF Downloads 423
27174 A Mixture Vine Copula Structures Model for Dependence Wind Speed among Wind Farms and Its Application in Reactive Power Optimization

Authors: Yibin Qiu, Yubo Ouyang, Shihan Li, Guorui Zhang, Qi Li, Weirong Chen

Abstract:

This paper aims at exploring the impacts of high dimensional dependencies of wind speed among wind farms on probabilistic optimal power flow. To obtain the reactive power optimization faster and more accurately, a mixture vine Copula structure model combining the K-means clustering, C vine copula and D vine copula is proposed in this paper, through which a more accurate correlation model can be obtained. Moreover, a Modified Backtracking Search Algorithm (MBSA), the three-point estimate method is applied to probabilistic optimal power flow. The validity of the mixture vine copula structure model and the MBSA are respectively tested in IEEE30 node system with measured data of 3 adjacent wind farms in a certain area, and the results indicate effectiveness of these methods.

Keywords: mixture vine copula structure model, three-point estimate method, the probability integral transform, modified backtracking search algorithm, reactive power optimization

Procedia PDF Downloads 239
27173 Increasing Participation of KUD (Rural Unit Cooperative) Through 'Kemal Propuri' System to Independence Farmers

Authors: Ikrima Zaleda Zia, Devi Fitri Kumalasari, Rosita Khusna, Farah Hidayati, Ilham Fajrul Haq, Amin Yusuf Efendi

Abstract:

Fertilizer is one of the production factors that are important to agriculture. Fertilizers contribution to the agricultural sector improvement is quite high. Fertilizers scarcity on the society are giving effect to agricultural sector, that is decreasing farmers production. Through a system called Kemal Propuri, society will be taught how to be independent, especially in terms of supplying the fertilizer and how to earn extra income besides of relying on the agriculture production. This research aims to determine implementation measures of Kemal Propuri in realizing farmers independence. This research was designed to use descriptive research with a qualitative approach. In this case, writers are trying to make an illustration of the increasing role of KUD (rural unit cooperative) through Kemal Propuri system (Independence System Through Individual Fertilizer Production) towards farmer independence. It can be concluded that Kemal Propuri system can contribute in order to achieve farmers independence. Independence fertilizer production will overcome farmers dependence of the subsidized fertilizer from the government.

Keywords: Kemal Propuri, KUD (Rural Unit Cooperative), independence farmers, fertilizer production

Procedia PDF Downloads 362
27172 Output Voltage Analysis of CMOS Colpitts Oscillator with Short Channel Device

Authors: Maryam Ebrahimpour, Amir Ebrahimi

Abstract:

This paper presents the steady-state amplitude analysis of MOS Colpitts oscillator with short channel device. The proposed method is based on a large signal analysis and the nonlinear differential equations that govern the oscillator circuit behaviour. Also, the short channel effects are considered in the proposed analysis and analytical equations for finding the steady-state oscillation amplitude are derived. The output voltage calculated from this analysis is in excellent agreement with simulations for a wide range of circuit parameters.

Keywords: colpitts oscillator, CMOS, electronics, circuits

Procedia PDF Downloads 332
27171 Analyses of Natural Convection Heat Transfer from a Heated Cylinder Mounted in Vertical Duct

Authors: H. Bhowmik, A. Faisal, Ahmed Al Yaarubi, Nabil Al Alawi

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Experiments are conducted to analyze the steady-state and the power-on transient natural convection heat transfer from a horizontal cylinder mounted in a vertical up flow circular duct. The heat flux ranges from 177 W/m2 to 2426 W/m2 and the Rayleigh number ranges from 1×104 to 4.35×104. For natural air flow and constant heat flux condition, the effects of heat transfer around the cylinder under steady-state condition are investigated. The steady-state results compare favorably with that of the available data. The effects of transient heat transfer data on different angular position of the thermocouple (0o, 90o, 180o) are also reported. It is observed that the transient heat transfer around the cylinder is strongly affected by the position of thermocouples. In the transient region, the rate of heat transfer obtained at 90o and 180o are higher than that of stagnation point (0o). Finally, the dependence of the average Nusselt number on Rayleigh number for steady and transient natural convection heat transfer are analyzed, and a correlation equation is presented.

Keywords: Fourier number, Nusselt number, Rayleigh number, steady state, transient

Procedia PDF Downloads 336
27170 Model Solutions for Performance-Based Seismic Analysis of an Anchored Sheet Pile Quay Wall

Authors: C. J. W. Habets, D. J. Peters, J. G. de Gijt, A. V. Metrikine, S. N. Jonkman

Abstract:

Conventional seismic designs of quay walls in ports are mostly based on pseudo-static analysis. A more advanced alternative is the Performance-Based Design (PBD) method, which evaluates permanent deformations and amounts of (repairable) damage under seismic loading. The aim of this study is to investigate the suitability of this method for anchored sheet pile quay walls that were not purposely designed for seismic loads. A research methodology is developed in which pseudo-static, permanent-displacement and finite element analysis are employed, calibrated with an experimental reference case that considers a typical anchored sheet pile wall. A reduction factor that accounts for deformation behaviour is determined for pseudo-static analysis. A model to apply traditional permanent displacement analysis on anchored sheet pile walls is proposed. Dynamic analysis is successfully carried out. From the research it is concluded that PBD evaluation can effectively be used for seismic analysis and design of this type of structure.

Keywords: anchored sheet pile quay wall, simplified dynamic analysis, performance-based design, pseudo-static analysis

Procedia PDF Downloads 365
27169 Fault Study and Reliability Analysis of Rotative Machine

Authors: Guang Yang, Zhiwei Bai, Bo Sun

Abstract:

This paper analyzes the influence of failure mode and harmfulness of rotative machine according to FMECA (Failure Mode, Effects, and Criticality Analysis) method, and finds out the weak links that affect the reliability of this equipment. Also in this paper, fault tree analysis software is used for quantitative and qualitative analysis, pointing out the main factors of failure of this equipment. Based on the experimental results, this paper puts forward corresponding measures for prevention and improvement, and fundamentally improves the inherent reliability of this rotative machine, providing the basis for the formulation of technical conditions for the safe operation of industrial applications.

Keywords: rotative machine, reliability test, fault tree analysis, FMECA

Procedia PDF Downloads 140
27168 Load Flow Analysis of 5-IEEE Bus Test System Using Matlab

Authors: H. Abaal, R. Skouri

Abstract:

A power flow analysis is a steady-state study of power grid. The goal of power flow analysis is to determine the voltages, currents, and real and reactive power flows in a system under a given load conditions. In this paper, the load flow analysis program by Newton Raphson polar coordinates Method is developed. The effectiveness of the developed program is evaluated through a simple 5-IEEE test system bus by simulations using MATLAB.

Keywords: power flow analysis, Newton Raphson polar coordinates method

Procedia PDF Downloads 589
27167 DNA Nano Wires: A Charge Transfer Approach

Authors: S. Behnia, S. Fathizadeh, A. Akhshani

Abstract:

In the recent decades, DNA has increasingly interested in the potential technological applications that not directly related to the coding for functional proteins that is the expressed in form of genetic information. One of the most interesting applications of DNA is related to the construction of nanostructures of high complexity, design of functional nanostructures in nanoelectronical devices, nanosensors and nanocercuits. In this field, DNA is of fundamental interest to the development of DNA-based molecular technologies, as it possesses ideal structural and molecular recognition properties for use in self-assembling nanodevices with a definite molecular architecture. Also, the robust, one-dimensional flexible structure of DNA can be used to design electronic devices, serving as a wire, transistor switch, or rectifier depending on its electronic properties. In order to understand the mechanism of the charge transport along DNA sequences, numerous studies have been carried out. In this regard, conductivity properties of DNA molecule could be investigated in a simple, but chemically specific approach that is intimately related to the Su-Schrieffer-Heeger (SSH) model. In SSH model, the non-diagonal matrix element dependence on intersite displacements is considered. In this approach, the coupling between the charge and lattice deformation is along the helix. This model is a tight-binding linear nanoscale chain established to describe conductivity phenomena in doped polyethylene. It is based on the assumption of a classical harmonic interaction between sites, which is linearly coupled to a tight-binding Hamiltonian. In this work, the Hamiltonian and corresponding motion equations are nonlinear and have high sensitivity to initial conditions. Then, we have tried to move toward the nonlinear dynamics and phase space analysis. Nonlinear dynamics and chaos theory, regardless of any approximation, could open new horizons to understand the conductivity mechanism in DNA. For a detailed study, we have tried to study the current flowing in DNA and investigated the characteristic I-V diagram. As a result, It is shown that there are the (quasi-) ohmic areas in I-V diagram. On the other hand, the regions with a negative differential resistance (NDR) are detectable in diagram.

Keywords: DNA conductivity, Landauer resistance, negative di erential resistance, Chaos theory, mean Lyapunov exponent

Procedia PDF Downloads 405
27166 Condition Based Assessment of Power Transformer with Modern Techniques

Authors: Piush Verma, Y. R. Sood

Abstract:

This paper provides the information on the diagnostics techniques for condition monitoring of power transformer (PT). This paper deals with the practical importance of the transformer diagnostic in the Electrical Engineering field. The life of the transformer depends upon its insulation i.e paper and oil. The major testing techniques applies on transformer oil and paper i.e dissolved gas analysis, furfural analysis, radio interface, acoustic emission, infra-red emission, frequency response analysis, power factor, polarization spectrum, magnetizing currents, turn and winding ratio. A review has been made on the modern development of this practical technology.

Keywords: temperature, condition monitoring, diagnostics methods, paper analysis techniques, oil analysis techniques

Procedia PDF Downloads 418
27165 Modeling of Coupled Mechanical State and Diffusion in Composites with Impermeable Fibers

Authors: D. Gueribiz, F. Jacquemin, S. Fréour

Abstract:

During their service life, composite materials are submitted to humid environments. The moisture absorbed by their matrix polymer induced internal stresses which can lead to multi-scale damage and may reduce the lifetime of composite structures. The estimation of internal stresses is based at a first on realistic evaluation of the diffusive behavior of composite materials. Generally, the modeling and simulation of the diffusive behavior of composite materials are extensively investigated through decoupled models based on the assumption of Fickien behavior. For these approaches, the concentration and the deformation (or stresses), the two state variables of the problem considered are governed by independent equations which are solved separately. In this study, a model coupling diffusive behavior with stresses state for a polymer matrix composite reinforced with impermeable fibers is proposed, the investigation of diffusive behavior is based on a more general thermodynamic approach which introduces a dependence of diffusive behavior on internal stresses state. The coupled diffusive behavior modeling was established in first for homogeneous and isotropic matrix and it is, thereafter, extended to impermeable unidirectional composites.

Keywords: composites materials, moisture diffusion, effective moisture diffusivity, coupled moisture diffusion

Procedia PDF Downloads 287
27164 Development of a Coupled Thermal-Mechanical-Biological Model to Simulate Impacts of Temperature on Waste Stabilization at a Landfill in Quebec, Canada

Authors: Simran Kaur, Paul J. Van Geel

Abstract:

A coupled Thermal-Mechanical-Biological (TMB) model was developed for the analysis of impacts of temperatures on waste stabilization at a Municipal Solid Waste (MSW) landfill in Quebec, Canada using COMSOL Multiphysics, a finite element-based software. For waste placed in landfills in Northern climates during winter months, it can take months or even years before the waste approaches ideal temperatures for biodegradation to occur. Therefore, the proposed model links biodegradation induced strain in MSW to waste temperatures and corresponding heat generation rates as a result of anaerobic degradation. This provides a link between the thermal-biological and mechanical behavior of MSW. The thermal properties of MSW are further linked to density which is tracked and updated in the mechanical component of the model, providing a mechanical-thermal link. The settlement of MSW is modelled based on the concept of viscoelasticity. The specific viscoelastic model used is a single Kelvin – Voight viscoelastic body in which the finite element response is controlled by the elastic material parameters – Young’s Modulus and Poisson’s ratio. The numerical model was validated with 10 years of temperature and settlement data collected from a landfill in Ste. Sophie, Quebec. The coupled TMB modelling framework, which simulates placement of waste lifts as they are placed progressively in the landfill, allows for optimization of several thermal and mechanical parameters throughout the depth of the waste profile and helps in better understanding of temperature dependence of MSW stabilization. The model is able to illustrate how waste placed in the winter months can delay biodegradation-induced settlement and generation of landfill gas. A delay in waste stabilization will impact the utilization of the approved airspace prior to the placement of a final cover and impact post-closure maintenance. The model provides a valuable tool to assess different waste placement strategies in order to increase airspace utilization within landfills operating under different climates, in addition to understanding conditions for increased gas generation for recovery as a green and renewable energy source.

Keywords: coupled model, finite element modeling, landfill, municipal solid waste, waste stabilization

Procedia PDF Downloads 114