Search results for: main stage of discharge
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 13585

Search results for: main stage of discharge

13105 Short Term Distribution Load Forecasting Using Wavelet Transform and Artificial Neural Networks

Authors: S. Neelima, P. S. Subramanyam

Abstract:

The major tool for distribution planning is load forecasting, which is the anticipation of the load in advance. Artificial neural networks have found wide applications in load forecasting to obtain an efficient strategy for planning and management. In this paper, the application of neural networks to study the design of short term load forecasting (STLF) Systems was explored. Our work presents a pragmatic methodology for short term load forecasting (STLF) using proposed two-stage model of wavelet transform (WT) and artificial neural network (ANN). It is a two-stage prediction system which involves wavelet decomposition of input data at the first stage and the decomposed data with another input is trained using a separate neural network to forecast the load. The forecasted load is obtained by reconstruction of the decomposed data. The hybrid model has been trained and validated using load data from Telangana State Electricity Board.

Keywords: electrical distribution systems, wavelet transform (WT), short term load forecasting (STLF), artificial neural network (ANN)

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13104 Energy Efficiency Line Guides for School Buildings in Florence in a Postgraduate Master Course

Authors: Lucia Ceccherini Nelli, Alessandra Donato

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The ABITA Master course of the University of Florence offered by the Department of Architecture covers nearly all the energy-relevant issues that can arise in public and private companies and sectors. The main purpose of the Master course, active since 2003, is to analyse the energy consumption of building technologies, components, and structures at the conceptual design stage, so it could be very helpful, for designers, when making decisions related to the selection of the most suitable design alternatives and for the materials choice that will be used in an energy-efficient building. The training course provides a solid basis for increasing the knowledge and skills of energy managers and is developed with an emphasis on practical experiences related to the knowledge through case studies, measurements, and verification of energy-efficient solutions in buildings, in the industry and in the cities. The main objectives are: i)To raise the professional standards of those engaged in energy auditing, ii) To improve the practice of energy auditors by encouraging energy auditing professionals in a continuing education program of professional development, iii) Implement in the use of instrumentations for the typical measurements, iv) To propose an integrated methodology that links energy analysis tools with green building certification systems. This methodology will be applied at the early design stage of a project’s life. The final output of the practical training is to achieve an elevated professionalism in the study of environmental design and Energy management in buildings. The results are the redaction of line guides instruction for the energy refurbishment of Public schools in Florence. The school heritage of the Municipality of Florence requires interventions for the control of energy performance, as old construction buildings are often made without taking into account the necessary envelope performance. For this reason, every year, the Master's course aims to study groups of public schools to enable the Municipality to carry out energy redevelopment interventions on the existing building heritage. The future challenges of the education and training program are related to follow-up activities, the development of interactive tools and the curriculum's customization to meet the constantly growing needs of energy experts from industry.

Keywords: expert in energy, energy auditing, public buildings, thermal analysis

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13103 Development of an Indigenous Motorized Planter for the Sustainable Production of Grain Crops in Nigeria

Authors: Babatunde Oluwamayokun Soyoye

Abstract:

This technology, whose development revolves round culture, tradition, and prevailing needs of the people, is seen as a solution in promoting development in poor rural communities in many parts of Nigeria. The research was based on one of the food security agenda of the Federal Government of Nigeria by developing a motorized multi-grain crop planter suitable for planting operations in tropical soils. The ergonomic design is tailored towards the ease of planting operations for would-be users, improve crop yields and profitability by minimizing the cost of production. Some properties of the grain crops were determined and were used to develop and assemble the locally-made motorized planter. These properties were used in establishing the design criteria of various components of the planter. The geometric mean diameter of the maize, cowpea, groundnut, and soybean were 8.26 mm, 8.72 mm, 9.51 mm and 6.52 mm respectively, with respective groove depths of 8 mm, 7 mm, 9 mm and 6 mm. The results obtained from the evaluation of the planter confirmed that the planter has a uniform discharge and application rates. The field capacity of the planter was determined to be 0.187 ha/h. Also, the average performance efficiency of the planter was 95.5%, with the average discharge and application rates of 7.86 kg/h and 42.1 kg/ha, respectively. The motorized multi-grain planter can be used in increasing food production, reduce time, cost of production, and can become a major tool to fast-track the food security agenda of the government of Nigeria.

Keywords: design and fabrication, food security, grain crop, motorized planter

Procedia PDF Downloads 117
13102 Occupational Health Services (OHS) in Hong Kong Hospitals and the Experience of Nurses: A Mixed Methods Study

Authors: Wong Yat Cheung Maggie

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Occupational Safety and Health Ordinance (OS&HO) (Chap 509) was enacted in 1997, OHS in HK should be growing and maturing, with a holistic approach to occupational health and safety in the workplace including physical, mental, social and spiritual well-being. The question is “How effective are OHSPs in meeting the current needs of HK health workers?” This study was designed to explore the issue for the first time, to empirically analyse the views of those who work in the system. The study employed a mixed method approach to collect various data from Occupational Health Service Providers (OHSPs), Occupational Health Service Consumers (OHSC): Registered nurses working in the hospital setting. This study was designed in two phases and two stages. Phase I Stage I was a paper survey to collect the data on OHSP. Then Phase I Stage II was a follow-up interview. Phase II Stage I was a paper survey to collect the data on OHSC. Then Phase II Stage II was a follow-up focus group study on OHSC for further clarification of the Phase II and Stage I result. The Phase I result reflects HK OHSPs point of view and their experience in the existing OHS practice in the local hospitals. It reflects various styles of reporting systems, staff profiles background and resource in providing OHS in HK hospitals. However, the basic OHS concern is similar between hospitals. In general, the OHS policies and procedures are available on site even though they may have different foci. The Phase II result is reflecting the HKs OHSCs echoes the OHSP feedback at providing of OHS, OHS concern and related policies and procedure are available on site. However, the most significant feedback from the OHSC at Phase II Stage II shows, nurses experienced various OHS concern most commonly work stress, workplace harassment and back strain without formal or official report to the related parties. The lack of reporting was due to the management handling attitude, stakeholders’ compliance and term of definition still have room to be improved even the related policies and procedures are available on site.

Keywords: occupational health service, registered nurse, Hong Kong hospital, mixed method

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13101 Deep Learning Approach for Chronic Kidney Disease Complications

Authors: Mario Isaza-Ruget, Claudia C. Colmenares-Mejia, Nancy Yomayusa, Camilo A. González, Andres Cely, Jossie Murcia

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Quantification of risks associated with complications development from chronic kidney disease (CKD) through accurate survival models can help with patient management. A retrospective cohort that included patients diagnosed with CKD from a primary care program and followed up between 2013 and 2018 was carried out. Time-dependent and static covariates associated with demographic, clinical, and laboratory factors were included. Deep Learning (DL) survival analyzes were developed for three CKD outcomes: CKD stage progression, >25% decrease in Estimated Glomerular Filtration Rate (eGFR), and Renal Replacement Therapy (RRT). Models were evaluated and compared with Random Survival Forest (RSF) based on concordance index (C-index) metric. 2.143 patients were included. Two models were developed for each outcome, Deep Neural Network (DNN) model reported C-index=0.9867 for CKD stage progression; C-index=0.9905 for reduction in eGFR; C-index=0.9867 for RRT. Regarding the RSF model, C-index=0.6650 was reached for CKD stage progression; decreased eGFR C-index=0.6759; RRT C-index=0.8926. DNN models applied in survival analysis context with considerations of longitudinal covariates at the start of follow-up can predict renal stage progression, a significant decrease in eGFR and RRT. The success of these survival models lies in the appropriate definition of survival times and the analysis of covariates, especially those that vary over time.

Keywords: artificial intelligence, chronic kidney disease, deep neural networks, survival analysis

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13100 A Case Study on Utility of 18FDG-PET/CT Scan in Identifying Active Extra Lymph Nodes and Staging of Breast Cancer

Authors: Farid Risheq, M. Zaid Alrisheq, Shuaa Al-Sadoon, Karim Al-Faqih, Mays Abdulazeez

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Breast cancer is the most frequently diagnosed cancer worldwide, and a common cause of death among women. Various conventional anatomical imaging tools are utilized for diagnosis, histological assessment and TNM (Tumor, Node, Metastases) staging of breast cancer. Biopsy of sentinel lymph node is becoming an alternative to the axillary lymph node dissection. Advances in 18-Fluoro-Deoxi-Glucose Positron Emission Tomography/Computed Tomography (18FDG-PET/CT) imaging have facilitated breast cancer diagnosis utilizing biological trapping of 18FDG inside lesion cells, expressed as Standardized Uptake Value (SUVmax). Objective: To present the utility of 18FDG uptake PET/CT scans in detecting active extra lymph nodes and distant occult metastases for breast cancer staging. Subjects and Methods: Four female patients were presented with initially classified TNM stages of breast cancer based on conventional anatomical diagnostic techniques. 18FDG-PET/CT scans were performed one hour post 18FDG intra-venous injection of (300-370) MBq, and (7-8) bed/130sec. Transverse, sagittal, and coronal views; fused PET/CT and MIP modality were reconstructed for each patient. Results: A total of twenty four lesions in breast, extended lesions to lung, liver, bone and active extra lymph nodes were detected among patients. The initial TNM stage was significantly changed post 18FDG-PET/CT scan for each patient, as follows: Patient-1: Initial TNM-stage: T1N1M0-(stage I). Finding: Two lesions in right breast (3.2cm2, SUVmax=10.2), (1.8cm2, SUVmax=6.7), associated with metastases to two right axillary lymph nodes. Final TNM-stage: T1N2M0-(stage II). Patient-2: Initial TNM-stage: T2N2M0-(stage III). Finding: Right breast lesion (6.1cm2, SUVmax=15.2), associated with metastases to right internal mammary lymph node, two right axillary lymph nodes, and sclerotic lesions in right scapula. Final TNM-stage: T2N3M1-(stage IV). Patient-3: Initial TNM-stage: T2N0M1-(stage III). Finding: Left breast lesion (11.1cm2, SUVmax=18.8), associated with metastases to two lymph nodes in left hilum, and three lesions in both lungs. Final TNM-stage: T2N2M1-(stage IV). Patient-4: Initial TNM-stage: T4N1M1-(stage III). Finding: Four lesions in upper outer quadrant area of right breast (largest: 12.7cm2, SUVmax=18.6), in addition to one lesion in left breast (4.8cm2, SUVmax=7.1), associated with metastases to multiple lesions in liver (largest: 11.4cm2, SUV=8.0), and two bony-lytic lesions in left scapula and cervicle-1. No evidence of regional or distant lymph node involvement. Final TNM-stage: T4N0M2-(stage IV). Conclusions: Our results demonstrated that 18FDG-PET/CT scans had significantly changed the TNM stages of breast cancer patients. While the T factor was unchanged, N and M factors showed significant variations. A single session of PET/CT scan was effective in detecting active extra lymph nodes and distant occult metastases, which were not identified by conventional diagnostic techniques, and might advantageously replace bone scan, and contrast enhanced CT of chest, abdomen and pelvis. Applying 18FDG-PET/CT scan early in the investigation, might shorten diagnosis time, helps deciding adequate treatment protocol, and could improve patients’ quality of life and survival. Trapping of 18FDG in malignant lesion cells, after a PET/CT scan, increases the retention index (RI%) for a considerable time, which might help localize sentinel lymph node for biopsy using a hand held gamma probe detector. Future work is required to demonstrate its utility.

Keywords: axillary lymph nodes, breast cancer staging, fluorodeoxyglucose positron emission tomography/computed tomography, lymph nodes

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13099 LanE-change Path Planning of Autonomous Driving Using Model-Based Optimization, Deep Reinforcement Learning and 5G Vehicle-to-Vehicle Communications

Authors: William Li

Abstract:

Lane-change path planning is a crucial and yet complex task in autonomous driving. The traditional path planning approach based on a system of carefully-crafted rules to cover various driving scenarios becomes unwieldy as more and more rules are added to deal with exceptions and corner cases. This paper proposes to divide the entire path planning to two stages. In the first stage the ego vehicle travels longitudinally in the source lane to reach a safe state. In the second stage the ego vehicle makes lateral lane-change maneuver to the target lane. The paper derives the safe state conditions based on lateral lane-change maneuver calculation to ensure collision free in the second stage. To determine the acceleration sequence that minimizes the time to reach a safe state in the first stage, the paper proposes three schemes, namely, kinetic model based optimization, deep reinforcement learning, and 5G vehicle-to-vehicle (V2V) communications. The paper investigates these schemes via simulation. The model-based optimization is sensitive to the model assumptions. The deep reinforcement learning is more flexible in handling scenarios beyond the model assumed by the optimization. The 5G V2V eliminates uncertainty in predicting future behaviors of surrounding vehicles by sharing driving intents and enabling cooperative driving.

Keywords: lane change, path planning, autonomous driving, deep reinforcement learning, 5G, V2V communications, connected vehicles

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13098 Correlation Between Hydrogen Charging and Charpy Impact of 4340 Steel

Authors: J. Alcisto, M. Papakyriakou, J. Guerra, A. Dominguez, M. Miller, J. Foyos, E. Jones, N. Ula, M. Hahn, L. Zeng, Y. Li, O. S. Es-Said

Abstract:

Current methods of testing for hydrogen charging are slow and time consuming. The objective of this paper was to determine if hydrogen charging can be detected quantitatively through the use of Charpy Impact (CI) testing. CI is a much faster and simpler process than current methods for detecting hydrogen charging. Steel plates were Electro Discharge Machined (EDM) into ninety-six 4340 steel CI samples and forty-eight tensile bars. All the samples were heat treated at 900°C to austentite and then rapidly quenched in water to form martensite. The samples were tempered at eight different target strengths/target temperatures (145, 160, 170, 180, 190, 205, 220, to 250KSI, thousands of pounds per square inch)/(1100, 1013, 956, 898, 840, 754, 667, 494 degrees Celsius). After a tedious process of grinding and machining v-notches to the Charpy samples, they were divided into four groups. One group was kept as received baseline for comparison while the other three groups were sent to Alcoa (Fasteners) Inc. in Torrance to be cadmium coated. The three groups were coated with three thicknesses (2, 3 and 5 mils). That means that the samples were charged with ascending hydrogen levels. The samples were CI tested and tensile tested, and the data was tabulated and compared to the baseline group of uncharged samples of the same material. The results of this study were successful and indicated that CI testing was able to quantitatively detect hydrogen charging.

Keywords: Charpy impact toughness, hydrogen charging, 4340 steel, Electro Discharge Machined (EDM)

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13097 Effect of Multi-Stage Fractured Patterns on Production Improvement of Horizontal Wells

Authors: Armin Shirbazo, Mohammad Vahab, Hamed Lamei Ramandi, Jalal Fahimpour

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One of the most effective ways for increasing production in wells that are faced with problems such as pressure depletion and low rate is hydraulic fracturing. Hydraulic fracturing is creating a high permeable path through the reservoir and simulated area around the wellbore. This is very important for low permeability reservoirs, which their production is uneconomical. In this study, the influence of the fracturing pattern in multi-stage fractured horizontal wells is analyzed for a tight, heavy oil reservoir to explore the impact of fracturing patterns on improving oil recovery. The horizontal well has five transverse fractures with the same fracture length, width, height, and conductivity properties. The fracture patterns are divided into four distinct shapes: uniform shape, diamond shape, U shape, and W shape. The results show that different fracturing patterns produce various cumulative production after ten years, and the best pattern can be selected based on the most cumulative production. The result also illustrates that optimum design in fracturing can boost the production up to 3% through the permeability distribution around the wellbore and reservoir.

Keywords: multi-stage fracturing, horizontal well, fracture patterns, fracture length, number of stages

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13096 Treatment of Low-Grade Iron Ore Using Two Stage Wet High-Intensity Magnetic Separation Technique

Authors: Moses C. Siame, Kazutoshi Haga, Atsushi Shibayama

Abstract:

This study investigates the removal of silica, alumina and phosphorus as impurities from Sanje iron ore using wet high-intensity magnetic separation (WHIMS). Sanje iron ore contains low-grade hematite ore found in Nampundwe area of Zambia from which iron is to be used as the feed in the steelmaking process. The chemical composition analysis using X-ray Florence spectrometer showed that Sanje low-grade ore contains 48.90 mass% of hematite (Fe2O3) with 34.18 mass% as an iron grade. The ore also contains silica (SiO2) and alumina (Al2O3) of 31.10 mass% and 7.65 mass% respectively. The mineralogical analysis using X-ray diffraction spectrometer showed hematite and silica as the major mineral components of the ore while magnetite and alumina exist as minor mineral components. Mineral particle distribution analysis was done using scanning electron microscope with an X-ray energy dispersion spectrometry (SEM-EDS) and images showed that the average mineral size distribution of alumina-silicate gangue particles is in order of 100 μm and exists as iron-bearing interlocked particles. Magnetic separation was done using series L model 4 Magnetic Separator. The effect of various magnetic separation parameters such as magnetic flux density, particle size, and pulp density of the feed was studied during magnetic separation experiments. The ore with average particle size of 25 µm and pulp density of 2.5% was concentrated using pulp flow of 7 L/min. The results showed that 10 T was optimal magnetic flux density which enhanced the recovery of 93.08% of iron with 53.22 mass% grade. The gangue mineral particles containing 12 mass% silica and 3.94 mass% alumna remained in the concentrate, therefore the concentrate was further treated in the second stage WHIMS using the same parameters from the first stage. The second stage process recovered 83.41% of iron with 67.07 mass% grade. Silica was reduced to 2.14 mass% and alumina to 1.30 mass%. Accordingly, phosphorus was also reduced to 0.02 mass%. Therefore, the two stage magnetic separation process was established using these results.

Keywords: Sanje iron ore, magnetic separation, silica, alumina, recovery

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13095 Hospital Malnutrition and its Impact on 30-day Mortality in Hospitalized General Medicine Patients in a Tertiary Hospital in South India

Authors: Vineet Agrawal, Deepanjali S., Medha R., Subitha L.

Abstract:

Background. Hospital malnutrition is a highly prevalent issue and is known to increase the morbidity, mortality, length of hospital stay, and cost of care. In India, studies on hospital malnutrition have been restricted to ICU, post-surgical, and cancer patients. We designed this study to assess the impact of hospital malnutrition on 30-day post-discharge and in-hospital mortality in patients admitted in the general medicine department, irrespective of diagnosis. Methodology. All patients aged above 18 years admitted in the medicine wards, excluding medico-legal cases, were enrolled in the study. Nutritional assessment was done within 72 h of admission, using Subjective Global Assessment (SGA), which classifies patients into three categories: Severely malnourished, Mildly/moderately malnourished, and Normal/well-nourished. Anthropometric measurements like Body Mass Index (BMI), Triceps skin-fold thickness (TSF), and Mid-upper arm circumference (MUAC) were also performed. Patients were followed-up during hospital stay and 30 days after discharge through telephonic interview, and their final diagnosis, comorbidities, and cause of death were noted. Multivariate logistic regression and cox regression model were used to determine if the nutritional status at admission independently impacted mortality at one month. Results. The prevalence of malnourishment by SGA in our study was 67.3% among 395 hospitalized patients, of which 155 patients (39.2%) were moderately malnourished, and 111 (28.1%) were severely malnourished. Of 395 patients, 61 patients (15.4%) expired, of which 30 died in the hospital, and 31 died within 1 month of discharge from hospital. On univariate analysis, malnourished patients had significantly higher morality (24.3% in 111 Cat C patients) than well-nourished patients (10.1% in 129 Cat A patients), with OR 9.17, p-value 0.007. On multivariate logistic regression, age and higher Charlson Comorbidity Index (CCI) were independently associated with mortality. Higher CCI indicates higher burden of comorbidities on admission, and the CCI in the expired patient group (mean=4.38) was significantly higher than that of the alive cohort (mean=2.85). Though malnutrition significantly contributed to higher mortality on univariate analysis, it was not an independent predictor of outcome on multivariate logistic regression. Length of hospitalisation was also longer in the malnourished group (mean= 9.4 d) compared to the well-nourished group (mean= 8.03 d) with a trend towards significance (p=0.061). None of the anthropometric measurements like BMI, MUAC, or TSF showed any association with mortality or length of hospitalisation. Inference. The results of our study highlight the issue of hospital malnutrition in medicine wards and reiterate that malnutrition contributes significantly to patient outcomes. We found that SGA performs better than anthropometric measurements in assessing under-nutrition. We are of the opinion that the heterogeneity of the study population by diagnosis was probably the primary reason why malnutrition by SGA was not found to be an independent risk factor for mortality. Strategies to identify high-risk patients at admission and treat malnutrition in the hospital and post-discharge are needed.

Keywords: hospitalization outcome, length of hospital stay, mortality, malnutrition, subjective global assessment (SGA)

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13094 Metamorphic Approach in Architecture Studio to Re-Imagine Drawings in Acknowledgement of Architectural/Artistic Identity

Authors: Hassan Wajid, Syed T. Ahmed, Syed G. Haider Jr., Razia Latif, Ahsan Ali, Maira Anam

Abstract:

The phenomenon of Metamorphosis can be associated with any object, organism, or structure gradually and progressively going through the change of systemic or morphological form. This phenomenon can be integrated while teaching drawing to architecture students. In architectural drawings, metamorphosis’s main focus and purpose are not to completely imitate any object. In the process of drawing, the changes in systemic or morphological form happen until the complete process, and the visuals of the complete process change the drawing, opening up possibilities for the imagination of the perceivers. Metamorphosis in architectural drawings begins with an initial form and, through various noticeable stages, ends up final form or manifestation. How much of the initial form is manifested in the final form and progressively among various intermediate stages becomes an indication of the nature of metamorphosis as a phenomenon. It is important at this stage to clarify that the term metamorphosis is presently being coopted from its original domain, usually in life sciences. In this current exercise, the architectural drawings are to act as an operative analog process transforming one image of art and/or architecture in its broadest sense. That composition is claimed to have come from one source (individual work, a cultural artifact, civilizational remain). It dialectically meets, opposes, or confronts some carefully chosen alien opposites from a different domain. As an example, the layers of a detailed drawing of a Turkish prayer rug of 5 x 7 ratio over a detailed architectural plan of a religious, historical complex can be observed such that the two drawings, though at markedly different scales could dialectically converse with one another and through their mutual congruencies. In the final stage, the idea concludes contradictions across the scales to initiate the analogous roles of metamorphosed third reality, which suggests the previous un-acknowledged architectural or artistic identity. The proposed paper explores the trajectory of reproduction by analyzing drawings through detailed drawing stages and analyzes challenges as well as opportunities in the discovered realm of imagination. This description further aims at identifying factors influencing creativity and innovation in producing architectural drawings through the process of observing drawings from inception to the concluding stage.

Keywords: architectural drawings, metamorphosis, perceptions, discovery

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13093 Two-Stage Estimation of Tropical Cyclone Intensity Based on Fusion of Coarse and Fine-Grained Features from Satellite Microwave Data

Authors: Huinan Zhang, Wenjie Jiang

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Accurate estimation of tropical cyclone intensity is of great importance for disaster prevention and mitigation. Existing techniques are largely based on satellite imagery data, and research and utilization of the inner thermal core structure characteristics of tropical cyclones still pose challenges. This paper presents a two-stage tropical cyclone intensity estimation network based on the fusion of coarse and fine-grained features from microwave brightness temperature data. The data used in this network are obtained from the thermal core structure of tropical cyclones through the Advanced Technology Microwave Sounder (ATMS) inversion. Firstly, the thermal core information in the pressure direction is comprehensively expressed through the maximal intensity projection (MIP) method, constructing coarse-grained thermal core images that represent the tropical cyclone. These images provide a coarse-grained feature range wind speed estimation result in the first stage. Then, based on this result, fine-grained features are extracted by combining thermal core information from multiple view profiles with a distributed network and fused with coarse-grained features from the first stage to obtain the final two-stage network wind speed estimation. Furthermore, to better capture the long-tail distribution characteristics of tropical cyclones, focal loss is used in the coarse-grained loss function of the first stage, and ordinal regression loss is adopted in the second stage to replace traditional single-value regression. The selection of tropical cyclones spans from 2012 to 2021, distributed in the North Atlantic (NA) regions. The training set includes 2012 to 2017, the validation set includes 2018 to 2019, and the test set includes 2020 to 2021. Based on the Saffir-Simpson Hurricane Wind Scale (SSHS), this paper categorizes tropical cyclone levels into three major categories: pre-hurricane, minor hurricane, and major hurricane, with a classification accuracy rate of 86.18% and an intensity estimation error of 4.01m/s for NA based on this accuracy. The results indicate that thermal core data can effectively represent the level and intensity of tropical cyclones, warranting further exploration of tropical cyclone attributes under this data.

Keywords: Artificial intelligence, deep learning, data mining, remote sensing

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13092 Design of New Baby Food Product Using Whey

Authors: Henri El Zakhem, Anthony Dahdah, Lara Frangieh, Jessica Koura

Abstract:

Nowadays, the removal of whey produced in the dairy processes has been the most important problem in the dairy industry. Every year, about 47% of the 115 million tons of whey produced world-wide are disposed in the environment. Whey is a nutritious liquid, containing whey proteins (β-lactoglobulin, α-lactalbumin, immunoglobulin-G, proteose pepton), lactose, vitamins (B5, B2, C, and B6), minerals (Calcium, Magnesium, Phosphorous, Potassium, Chloride, and Sodium), and trace elements (Zinc, Iron, Iodine, and Copper). The first objective was to increase the economical and commercial value of whey which is considered as by-product. The second objective of this study was to formulate a new baby food with good nutritional, sensory and storage properties and acceptable to consumers using the cheese whey. The creation of the new product must pass through the following stages: idea stage, development stage which includes the business planning and the product development prototype, packaging stage, production stage, test marketing stage, quality control/sanitation. Three types of whey-based food were selected and prepared by mixing whey and apple, whey and banana as well as whey, apple, and banana.To compile with the recommended dietary allowances (RDA) and adequate intakes (AI) for vitamins and minerals, each sample is formed from 114g of sliced and smashed fruits mixed with 8 mL of whey. Mixtures are heated to 72oC for 15 seconds, and filled in pasteurized jars. Jars were conserved at 4oC. Following the experimental part, sensory evaluation made by an experienced panel took place. Hedonic tests results show that the mixture of whey, apple, and banana has the most delicious and sweetness taste followed by the mixture of whey and banana, and finally the mixture of whey and apple. This study was concluded with a managerial and engineering study that reveals that the project is economically profitable to be executed in Lebanon.

Keywords: baby food, by-product, cheese whey, formulation

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13091 Urinary Exosome miR-30c-5p as a Biomarker for Early-Stage Clear Cell Renal Cell Carcinoma

Authors: Shangqing Song, Bin Xu, Yajun Cheng, Zhong Wang

Abstract:

miRNAs derived from exosomes exist in a body fluid such as urine were regarded as potential biomarkers for various human cancers diagnosis and prognosis, as mature miRNAs can be steadily preserved by exosomes. However, its potential value in clear cell renal cell carcinoma (ccRCC) diagnosis and prognosis remains unclear. In the present study, differentially expressed miRNAs from urinal exosomes were identified by next-generation sequencing (NGS) technology. The 16 differentially expressed miRNAs were identified between ccRCC patients and healthy donors. To explore the specific diagnosis biomarker of ccRCC, we validated these urinary exosomes from 70 early-stage renal cancer patients, 30 healthy people and other urinary system cancers, including 30 early-stage prostate cancer patients and 30 early-stage bladder cancer patients by qRT-PCR. The results showed that urinary exosome miR-30c-5p could be stably amplified and meanwhile the expression of miR-30c-5p has no significant difference between other urinary system cancers and healthy control, however, expression level of miR-30c-5p in urinary exosomal of ccRCC patients was lower than healthy people and receiver operation characterization (ROC) curve showed that the area under the curve (AUC) values was 0.8192 (95% confidence interval was 0.7388-0.8996, P= 0.0000). In addition, up-regulating miR-30c-5p expression could inhibit renal cell carcinoma cells growth. Lastly, HSP5A was found as a direct target gene of miR-30c-5p. HSP5A depletion reversed the promoting effect of ccRCC growth casued by miR-30c-5p inhibitor, respectively. In conclusion, this study demonstrated that urinary exosomal miR-30c-5p is readily accessible as diagnosis biomarker of early-stage ccRCC, and miR-30c-5p might modulate the expression of HSPA5, which correlated with the progression of ccRCC.

Keywords: clear cell renal cell carcinoma, exosome, HSP5A, miR-30c-5p

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13090 Effects of Aerobic Dance on Systolic Blood Pressure in Stage 1 Hypertensive Individuals in Uganda

Authors: Loyce Nahwera, Joy Wachira, Edwin Kiptolo, Constance Nsibambi, Mshilla Maghanga, Timothy Makubuya

Abstract:

Introduction: Hypertension is one of the most prominent risk factors for cardiovascular diseases globally, and it can be modified through lifestyle interventions such as exercise. The objective of this study was to investigate the effects of a 12-week aerobic dance programme on systolic blood pressure (SBP) in stage 1 hypertensive individuals. Methods: This study employed an experimental research design. A total of 36 stage 1 hypertensive individuals who were randomly assigned into experimental and control groups completed the study. Systolic BP was measured using a mercury sphygmomanometer at baseline, mid-point and after the program. The experimental group participants trained 3 days a week, 45 minutes per session, at a moderate intensity of 40-60% of maximum oxygen consumption (VO2max) monitored by Garmin heart rate monitors. Data were analyzed using SPSS version 20. The significance level was set at p<0.05. A paired sample t-test was used to compare mean differences within the groups. Results: Data from the 36 participants (22 males and 14 females) (experimental; n=18, control; n=18) show that the experimental group had a mean SBP of 143.83±6.382 mmHg at baseline while the control had a mean of 137.61±6.400 mmHg. Following the end of a 6-week aerobic dance, the mean SBP of the experimental group reduced to 138.06±9.539 mmHg while that of the control marginally decreased to 137.00±8.073 mmHg. At the completion of a 12-week program, the mean SBP of the experimental group reduced to 136.33±9.191 mmHg, while that of the control marginally increased to 139.56±9.954 mmHg. This implies that both the 6-week and 12-week aerobic dance program reduced the SBP of the experimental group by 5.77±7.133 mmHg and 7.50±8.487 mmHg, respectively, while the control group fast reduced marginally by 0.61 before ultimately increasing by 1.95±7.974 mmHg at 12-weeks. The changes were statistically significant (p<0.05) at both 6 and 12 weeks of an aerobic dance program. Conclusion: The study concluded that aerobic dance is an effective non-pharmacological method for managing SBP of stage 1 hypertensive individuals both in the short-term (6 weeks) and long-term (12 weeks).

Keywords: aerobic dance, blood pressure, stage 1 hypertension, systolic blood pressure.

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13089 Employment Mobility and the Effects of Wage Level and Tenure

Authors: Idit Kalisher, Israel Luski

Abstract:

One result of the growing dynamicity of labor markets in recent decades is a wider scope of employment mobility – i.e., transitions between employers, either within or between careers. Employment mobility decisions are primarily affected by the current employment status of the worker, which is reflected in wage and tenure. Using 34,328 observations from the National Longitudinal Survey of Youth 1979 (NLS79), which were derived from the USA population between 1990 and 2012, this paper aims to investigate the effects of wage and tenure over employment mobility choices, and additionally to examine the effects of other personal characteristics, individual labor market characteristics and macroeconomic factors. The estimation strategy was designed to address two challenges that arise from the combination of the model and the data: (a) endogeneity of the wage and the tenure in the choice equation; and (b) unobserved heterogeneity, as the data of this research is longitudinal. To address (a), estimation was performed using two-stage limited dependent variable procedure (2SLDV); and to address (b), the second stage was estimated using femlogit – an implementation of the multinomial logit model with fixed effects. Among workers who have experienced at least one turnover, the wage was found to have a main effect on career turnover likelihood of all workers, whereas the wage effect on job turnover likelihood was found to be dependent on individual characteristics. The wage was found to negatively affect the turnover likelihood and the effect was found to vary across wage level: high-wage workers were more affected compared to low-wage workers. Tenure was found to have a main positive effect on both turnover types’ likelihoods, though the effect was moderated by the wage. The findings also reveal that as their wage increases, women are more likely to turnover than men, and academically educated workers are more likely to turnover within careers. Minorities were found to be as likely as Caucasians to turnover post wage-increase, but less likely to turnover with each additional tenure year. The wage and the tenure effects were found to vary also between careers. The difference in attitude towards money, labor market opportunities and risk aversion could explain these findings. Additionally, the likelihood of a turnover was found to be affected by previous unemployment spells, age, and other labor market and personal characteristics. The results of this research could assist policymakers as well as business owners and employers. The former may be able to encourage women and older workers’ employment by considering the effects of gender and age on the probability of a turnover, and the latter may be able to assess their employees’ likelihood of a turnover by considering the effects of their personal characteristics.

Keywords: employment mobility, endogeneity, femlogit, turnover

Procedia PDF Downloads 133
13088 Kinetics Analysis of Lignocellulose Hydrolysis and Glucose Consumption Using Aspergillus niger in Solid State

Authors: Akida Mulyaningtyas, Wahyudi Budi Sediawan

Abstract:

One decisive stage in bioethanol production from plant biomass is the hydrolysis of lignocellulosic materials into simple sugars such as glucose. The produced glucose is then fermented into ethanol. This stage is popularly done in biological method by using cellulase that is produced by certain fungi. As it is known, glucose is the main source of nutrition for most microorganisms. Therefore, cutting cellulose into glucose is actually an attempt of microorganism to provide nutrition for itself. So far, this phenomenon has received less attention while it is necessary to identify the quantity of sugar consumed by the microorganism. In this study, we examined the phenomenon of sugar consumption by microorganism on lignocellulosic hydrolysis. We used oil palm empty fruit bunch (OPEFB) as the source of lignocellulose and Aspergillus niger as cellulase-producing fungus. In Indonesia, OPEFB is plantation waste that is difficult to decompose in nature and causes environmental problems. First, OPEFB was pretreated with 1% of NaOH at 170 oC to destroy lignin that hindered A.niger from accessing cellulose. The hydrolysis was performed by growing A.niger on pretreated OPEFB in solid state to minimize the possibility of contamination. The produced glucose was measured every 24 hours for 9 days. We analyzed the kinetics of both reactions, i.e., hydrolysis and glucose consumption, simultaneously. The constants for both reactions were assumed to follow the Monod equation. The results showed that the reaction constant of glucose consumption (μC) was higher than of cellulose hydrolysis (μH), i.e., 11.8 g/L and 0.62 g/L for glucose consumption and hydrolysis respectively. However, in general, the reaction rate of hydrolysis is greater than of glucose consumption since the cellulose concentration as substrate in hydrolysis is much higher than glucose as substrate in the consumption reaction.

Keywords: Aspergillus niger, bioethanol, hydrolysis, kinetics

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13087 Moral Dilemmas, Difficulties in the Digital Games

Authors: YuPei Chang

Abstract:

In recent years, moral judgement tasks have served as an increasingly popular plot mechanism in digital gameplay. As a moral agency, the player's choice judgment in digital games is to shuttle between the real world and the game world. The purpose of the research is to explore the moral difficulties brewed by the interactive mechanism of the game and the moral choice of players. In the theoretical level, this research tries to combine moral disengagement, moral foundations theory, and gameplay as an aesthetic experience. And in the methodical level, this research tries to use methods that combine text analysis, diary method, and in-depth interviews. There are three research problems that will be solved in three stages. In the first stage, this project will explore how moral dilemmas are represented in game mechanics. In the second stage, this project will analyze the appearance and conflicts of moral dilemmas in game mechanics based on the five aspects of moral foundations theory. In the third stage, this project will try to understand the players' choices when they face the choices of moral dilemmas, as well as their explanations and reflections after making the decisions.

Keywords: morality, moral disengagement, moral foundations theory, PC game, gameplay, moral dilemmas, player

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13086 A Mixed Method Study Investigating Dyslexia and Students Experiences of Anxiety and Coping

Authors: Amanda Abbott-Jones

Abstract:

Adult students with dyslexia can receive support for cognitive needs but may also experience anxiety, which is less understood. This study aims to test the hypothesis that dyslexic learners in higher education have a higher prevalence of academic and social anxiety than their non-dyslexic peers and explores wider emotional consequences of studying with dyslexia and the ways that adults with dyslexia cope cognitively and emotionally. A mixed-method approach was used in two stages. Stage one compared survey responses from students with dyslexia (N = 102) and students without dyslexia (N = 72) after completion of an anxiety inventory. Stage two explored the emotional consequences of studying with dyslexia and the types of coping strategies used through semi-structured interviews with 20 dyslexic students. Results revealed a statistically significant effect for academic anxiety but not for social anxiety. Findings for stage two showed that: (1) students’ emotional consequences were characterised by a mixture of negative and positive responses, yet negative responses were more frequent in response to questions about academic tasks than positive responses; (2) participants had less to say on coping emotionally, than coping cognitively.

Keywords: dyslexia, higher education, anxiety, emotion

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13085 Predictors of Motor and Cognitive Domains of Functional Performance after Rehabilitation of Individuals with Acute Stroke

Authors: A. F. Jaber, E. Dean, M. Liu, J. He, D. Sabata, J. Radel

Abstract:

Background: Stroke is a serious health care concern and a major cause of disability in the United States. This condition impacts the individual’s functional ability to perform daily activities. Predicting functional performance of people with stroke assists health care professionals in optimizing the delivery of health services to the affected individuals. The purpose of this study was to identify significant predictors of Motor FIM and of Cognitive FIM subscores among individuals with stroke after discharge from inpatient rehabilitation (typically 4-6 weeks after stroke onset). A second purpose is to explore the relation among personal characteristics, health status, and functional performance of daily activities within 2 weeks of stroke onset. Methods: This study used a retrospective chart review to conduct a secondary analysis of data obtained from the Healthcare Enterprise Repository for Ontological Narration (HERON) database. The HERON database integrates de-identified clinical data from seven different regional sources including hospital electronic medical record systems of the University of Kansas Health System. The initial HERON data extract encompassed 1192 records and the final sample consisted of 207 participants who were mostly white (74%) males (55%) with a diagnosis of ischemic stroke (77%). The outcome measures collected from HERON included performance scores on the National Institute of Health Stroke Scale (NIHSS), the Glasgow Coma Scale (GCS), and the Functional Independence Measure (FIM). The data analysis plan included descriptive statistics, Pearson correlation analysis, and Stepwise regression analysis. Results: significant predictors of discharge Motor FIM subscores included age, baseline Motor FIM subscores, discharge NIHSS scores, and comorbid electrolyte disorder (R2 = 0.57, p <0.026). Significant predictors of discharge Cognitive FIM subscores were age, baseline cognitive FIM subscores, client cooperative behavior, comorbid obesity, and the total number of comorbidities (R2 = 0.67, p <0.020). Functional performance on admission was significantly associated with age (p < 0.01), stroke severity (p < 0.01), and length of hospital stay (p < 0.05). Conclusions: our findings show that younger age, good motor and cognitive abilities on admission, mild stroke severity, fewer comorbidities, and positive client attitude all predict favorable functional outcomes after inpatient stroke rehabilitation. This study provides health care professionals with evidence to evaluate predictors of favorable functional outcomes early at stroke rehabilitation, to tailor individualized interventions based on their client’s anticipated prognosis, and to educate clients about the benefits of making lifestyle changes to improve their anticipated rate of functional recovery.

Keywords: functional performance, predictors, stroke, recovery

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13084 Design Criteria Recommendation to Achieve Accessibility In-House to Different Users

Authors: Claudia Valderrama-Ulloa, Cristian Schmitt, Juan Pablo Marchetti, Viviana Bucarey

Abstract:

Access to adequate housing is a fundamental human right and a crucial factor for health. Housing should be inclusive, accessible, and able to meet the needs of all its inhabitants at every stage of their lives without hindering their health, autonomy, or independence. This article addresses the importance of designing housing for people with disabilities, which varies depending on individual abilities, preferences, and cultural considerations. Based on the components of the International Classification of Functioning, Disability and Health, wheelchair users, little people (achondroplasia), children with autism spectrum disorder and Down syndrome were characterized, and six domains of activities related to daily life inside homes were defined. The article describes the main barriers homes present for this group of people. It proposes a list of architectural and design aspects to reduce barriers to housing use. The aspects are divided into three main groups: space management, building services, and supporting facilities. The article emphasizes the importance of consulting professionals and users with experience designing for diverse needs to create inclusive, safe, and supportive housing for people with disabilities.

Keywords: achondroplasia, autism spectrum disorder, disability, down syndrome, wheelchair user

Procedia PDF Downloads 92
13083 Identifying and Optimizing the Critical Excipients in Moisture Activated Dry Granulation Process for Two Anti TB Drugs of Different Aqueous Solubilities

Authors: K. Srujana, Vinay U. Rao, M. Sudhakar

Abstract:

Isoniazide (INH) a freely water soluble and pyrazinamide (Z) a practically water insoluble first line anti tubercular (TB) drugs were identified as candidates for optimizing the Moisture Activated Dry Granulation (MADG) process. The work focuses on identifying the effect of binder type and concentration as well as the effect of magnesium stearate level on critical quality attributes of Disintegration time (DT) and in vitro dissolution test when the tablets are processed by the MADG process. Also, the level of the drug concentration, binder concentration and fluid addition during the agglomeration stage of the MADG process was evaluated and optimized. For INH, it was identified that for tablets with HPMC as binder at both 2% w/w and 5% w/w level and Magnesium stearate upto 1%w/w as lubrication the DT is within 1 minute and the dissolution rate is the fastest (> 80% in 15 minutes) as compared to when PVP or pregelatinized starch is used as binder. Regarding the process, fast disintegrating and rapidly dissolving tablets are obtained when the level of drug, binder and fluid uptake in agglomeration stage is 25% w/w 0% w/w binder and 0.033%. w/w. At the other 2 levels of these three ingredients, the DT is significantly impacted and dissolution is also slower. For pyrazinamide,it was identified that for the tablets with 2% w/w level of each of PVP as binder and Cross Caramellose Sodium disintegrant the DT is within 2 minutes and the dissolution rate is the fastest(>80 in 15 minutes)as compared to when HPMC or pregelatinized starch is used as binder. This may be attributed to the fact that PVP may be acting as a solubilizer for the practically insoluble Pyrazinamide. Regarding the process,fast dispersing and rapidly disintegrating tablets are obtained when the level of drug, binder and fluid uptake in agglomeration stage is 10% w/w,25% w/w binder and 1% w/w.At the other 2 levels of these three ingredients, the DT is significantly impacted and dissolution is comparatively slower and less complete.

Keywords: agglomeration stage, isoniazide, MADG, moisture distribution stage, pyrazinamide

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13082 Dynamic Modeling of an Unmanned Aerial Vehicle with Petro-Engine

Authors: Khaled A. Alsaif, Mosaad A. Foda

Abstract:

In the following article, we present the dynamic simulation of an unmanned aerial vehicle with main fuel engine in the middle to carry most of the weight. This configuration will increase the flight time of the vehicle for a given payload size as opposed to the traditional quad rotor, where only DC motors are used. A parametric study to investigate the effect of the propellers ratio (main rotor propeller diameter to secondary rotor propeller diameter), the angle of incidence of the main rotor and the twist angle of the main rotor blades on selected performance criteria is presented.

Keywords: unmanned aerial vehicle (UAV), quadrotor, petrol quadcopter, flying robot

Procedia PDF Downloads 435
13081 A Model-Reference Sliding Mode for Dual-Stage Actuator Servo Control in HDD

Authors: S. Sonkham, U. Pinsopon, W. Chatlatanagulchai

Abstract:

This paper presents a method of sliding mode control (SMC) designing and developing for the servo system in a dual-stage actuator (DSA) hard disk drive. Mathematical modelling of hard disk drive actuators is obtained, extracted from measuring frequency response of the voice-coil motor (VCM) and PZT micro-actuator separately. Matlab software tools are used for mathematical model estimation and also for controller design and simulation. A model-reference approach for tracking requirement is selected as a proposed technique. The simulation results show that performance of a model-reference SMC controller design in DSA servo control can be satisfied in the tracking error, as well as keeping the positioning of the head within the boundary of +/-5% of track width under the presence of internal and external disturbance. The overall results of model-reference SMC design in DSA are met per requirement specifications and significant reduction in %off track is found when compared to the single-state actuator (SSA).

Keywords: hard disk drive, dual-stage actuator, track following, hdd servo control, sliding mode control, model-reference, tracking control

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13080 A Low-Power Two-Stage Seismic Sensor Scheme for Earthquake Early Warning System

Authors: Arvind Srivastav, Tarun Kanti Bhattacharyya

Abstract:

The north-eastern, Himalayan, and Eastern Ghats Belt of India comprise of earthquake-prone, remote, and hilly terrains. Earthquakes have caused enormous damages in these regions in the past. A wireless sensor network based earthquake early warning system (EEWS) is being developed to mitigate the damages caused by earthquakes. It consists of sensor nodes, distributed over the region, that perform majority voting of the output of the seismic sensors in the vicinity, and relay a message to a base station to alert the residents when an earthquake is detected. At the heart of the EEWS is a low-power two-stage seismic sensor that continuously tracks seismic events from incoming three-axis accelerometer signal at the first-stage, and, in the presence of a seismic event, triggers the second-stage P-wave detector that detects the onset of P-wave in an earthquake event. The parameters of the P-wave detector have been optimized for minimizing detection time and maximizing the accuracy of detection.Working of the sensor scheme has been verified with seven earthquakes data retrieved from IRIS. In all test cases, the scheme detected the onset of P-wave accurately. Also, it has been established that the P-wave onset detection time reduces linearly with the sampling rate. It has been verified with test data; the detection time for data sampled at 10Hz was around 2 seconds which reduced to 0.3 second for the data sampled at 100Hz.

Keywords: earthquake early warning system, EEWS, STA/LTA, polarization, wavelet, event detector, P-wave detector

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13079 Methods for Preparation of Soil Samples for Determination of Trace Elements

Authors: S. Krustev, V. Angelova, K. Ivanov, P. Zaprjanova

Abstract:

It is generally accepted that only about ten microelements are vitally important to all plants, and approximately ten more elements are proved to be significant for the development of some species. The main methods for their determination in soils are the atomic spectral techniques - AAS and ICP-OAS. Critical stage to obtain correct results for content of heavy metals and nutrients in the soil is the process of mineralization. A comparative study of the most widely spread methods for soil sample preparation for determination of some trace elements was carried out. Three most commonly used methods for sample preparation were used as follows: ISO11466, EPA Method 3051 and BDS ISO 14869-1. Their capabilities were assessed and their bounds of applicability in determining the levels of the most important microelements in agriculture were defined.

Keywords: analysis, copper, methods, zinc

Procedia PDF Downloads 243
13078 Exergetic Comparison between Three Configurations of Two Stage Vapor Compression Refrigeration Systems

Authors: Wafa Halfaoui Mbarek, Khir Tahar, Ben Brahim Ammar

Abstract:

This study reports a comparison from an exergetic point of view between three configurations of vapor compression industrial refrigeration systems operating with R134a as working fluid. The performances of the different cycles are analyzed as function of several operating parameters such as condensing temperature and inter stage pressure. In addition, the contributions of component exergy destruction to the total exergy destruction are obtained for each system. The results are estimated to be used in the selection of the most advantageous configuration from an exergetic view point.

Keywords: vapor compression, exergy, destruction, efficiency, R134a

Procedia PDF Downloads 364
13077 Automatic Staging and Subtype Determination for Non-Small Cell Lung Carcinoma Using PET Image Texture Analysis

Authors: Seyhan Karaçavuş, Bülent Yılmaz, Ömer Kayaaltı, Semra İçer, Arzu Taşdemir, Oğuzhan Ayyıldız, Kübra Eset, Eser Kaya

Abstract:

In this study, our goal was to perform tumor staging and subtype determination automatically using different texture analysis approaches for a very common cancer type, i.e., non-small cell lung carcinoma (NSCLC). Especially, we introduced a texture analysis approach, called Law’s texture filter, to be used in this context for the first time. The 18F-FDG PET images of 42 patients with NSCLC were evaluated. The number of patients for each tumor stage, i.e., I-II, III or IV, was 14. The patients had ~45% adenocarcinoma (ADC) and ~55% squamous cell carcinoma (SqCCs). MATLAB technical computing language was employed in the extraction of 51 features by using first order statistics (FOS), gray-level co-occurrence matrix (GLCM), gray-level run-length matrix (GLRLM), and Laws’ texture filters. The feature selection method employed was the sequential forward selection (SFS). Selected textural features were used in the automatic classification by k-nearest neighbors (k-NN) and support vector machines (SVM). In the automatic classification of tumor stage, the accuracy was approximately 59.5% with k-NN classifier (k=3) and 69% with SVM (with one versus one paradigm), using 5 features. In the automatic classification of tumor subtype, the accuracy was around 92.7% with SVM one vs. one. Texture analysis of FDG-PET images might be used, in addition to metabolic parameters as an objective tool to assess tumor histopathological characteristics and in automatic classification of tumor stage and subtype.

Keywords: cancer stage, cancer cell type, non-small cell lung carcinoma, PET, texture analysis

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13076 Predicting Returns Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models

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

Abstract:

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

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

Procedia PDF Downloads 84