Search results for: parametric method
18815 Healing Architecture and Evidence Based Design: An Interior Design Example in Medicana KızıLtoprak Hospital
Authors: Yunus Emre Kara, Atilla Kuzu, Levent Cirpici
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Recently, in the interior design of hospitals, the effect of the physical environment on the healing process has been frequently emphasized, and the importance of psychological and behavioral factors has increased day by day. When designing new hospital interiors, it became important to create spaces that not only meet medical requirements but also support the healing process of patients with interior design. In this study, the patient rooms, corridor, atrium area, waiting area, and entrance counter in a hospital were handled with patient-centered design, evidence-based design, and remedial architectural approaches, and it was seen that the healing and reassuring elements in hospitals were extremely important.Keywords: evidence based design, healing architecture, hospital, organic design, parametric design
Procedia PDF Downloads 18118814 A New Method Presentation for Locating Fault in Power Distribution Feeders Considering DG
Authors: Rahman Dashti, Ehsan Gord
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In this paper, an improved impedance based fault location method is proposed. In this method, online fault locating is performed using voltage and current information at the beginning of the feeder. Determining precise fault location in a short time increases reliability and efficiency of the system. The proposed method utilizes information about main component of voltage and current at the beginning of the feeder and distributed generation unit (DGU) in order to precisely locate different faults in acceptable time. To evaluate precision and accuracy of the proposed method, a 13-node is simulated and tested using MATLAB.Keywords: distribution network, fault section determination, distributed generation units, distribution protection equipment
Procedia PDF Downloads 39618813 Effect of Graded Levels of Detoxified Jatropha cursas on the Performance Characteristics of Cockerel Birds
Authors: W. S. Lawal, T. Akande
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Abstract— Four (4) difference methods were employed to detoxify Jatropha carcas, they were physical method (it include soaking and sun drying) Chemical (the use of methylated sprit, hexane and methane). Biological (the use of Aspergillus niger and then sundry for 7days and then Bacillus lichiformis) and Combined method (the combination of chemical and biological methods). Phobol esther analysis was carried out after the detoxification methods and it was found that the combined method is better off (P<0.05). Detoxified Jatropha from each of this methods was sundry and grinded for easy inclusion into poultry feed, detoxified jatropha was included at 0%, 0.5%, 1%, 2%, 3%, 4%, and 5% but the combined method was increased up to 7% because the birds were able to tolerate it, the 0% was the control experiment. 405 day old broiler chicks was used to test the effect of detoxified Jatropha carcas on their performance, there are 5birds per treatment and there are 3 replicates, the experiment lasted for 8weeks,highest number of mortality was obtained in physical method, birds in chemical method tolerated up to 3% Jatropha carcas, biological method is better, as birds there were comfortable at 5% but the best of them is combined method the birds did very well at 7% as there were less mortality and highest weight gain was achieved here (P<0.05) and it was recommended.Keywords: phobol esther, inclusion level, tolerance level, Jatropha carcas
Procedia PDF Downloads 40018812 Groundwater Seepage Estimation into Amirkabir Tunnel Using Analytical Methods and DEM and SGR Method
Authors: Hadi Farhadian, Homayoon Katibeh
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In this paper, groundwater seepage into Amirkabir tunnel has been estimated using analytical and numerical methods for 14 different sections of the tunnel. Site Groundwater Rating (SGR) method also has been performed for qualitative and quantitative classification of the tunnel sections. The obtained results of above-mentioned methods were compared together. The study shows reasonable accordance with results of the all methods unless for two sections of tunnel. In these two sections there are some significant discrepancies between numerical and analytical results mainly originated from model geometry and high overburden. SGR and the analytical and numerical calculations, confirm the high concentration of seepage inflow in fault zones. Maximum seepage flow into tunnel has been estimated 0.425 lit/sec/m using analytical method and 0.628 lit/sec/m using numerical method occurred in crashed zone. Based on SGR method, six sections of 14 sections in Amirkabir tunnel axis are found to be in "No Risk" class that is supported by the analytical and numerical seepage value of less than 0.04 lit/sec/m.Keywords: water Seepage, Amirkabir Tunnel, analytical method, DEM, SGR
Procedia PDF Downloads 47318811 On the Derivation of Variable Step BBDF for Solving Second Order Stiff ODEs
Authors: S. A. M. Yatim, Z. B. Ibrahim, K. I. Othman, M. Suleiman
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The method of solving second order stiff ordinary differential equation (ODEs) that is based on backward differentiation formula (BDF) is considered in this paper. We derived the method by increasing the order of the existing method using an improved strategy in choosing the step size. Numerical results are presented to compare the efficiency of the proposed method to the MATLAB’s suite of ODEs solvers namely ode15s and ode23s. The method was found to be efficient to solve second order ordinary differential equation.Keywords: backward differentiation formulae, block backward differentiation formulae, stiff ordinary differential equation, variable step size
Procedia PDF Downloads 49018810 Lateral Torsional Buckling Resistance of Trapezoidally Corrugated Web Girders
Authors: Annamária Käferné Rácz, Bence Jáger, Balázs Kövesdi, László Dunai
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Due to the numerous advantages of steel corrugated web girders, its application field is growing for bridges as well as for buildings. The global stability behavior of such girders is significantly larger than those of conventional I-girders with flat web, thus the application of the structural steel material can be significantly reduced. Design codes and specifications do not provide clear and complete rules or recommendations for the determination of the lateral torsional buckling (LTB) resistance of corrugated web girders. Therefore, the authors made a thorough investigation regarding the LTB resistance of the corrugated web girders. Finite element (FE) simulations have been performed to develop new design formulas for the determination of the LTB resistance of trapezoidally corrugated web girders. FE model is developed considering geometrical and material nonlinear analysis using equivalent geometric imperfections (GMNI analysis). The equivalent geometric imperfections involve the initial geometric imperfections and residual stresses coming from rolling, welding and flame cutting. Imperfection sensitivity analysis was performed to determine the necessary magnitudes regarding only the first eigenmodes shape imperfections. By the help of the validated FE model, an extended parametric study is carried out to investigate the LTB resistance for different trapezoidal corrugation profiles. First, the critical moment of a specific girder was calculated by FE model. The critical moments from the FE calculations are compared to the previous analytical calculation proposals. Then, nonlinear analysis was carried out to determine the ultimate resistance. Due to the numerical investigations, new proposals are developed for the determination of the LTB resistance of trapezoidally corrugated web girders through a modification factor on the design method related to the conventional flat web girders.Keywords: corrugated web, lateral torsional buckling, critical moment, FE modeling
Procedia PDF Downloads 27918809 Determination of the Minimum Time and the Optimal Trajectory of a Moving Robot Using Picard's Method
Authors: Abbes Lounis, Kahina Louadj, Mohamed Aidene
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This paper presents an optimal control problem applied to a robot; the problem is to determine a command which makes it possible to reach a final state from a given initial state in record time. The approach followed to solve this optimization problem with constraints on the control starts by presenting the equations of motion of the dynamic system then by applying Pontryagin's maximum principle (PMP) to determine the optimal control, and Picard's successive approximation method combined with the shooting method to solve the resulting differential system.Keywords: robotics, Pontryagin's Maximum Principle, PMP, Picard's method, shooting method, non-linear differential systems
Procedia PDF Downloads 25218808 Application of Method of Symmetries at a Calculation and Planning of Circular Plate with Variable Thickness
Authors: Kirill Trapezon, Alexandr Trapezon
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A problem is formulated for the natural oscillations of a circular plate of linearly variable thickness on the basis of the symmetry method. The equations of natural frequencies and forms for a plate are obtained, providing that it is rigidly fixed along the inner contour. The first three eigenfrequencies are calculated, and the eigenmodes of the oscillations of the acoustic element are constructed. An algorithm for applying the symmetry method and the factorization method for solving problems in the theory of oscillations for plates of variable thickness is shown. The effectiveness of the approach is demonstrated on the basis of comparison of known results and those obtained in the article. It is shown that the results are more accurate and reliable.Keywords: vibrations, plate, method of symmetries, differential equation, factorization, approximation
Procedia PDF Downloads 25918807 Application of Adaptive Particle Filter for Localizing a Mobile Robot Using 3D Camera Data
Authors: Maysam Shahsavari, Seyed Jamalaldin Haddadi
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There are several methods to localize a mobile robot such as relative, absolute and probabilistic. In this paper, particle filter due to its simple implementation and the fact that it does not need to know to the starting position will be used. This method estimates the position of the mobile robot using a probabilistic distribution, relying on a known map of the environment instead of predicting it. Afterwards, it updates this estimation by reading input sensors and control commands. To receive information from the surrounding world, distance to obstacles, for example, a Kinect is used which is much cheaper than a laser range finder. Finally, after explaining the Adaptive Particle Filter method and its implementation in detail, we will compare this method with the dead reckoning method and show that this method is much more suitable for situations in which we have a map of the environment.Keywords: particle filter, localization, methods, odometry, kinect
Procedia PDF Downloads 26018806 A Pedagogical Study of Computational Design in a Simulated Building Information Modeling-Cloud Environment
Authors: Jaehwan Jung, Sung-Ah Kim
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Building Information Modeling (BIM) provides project stakeholders with various information about property and geometry of entire component as a 3D object-based parametric building model. BIM represents a set of Information and solutions that are expected to improve collaborative work process and quality of the building design. To improve collaboration among project participants, the BIM model should provide the necessary information to remote participants in real time and manage the information in the process. The purpose of this paper is to propose a process model that can apply effective architectural design collaborative work process in architectural design education in BIM-Cloud environment.Keywords: BIM, cloud computing, collaborative design, digital design education
Procedia PDF Downloads 42418805 Aerodynamic Design of Axisymmetric Supersonic Nozzle Used by an Optimization Algorithm
Authors: Mohammad Mojtahedpoor
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In this paper, it has been studied the method of optimal design of the supersonic nozzle. It could make viscous axisymmetric nozzles that the quality of their outlet flow is quite desired. In this method, it is optimized the divergent nozzle, at first. The initial divergent nozzle contour is designed through the method of characteristics and adding a suitable boundary layer to the inviscid contour. After that, it is made a proper grid and then simulated flow by the numerical solution and AUSM+ method by using the operation boundary condition. At the end, solution outputs are investigated and optimized. The numerical method has been validated with experimental results. Also, in order to evaluate the effectiveness of the present method, the nozzles compared with the previous studies. The comparisons show that the nozzles obtained through this method are sufficiently better in some conditions, such as the flow uniformity, size of the boundary layer, and obtained an axial length of the nozzle. Designing the convergent nozzle part affects by flow uniformity through changing its axial length and input diameter. The results show that increasing the length of the convergent part improves the output flow uniformity.Keywords: nozzle, supersonic, optimization, characteristic method, CFD
Procedia PDF Downloads 19518804 Spline Solution of Singularly Perturbed Boundary Value Problems
Authors: Reza Mohammadi
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Using quartic spline, we develop a method for numerical solution of singularly perturbed two-point boundary-value problems. The purposed method is fourth-order accurate and applicable to problems both in singular and non-singular cases. The convergence analysis of the method is given. The resulting linear system of equations has been solved by using a tri-diagonal solver. We applied the presented method to test problems which have been solved by other existing methods in references, for comparison of presented method with the existing methods. Numerical results are given to illustrate the efficiency of our methods.Keywords: second-order ordinary differential equation, singularly-perturbed, quartic spline, convergence analysis
Procedia PDF Downloads 29118803 Testing Immunochemical Method for the Bacteriological Diagnosis of Bovine Tuberculosis
Authors: Assiya Madenovna Borsynbayeva, Kairat Altynbekovich Turgenbayev, Nikolay Petrovich Ivanov
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In this article presents the results of rapid diagnostics of tuberculosis in comparison with classical bacteriological method. The proposed method of rapid diagnosis of tuberculosis than bacteriological method allows shortening the time of diagnosis to 7 days, to visualize the growth of mycobacteria in the semi-liquid medium and differentiate the type of mycobacterium. Fast definition of Mycobacterium tuberculosis and its derivatives in the culture medium is a new and promising direction in the diagnosis of tuberculosis.Keywords: animal diagnosis of tuberculosis, bacteriological diagnostics, antigen, specific antibodies, immunological reaction
Procedia PDF Downloads 33918802 Numerical Treatment of Block Method for the Solution of Ordinary Differential Equations
Authors: A. M. Sagir
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Discrete linear multistep block method of uniform order for the solution of first order Initial Value Problems (IVPs) in Ordinary Differential Equations (ODEs) is presented in this paper. The approach of interpolation and collocation approximation are adopted in the derivation of the method which is then applied to first order ordinary differential equations with associated initial conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. Furthermore, a stability analysis and efficiency of the block method are tested on ordinary differential equations, and the results obtained compared favorably with the exact solution.Keywords: block method, first order ordinary differential equations, hybrid, self-starting
Procedia PDF Downloads 47818801 A Hybrid Adomian Decomposition Method in the Solution of Logistic Abelian Ordinary Differential and Its Comparism with Some Standard Numerical Scheme
Authors: F. J. Adeyeye, D. Eni, K. M. Okedoye
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In this paper we present a Hybrid of Adomian decomposition method (ADM). This is the substitution of a One-step method of Taylor’s series approximation of orders I and II, into the nonlinear part of Adomian decomposition method resulting in a convergent series scheme. This scheme is applied to solve some Logistic problems represented as Abelian differential equation and the results are compared with the actual solution and Runge-kutta of order IV in order to ascertain the accuracy and efficiency of the scheme. The findings shows that the scheme is efficient enough to solve logistic problems considered in this paper.Keywords: Adomian decomposition method, nonlinear part, one-step method, Taylor series approximation, hybrid of Adomian polynomial, logistic problem, Malthusian parameter, Verhulst Model
Procedia PDF Downloads 39518800 Forced Degradation Study of Rifaximin Formulated Tablets to Determine Stability Indicating Nature of High-Performance Liquid Chromatography Analytical Method
Authors: Abid Fida Masih
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Forced degradation study of Rifaximin was conducted to determine the stability indicating potential of HPLC testing method for detection of Rifaximin in formulated tablets to be employed for quality control and stability testing. The questioned method applied with mobile phase methanol: water (70:30), 5µm, 250 x 4.6mm, C18 column, wavelength 293nm and flow rate of 1.0 ml/min. Forced degradation study was performed under oxidative, acidic, basic, thermal and photolytic conditions. The applied method successfully determined the degradation products after acidic and basic degradation without interfering with Rifaximin detection. Therefore, the method was said to be stability indicating and can be applied for quality control and stability testing of Rifaxmin tablets during its shelf life.Keywords: forced degradation, high-performance liquid chromatography, method validation, rifaximin, stability indicating method
Procedia PDF Downloads 30018799 A Numerical Method for Diffusion and Cahn-Hilliard Equations on Evolving Spherical Surfaces
Authors: Jyh-Yang Wu, Sheng-Gwo Chen
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In this paper, we present a simple effective numerical geometric method to estimate the divergence of a vector field over a curved surface. The conservation law is an important principle in physics and mathematics. However, many well-known numerical methods for solving diffusion equations do not obey conservation laws. Our presented method in this paper combines the divergence theorem with a generalized finite difference method and obeys the conservation law on discrete closed surfaces. We use the similar method to solve the Cahn-Hilliard equations on evolving spherical surfaces and observe stability results in our numerical simulations.Keywords: conservation laws, diffusion equations, Cahn-Hilliard equations, evolving surfaces
Procedia PDF Downloads 48618798 Sliding Mode Control of the Power of Doubly Fed Induction Generator for Variable Speed Wind Energy Conversion System
Authors: Ahmed Abbou, Ali Mousmi, Rachid El Akhrif
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This research paper aims to reduce the chattering phenomenon due to control by sliding mode control applied on a wind energy conversion system based on the doubly fed induction generator (DFIG). Our goal is to offset the effect of parametric uncertainties and come as close as possible to the dynamic response solicited by the control law in the ideal case and therefore force the active and reactive power generated by the DFIG to accurately follow the reference values which are provided to it. The simulation results using Matlab / Simulink demonstrate the efficiency and performance of the proposed technique while maintaining the simplicity of control by first order sliding mode.Keywords: correction of the equivalent command, DFIG, induction machine, sliding mode controller
Procedia PDF Downloads 40918797 Comparison of the Boundary Element Method and the Method of Fundamental Solutions for Analysis of Potential and Elasticity
Authors: S. Zenhari, M. R. Hematiyan, A. Khosravifard, M. R. Feizi
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The boundary element method (BEM) and the method of fundamental solutions (MFS) are well-known fundamental solution-based methods for solving a variety of problems. Both methods are boundary-type techniques and can provide accurate results. In comparison to the finite element method (FEM), which is a domain-type method, the BEM and the MFS need less manual effort to solve a problem. The aim of this study is to compare the accuracy and reliability of the BEM and the MFS. This comparison is made for 2D potential and elasticity problems with different boundary and loading conditions. In the comparisons, both convex and concave domains are considered. Both linear and quadratic elements are employed for boundary element analysis of the examples. The discretization of the problem domain in the BEM, i.e., converting the boundary of the problem into boundary elements, is relatively simple; however, in the MFS, obtaining appropriate locations of collocation and source points needs more attention to obtain reliable solutions. The results obtained from the presented examples show that both methods lead to accurate solutions for convex domains, whereas the BEM is more suitable than the MFS for concave domains.Keywords: boundary element method, method of fundamental solutions, elasticity, potential problem, convex domain, concave domain
Procedia PDF Downloads 8818796 A Comprehensive Method of Fault Detection and Isolation based on Testability Modeling Data
Authors: Junyou Shi, Weiwei Cui
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Testability modeling is a commonly used method in testability design and analysis of system. A dependency matrix will be obtained from testability modeling, and we will give a quantitative evaluation about fault detection and isolation. Based on the dependency matrix, we can obtain the diagnosis tree. The tree provides the procedures of the fault detection and isolation. But the dependency matrix usually includes built-in test (BIT) and manual test in fact. BIT runs the test automatically and is not limited by the procedures. The method above cannot give a more efficient diagnosis and use the advantages of the BIT. A Comprehensive method of fault detection and isolation is proposed. This method combines the advantages of the BIT and Manual test by splitting the matrix. The result of the case study shows that the method is effective.Keywords: fault detection, fault isolation, testability modeling, BIT
Procedia PDF Downloads 32718795 Three-Dimensional Numerical Investigation for Reinforced Concrete Slabs with Opening
Authors: Abdelrahman Elsehsah, Hany Madkour, Khalid Farah
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This article presents a 3-D modified non-linear elastic model in the strain space. The Helmholtz free energy function is introduced with the existence of a dissipation potential surface in the space of thermodynamic conjugate forces. The constitutive equation and the damage evolution were derived as well. The modified damage has been examined to model the nonlinear behavior of reinforced concrete (RC) slabs with an opening. A parametric study with RC was carried out to investigate the impact of different factors on the behavior of RC slabs. These factors are the opening area, the opening shape, the place of opening, and the thickness of the slabs. And the numerical results have been compared with the experimental data from literature. Finally, the model showed its ability to be applied to the structural analysis of RC slabs.Keywords: damage mechanics, 3-D numerical analysis, RC, slab with opening
Procedia PDF Downloads 16918794 Risk Management of Natural Disasters on Insurance Stock Market
Authors: Tarah Bouaricha
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The impact of worst natural disasters is analysed in terms of insured losses which happened between 2010 and 2014 on S&P insurance index. Event study analysis is used to test whether natural disasters impact insurance index stock market price. There is no negative impact on insurance stock market price around the disasters event. To analyse the reaction of insurance stock market, normal returns (NR), abnormal returns (AR), cumulative abnormal returns (CAR), cumulative average abnormal returns (CAAR) and a parametric test on AR and on CAR are used.Keywords: study event, natural disasters, insurance, reinsurance, stock market
Procedia PDF Downloads 38718793 A Study of Numerical Reaction-Diffusion Systems on Closed Surfaces
Authors: Mei-Hsiu Chi, Jyh-Yang Wu, Sheng-Gwo Chen
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The diffusion-reaction equations are important Partial Differential Equations in mathematical biology, material science, physics, and so on. However, finding efficient numerical methods for diffusion-reaction systems on curved surfaces is still an important and difficult problem. The purpose of this paper is to present a convergent geometric method for solving the reaction-diffusion equations on closed surfaces by an O(r)-LTL configuration method. The O(r)-LTL configuration method combining the local tangential lifting technique and configuration equations is an effective method to estimate differential quantities on curved surfaces. Since estimating the Laplace-Beltrami operator is an important task for solving the reaction-diffusion equations on surfaces, we use the local tangential lifting method and a generalized finite difference method to approximate the Laplace-Beltrami operators and we solve this reaction-diffusion system on closed surfaces. Our method is not only conceptually simple, but also easy to implement.Keywords: closed surfaces, high-order approachs, numerical solutions, reaction-diffusion systems
Procedia PDF Downloads 36818792 A Simple Autonomous Hovering and Operating Control of Multicopter Using Only Web Camera
Authors: Kazuya Sato, Toru Kasahara, Junji Kuroda
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In this paper, an autonomous hovering control method of multicopter using only Web camera is proposed. Recently, various control method of an autonomous flight for multicopter are proposed. But, in the previously proposed methods, a motion capture system (i.e., OptiTrack) and laser range finder are often used to measure the position and posture of multicopter. To achieve an autonomous flight control of multicopter with simple equipment, we propose an autonomous flight control method using AR marker and Web camera. AR marker can measure the position of multicopter with Cartesian coordinate in three dimensional, then its position connects with aileron, elevator, and accelerator throttle operation. A simple PID control method is applied to the each operation and adjust the controller gains. Experimental result are given to show the effectiveness of our proposed method. Moreover, another simple operation method for autonomous flight control multicopter is also proposed.Keywords: autonomous hovering control, multicopter, Web camera, operation
Procedia PDF Downloads 55418791 A Parametric Study on Effects of Internal Factors on Carbonation of Reinforced Concrete
Authors: Kunal Tongaria, Abhishek Mangal, S. Mandal, Devendra Mohan
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The carbonation of concrete is a phenomenon which is a function of various interdependent parameters. Therefore, in spite of numerous literature and database, the useful generalization is not an easy task. These interdependent parameters can be grouped under the category of internal and external factors. This paper focuses on the internal parameters which govern and increase the probability of the ingress of deleterious substances into concrete. The mechanism of effects of internal parameters such as microstructure for with and without supplementary cementing materials (SCM), water/binder ratio, the age of concrete etc. has been discussed. This is followed by the comparison of various proposed mathematical models for the deterioration of concrete. Based on existing laboratory experiments as well as field results, this paper concludes the present understanding of mechanism, modeling and future research needs in this field.Keywords: carbonation, diffusion coefficient, microstructure of concrete, reinforced concrete
Procedia PDF Downloads 40318790 Application of Double Side Approach Method on Super Elliptical Winkler Plate
Authors: Hsiang-Wen Tang, Cheng-Ying Lo
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In this study, the static behavior of super elliptical Winkler plate is analyzed by applying the double side approach method. The lack of information about super elliptical Winkler plates is the motivation of this study and we use the double side approach method to solve this problem because of its superior ability on efficiently treating problems with complex boundary shape. The double side approach method has the advantages of high accuracy, easy calculation procedure and less calculation load required. Most important of all, it can give the error bound of the approximate solution. The numerical results not only show that the double side approach method works well on this problem but also provide us the knowledge of static behavior of super elliptical Winkler plate in practical use.Keywords: super elliptical winkler plate, double side approach method, error bound, mechanic
Procedia PDF Downloads 34818789 Design and Development of Chassis Made of Composite Material
Authors: P. Ravinder Reddy, Chaitanya Vishal Nalli, B. Tulja Lal, Anusha Kankanala
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The chassis frame of an automobile with different sections have been considered for different loads. The orthotropic materials are selected to get the stability by varying fiber angle, fiber thickness, laminates, fiber properties, matrix properties and elastic ratios. The geometric model of chassis frame is carried out with parametric modelling approach. The analysis of chassis frame is carried out with ANSYS FEA software. The static and dynamic analysis of chassis frame is carried out by varying geometric parameters, orthotropic properties, materials and various sections. The static and dynamic response is discussed in detail in different sections.Keywords: chassis frame, dynamic response, geometric model, orthotropic materials
Procedia PDF Downloads 32618788 Generalized Additive Model for Estimating Propensity Score
Authors: Tahmidul Islam
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Propensity Score Matching (PSM) technique has been widely used for estimating causal effect of treatment in observational studies. One major step of implementing PSM is estimating the propensity score (PS). Logistic regression model with additive linear terms of covariates is most used technique in many studies. Logistics regression model is also used with cubic splines for retaining flexibility in the model. However, choosing the functional form of the logistic regression model has been a question since the effectiveness of PSM depends on how accurately the PS been estimated. In many situations, the linearity assumption of linear logistic regression may not hold and non-linear relation between the logit and the covariates may be appropriate. One can estimate PS using machine learning techniques such as random forest, neural network etc for more accuracy in non-linear situation. In this study, an attempt has been made to compare the efficacy of Generalized Additive Model (GAM) in various linear and non-linear settings and compare its performance with usual logistic regression. GAM is a non-parametric technique where functional form of the covariates can be unspecified and a flexible regression model can be fitted. In this study various simple and complex models have been considered for treatment under several situations (small/large sample, low/high number of treatment units) and examined which method leads to more covariate balance in the matched dataset. It is found that logistic regression model is impressively robust against inclusion quadratic and interaction terms and reduces mean difference in treatment and control set equally efficiently as GAM does. GAM provided no significantly better covariate balance than logistic regression in both simple and complex models. The analysis also suggests that larger proportion of controls than treatment units leads to better balance for both of the methods.Keywords: accuracy, covariate balances, generalized additive model, logistic regression, non-linearity, propensity score matching
Procedia PDF Downloads 36218787 Hawkes Process-Based Reflexivity Analysis in the Cryptocurrency Market
Authors: Alev Atak
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We study the endogeneity in the cryptocurrency market over the branching ratio of the Hawkes process and evaluate the movement of self-excitability in the financial markets. We consider a semi-parametric self-exciting point process regression model where the excitation function is assumed to be smooth and decreasing but otherwise unspecified, and the baseline intensity is assumed to be a linear function of the regressors. We apply the empirical analysis to the three largest crypto assets, i.e. Bitcoin - Ethereum - Ripple, and provide a comparison with other financial assets such as SP500, Gold, and the volatility index VIX observed from January 2015 to December 2020. The results depict variable and high levels of endogeneity in the basket of cryptocurrencies under investigation, underlining the evidence of a significant role of endogenous feedback mechanisms in the price formation process.Keywords: hawkes process, cryptocurrency, endogeneity, reflexivity
Procedia PDF Downloads 7818786 Study the Dynamic Behavior of Irregular Buildings by the Analysis Method Accelerogram
Authors: Beciri Mohamed Walid
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Some architectural conditions required some shapes often lead to an irregular distribution of masses, rigidities and resistances. The main object of the present study consists in estimating the influence of the irregularity both in plan and in elevation which presenting some structures on the dynamic characteristics and his influence on the behavior of this structures. To do this, it is necessary to make apply both dynamic methods proposed by the RPA99 (spectral modal method and method of analysis by accelerogram) on certain similar prototypes and to analyze the parameters measuring the answer of these structures and to proceed to a comparison of the results.Keywords: structure, irregular, code, seismic, method, force, period
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