Search results for: threshold models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7219

Search results for: threshold models

6739 An Analytical Survey of Construction Changes: Gaps and Opportunities

Authors: Ehsan Eshtehardian, Saeed Khodaverdi

Abstract:

This paper surveys the studies on construction change and reveals some of the potential future works. A full-scale investigation of change literature, including change definitions, types, causes and effects, and change management systems, is accomplished to explore some of the coming change trends. It is tried to pick up the critical works in each section to deduct a true timeline of construction changes. The findings show that leaping from best practice guides in late 1990s and generic process models in the early 2000s to very advanced modeling environments in the mid-2000s and the early 2010s have made gaps along with opportunities for change researchers in order to develop some more easy and applicable models. Another finding is that there is a compelling similarity between the change and risk prediction models. Therefore, integrating these two concepts, specifically from proactive management point of view, may lead to a synergy and help project teams avoid rework. Also, the findings show that exploitation of cause-effect relationship models, in order to facilitate the dispute resolutions, seems to be an interesting field for future works.

Keywords: construction change, change management systems, dispute resolutions, change literature

Procedia PDF Downloads 290
6738 Ground State Phases in Two-Mode Quantum Rabi Models

Authors: Suren Chilingaryan

Abstract:

We study two models describing a single two-level system coupled to two boson field modes in either a parallel or orthogonal setup. Both models may be feasible for experimental realization through Raman adiabatic driving in cavity QED. We study their ground state configurations; that is, we find the quantum precursors of the corresponding semi-classical phase transitions. We found that the ground state configurations of both models present the same critical coupling as the quantum Rabi model. Around this critical coupling, the ground state goes from the so-called normal configuration with no excitation, the qubit in the ground state and the fields in the quantum vacuum state, to a ground state with excitations, the qubit in a superposition of ground and excited state, while the fields are not in the vacuum anymore, for the first model. The second model shows a more complex ground state configuration landscape where we find the normal configuration mentioned above, two single-mode configurations, where just one of the fields and the qubit are excited, and a dual-mode configuration, where both fields and the qubit are excited.

Keywords: quantum optics, quantum phase transition, cavity QED, circuit QED

Procedia PDF Downloads 358
6737 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: integral differential equations, jump–diffusion model, American options, rational approximation

Procedia PDF Downloads 108
6736 Modelling and Optimization of Laser Cutting Operations

Authors: Hany Mohamed Abdu, Mohamed Hassan Gadallah, El-Giushi Mokhtar, Yehia Mahmoud Ismail

Abstract:

Laser beam cutting is one nontraditional machining process. This paper optimizes the parameters of Laser beam cutting machining parameters of Stainless steel (316L) by considering the effect of input parameters viz. power, oxygen pressure, frequency and cutting speed. Statistical design of experiments are carried in three different levels and process responses such as 'Average kerf taper (Ta)' and 'Surface Roughness (Ra)' are measured accordingly. A quadratic mathematical model (RSM) for each of the responses is developed as a function of the process parameters. Responses predicted by the models (as per Taguchi’s L27 OA) are employed to search for an optimal parametric combination to achieve desired yield of the process. RSM models are developed for mean responses, S/N ratio, and standard deviation of responses. Optimization models are formulated as single objective problem subject to process constraints. Models are formulated based on Analysis of Variance (ANOVA) using MATLAB environment. Optimum solutions are compared with Taguchi Methodology results.

Keywords: optimization, laser cutting, robust design, kerf width, Taguchi method, RSM and DOE

Procedia PDF Downloads 613
6735 The Use of Performance Indicators for Evaluating Models of Drying Jackfruit (Artocarpus heterophyllus L.): Page, Midilli, and Lewis

Authors: D. S. C. Soares, D. G. Costa, J. T. S., A. K. S. Abud, T. P. Nunes, A. M. Oliveira Júnior

Abstract:

Mathematical models of drying are used for the purpose of understanding the drying process in order to determine important parameters for design and operation of the dryer. The jackfruit is a fruit with high consumption in the Northeast and perishability. It is necessary to apply techniques to improve their conservation for longer in order to diffuse it by regions with low consumption. This study aimed to analyse several mathematical models (Page, Lewis, and Midilli) to indicate one that best fits the conditions of convective drying process using performance indicators associated with each model: accuracy (Af) and noise factors (Bf), mean square error (RMSE) and standard error of prediction (% SEP). Jackfruit drying was carried out in convective type tray dryer at a temperature of 50°C for 9 hours. It is observed that the model Midili was more accurate with Af: 1.39, Bf: 1.33, RMSE: 0.01%, and SEP: 5.34. However, the use of the Model Midilli is not appropriate for purposes of control process due to need four tuning parameters. With the performance indicators used in this paper, the Page model showed similar results with only two parameters. It is concluded that the best correlation between the experimental and estimated data is given by the Page’s model.

Keywords: drying, models, jackfruit, biotechnology

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6734 Investigations of Flow Field with Different Turbulence Models on NREL Phase VI Blade

Authors: T. Y. Liu, C. H. Lin, Y. M. Ferng

Abstract:

Wind energy is one of the clean renewable energy. However, the low frequency (20-200HZ) noise generated from the wind turbine blades, which bothers the residents, becomes the major problem to be developed. It is useful for predicting the aerodynamic noise by flow field and pressure distribution analysis on the wind turbine blades. Therefore, the main objective of this study is to use different turbulence models to analyse the flow field and pressure distributions of the wing blades. Three-dimensional Computation Fluid Dynamics (CFD) simulation of the flow field was used to calculate the flow phenomena for the National Renewable Energy Laboratory (NREL) Phase VI horizontal axis wind turbine rotor. Two different flow cases with different wind speeds were investigated: 7m/s with 72rpm and 15m/s with 72rpm. Four kinds of RANS-based turbulence models, Standard k-ε, Realizable k-ε, SST k-ω, and v2f, were used to predict and analyse the results in the present work. The results show that the predictions on pressure distributions with SST k-ω and v2f turbulence models have good agreements with experimental data.

Keywords: horizontal axis wind turbine, turbulence model, noise, fluid dynamics

Procedia PDF Downloads 256
6733 Climate Change Effects on Agriculture

Authors: Abdellatif Chebboub

Abstract:

Agricultural production is sensitive to weather and thus directly affected by climate change. Plausible estimates of these climate change impacts require combined use of climate, crop, and economic models. Results from previous studies vary substantially due to differences in models, scenarios, and data. This paper is part of a collective effort to systematically integrate these three types of models. We focus on the economic component of the assessment, investigating how nine global economic models of agriculture represent endogenous responses to seven standardized climate change scenarios produced by two climate and five crop models. These responses include adjustments in yields, area, consumption, and international trade. We apply biophysical shocks derived from the Intergovernmental Panel on Climate Change’s representative concentration pathway with end-of-century radiative forcing of 8.5 W/m2. The mean biophysical yield effect with no incremental CO2 fertilization is a 17% reduction globally by 2050 relative to a scenario with unchanging climate. Endogenous economic responses reduce yield loss to 11%, increase area of major crops by 11%, and reduce consumption by 3%. Agricultural production, cropland area, trade, and prices show the greatest degree of variability in response to climate change, and consumption the lowest. The sources of these differences include model structure and specification; in particular, model assumptions about ease of land use conversion, intensification, and trade. This study identifies where models disagree on the relative responses to climate shocks and highlights research activities needed to improve the representation of agricultural adaptation responses to climate change.

Keywords: climate change, agriculture, weather change, danger of climate change

Procedia PDF Downloads 306
6732 Proposing a Strategic Management Maturity Model for Continues Innovation

Authors: Ferhat Demir

Abstract:

Even if strategic management is highly critical for all types of organizations, only a few maturity models have been proposed in business literature for the area of strategic management activities. This paper updates previous studies and presents a new conceptual model for assessing the maturity of strategic management in any organization. Strategic management maturity model (S-3M) is basically composed of 6 maturity levels with 7 dimensions. The biggest contribution of S-3M is to put innovation into agenda of strategic management. The main objective of this study is to propose a model to align innovation with business strategies. This paper suggests that innovation (breakthrough new products/services and business models) is the only way of creating sustainable growth and strategy studies cannot ignore this aspect. Maturity models should embrace innovation to respond dynamic business environment and rapidly changing customer behaviours.

Keywords: strategic management, innovation, business model, maturity model

Procedia PDF Downloads 183
6731 Correlation between Speech Emotion Recognition Deep Learning Models and Noises

Authors: Leah Lee

Abstract:

This paper examines the correlation between deep learning models and emotions with noises to see whether or not noises mask emotions. The deep learning models used are plain convolutional neural networks (CNN), auto-encoder, long short-term memory (LSTM), and Visual Geometry Group-16 (VGG-16). Emotion datasets used are Ryerson Audio-Visual Database of Emotional Speech and Song (RAVDESS), Crowd-sourced Emotional Multimodal Actors Dataset (CREMA-D), Toronto Emotional Speech Set (TESS), and Surrey Audio-Visual Expressed Emotion (SAVEE). To make it four times bigger, audio set files, stretch, and pitch augmentations are utilized. From the augmented datasets, five different features are extracted for inputs of the models. There are eight different emotions to be classified. Noise variations are white noise, dog barking, and cough sounds. The variation in the signal-to-noise ratio (SNR) is 0, 20, and 40. In summation, per a deep learning model, nine different sets with noise and SNR variations and just augmented audio files without any noises will be used in the experiment. To compare the results of the deep learning models, the accuracy and receiver operating characteristic (ROC) are checked.

Keywords: auto-encoder, convolutional neural networks, long short-term memory, speech emotion recognition, visual geometry group-16

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6730 Operating System Based Virtualization Models in Cloud Computing

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

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

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

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6729 Simulation-based Decision Making on Intra-hospital Patient Referral in a Collaborative Medical Alliance

Authors: Yuguang Gao, Mingtao Deng

Abstract:

The integration of independently operating hospitals into a unified healthcare service system has become a strategic imperative in the pursuit of hospitals’ high-quality development. Central to the concept of group governance over such transformation, exemplified by a collaborative medical alliance, is the delineation of shared value, vision, and goals. Given the inherent disparity in capabilities among hospitals within the alliance, particularly in the treatment of different diseases characterized by Disease Related Groups (DRG) in terms of effectiveness, efficiency and resource utilization, this study aims to address the centralized decision-making of intra-hospital patient referral within the medical alliance to enhance the overall production and quality of service provided. We first introduce the notion of production utility, where a higher production utility for a hospital implies better performance in treating patients diagnosed with that specific DRG group of diseases. Then, a Discrete-Event Simulation (DES) framework is established for patient referral among hospitals, where patient flow modeling incorporates a queueing system with fixed capacities for each hospital. The simulation study begins with a two-member alliance. The pivotal strategy examined is a "whether-to-refer" decision triggered when the bed usage rate surpasses a predefined threshold for either hospital. Then, the decision encompasses referring patients to the other hospital based on DRG groups’ production utility differentials as well as bed availability. The objective is to maximize the total production utility of the alliance while minimizing patients’ average length of stay and turnover rate. Thus the parameter under scrutiny is the bed usage rate threshold, influencing the efficacy of the referral strategy. Extending the study to a three-member alliance, which could readily be generalized to multi-member alliances, we maintain the core setup while introducing an additional “which-to-refer" decision that involves referring patients with specific DRG groups to the member hospital according to their respective production utility rankings. The overarching goal remains consistent, for which the bed usage rate threshold is once again a focal point for analysis. For the two-member alliance scenario, our simulation results indicate that the optimal bed usage rate threshold hinges on the discrepancy in the number of beds between member hospitals, the distribution of DRG groups among incoming patients, and variations in production utilities across hospitals. Transitioning to the three-member alliance, we observe similar dependencies on these parameters. Additionally, it becomes evident that an imbalanced distribution of DRG diagnoses and further disparity in production utilities among member hospitals may lead to an increase in the turnover rate. In general, it was found that the intra-hospital referral mechanism enhances the overall production utility of the medical alliance compared to individual hospitals without partnership. Patients’ average length of stay is also reduced, showcasing the positive impact of the collaborative approach. However, the turnover rate exhibits variability based on parameter setups, particularly when patients are redirected within the alliance. In conclusion, the re-structuring of diagnostic disease groups within the medical alliance proves instrumental in improving overall healthcare service outcomes, providing a compelling rationale for the government's promotion of patient referrals within collaborative medical alliances.

Keywords: collaborative medical alliance, disease related group, patient referral, simulation

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6728 Current of Drain for Various Values of Mobility in the Gaas Mesfet

Authors: S. Belhour, A. K. Ferouani, C. Azizi

Abstract:

In recent years, a considerable effort (experience, numerical simulation, and theoretical prediction models) has characterised by high efficiency and low cost. Then an improved physics analytical model for simulating is proposed. The performance of GaAs MESFETs has been developed for use in device design for high frequency. This model is based on mathematical analysis, and a new approach for the standard model is proposed, this approach allowed to conceive applicable model for MESFET’s operating in the turn-one or pinch-off region and valid for the short-channel and the long channel MESFET’s in which the two dimensional potential distribution contributed by the depletion layer under the gate is obtained by conventional approximation. More ever, comparisons between the analytical models with different values of mobility are proposed, and a good agreement is obtained.

Keywords: analytical, gallium arsenide, MESFET, mobility, models

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6727 Efficient Deep Neural Networks for Real-Time Strawberry Freshness Monitoring: A Transfer Learning Approach

Authors: Mst. Tuhin Akter, Sharun Akter Khushbu, S. M. Shaqib

Abstract:

A real-time system architecture is highly effective for monitoring and detecting various damaged products or fruits that may deteriorate over time or become infected with diseases. Deep learning models have proven to be effective in building such architectures. However, building a deep learning model from scratch is a time-consuming and costly process. A more efficient solution is to utilize deep neural network (DNN) based transfer learning models in the real-time monitoring architecture. This study focuses on using a novel strawberry dataset to develop effective transfer learning models for the proposed real-time monitoring system architecture, specifically for evaluating and detecting strawberry freshness. Several state-of-the-art transfer learning models were employed, and the best performing model was found to be Xception, demonstrating higher performance across evaluation metrics such as accuracy, recall, precision, and F1-score.

Keywords: strawberry freshness evaluation, deep neural network, transfer learning, image augmentation

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6726 Human Vibrotactile Discrimination Thresholds for Simultaneous and Sequential Stimuli

Authors: Joanna Maj

Abstract:

Body machine interfaces (BMIs) afford users a non-invasive way coordinate movement. Vibrotactile stimulation has been incorporated into BMIs to allow feedback in real-time and guide movement control to benefit patients with cognitive deficits, such as stroke survivors. To advance research in this area, we examined vibrational discrimination thresholds at four body locations to determine suitable application sites for future multi-channel BMIs using vibration cues to guide movement planning and control. Twelve healthy adults had a pair of small vibrators (tactors) affixed to the skin at each location: forearm, shoulders, torso, and knee. A "standard" stimulus (186 Hz; 750 ms) and "probe" stimuli (11 levels ranging from 100 Hz to 235 Hz; 750 ms) were delivered. Probe and test stimulus pairs could occur sequentially or simultaneously (timing). Participants verbally indicated which stimulus felt more intense. Stimulus order was counterbalanced across tactors and body locations. Probabilities that probe stimuli felt more intense than the standard stimulus were computed and fit with a cumulative Gaussian function; the discrimination threshold was defined as one standard deviation of the underlying distribution. Threshold magnitudes depended on stimulus timing and location. Discrimination thresholds were better for stimuli applied sequentially vs. simultaneously at the torso as well as the knee. Thresholds were small (better) and relatively insensitive to timing differences for vibrations applied at the shoulder. BMI applications requiring multiple channels of simultaneous vibrotactile stimulation should therefore consider the shoulder as a deployment site for a vibrotactile BMI interface.

Keywords: electromyography, electromyogram, neuromuscular disorders, biomedical instrumentation, controls engineering

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6725 Impact of Serum Estrogen and Progesterone Levels in the Outcome Pregnancy Rate in Frozen Embryo Transfer Cycles. A Prospective Cohort Study

Authors: Sayantika Biswas, Dipanshu Sur, Amitoj Athwal, Ratnabali Chakravorty

Abstract:

Title: Impact of serum estrogen and progesterone levels in the outcome pregnancy rate in frozen embryo transfer cycles. A prospective cohort study Objective: The aim of the current study was to evaluate the effect of serum estradiol (E2) and progesterone (P4) levels at different time points on pregnancy outcomes in frozen embryo transfer (FET) cycles. Materials & Method: A prospective cohort study was performed in patients undergoing frozen embryo transfer. Patients under age 37 years of age with at least one good blastocyst or three good day 3 embryos were included in the study. For endometrial preparation, 14 days of oral estradiol use (2X2 mg for 5 days. 3X2 mg for 4 days, and 4X2 mg for 5 days) was followed by vaginal progesterone twice a day and 50 mg intramuscular progesterone twice a day. Embryo transfer was scheduled 72-76 hrs or 116-120hrs after the initiation of progesterone. Serum E2 and P4 levels were examined at 4 times a) at the start of the menstrual cycle prior to the hormone supplementation. b) on the day of P4 start. c) on the day of ET. d) on the third day after ET. Result: A total 41 women were included in this study (mean age 31.8; SD 2.8). Clinical pregnancy rate was 65.55%. Serum E2 levels on at the start of the menstrual cycle prior to the hormone supplementation and on the day of P4 start were high in patients who achieved pregnancy compared to who did not (P=0.005 and P=0.019 respectively). P4 levels on on the day of ET were also high in patients with clinical pregnancy. On the day of P4 start, a serum E2 threshold of 186.4 pg/ml had a sensitivity of 82%, and P4 had a sensitivity of 71% for the prediction of clinical pregnancy at the threshold value 16.00 ng/ml. Conclusion: In women undergoing FET with hormone replacement, serum E2 level >186.4 pg/ml on the day of the start of progesterone and serum P4 levels >16.00 ng/ml on embryo transfer day are associated with clinical pregnancy.

Keywords: serum estradiol, serum progesterone, clinical pregnancy, frozen embryo transfer

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6724 Albendazole Ameliorates Inflammatory Response in a Rat Model of Acute Mesenteric Ischemia Reperfusion Injury

Authors: Kamyar Moradi

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Background: Acute mesenteric ischemia is known as a life-threatening condition. Re-establishment of blood flow in this condition can lead to mesenteric ischemia reperfusion (MIR) injury, which is accompanied by inflammatory response. Still, clear blueprint of inflammatory mechanism underlying MIR injury has not been provided. Interestingly, Albendazole has exhibited notable effects on inflammation and cytokine production. In this study, we aimed to evaluate outcomes of MIR injury following pretreatment with Albendazole with respect to assessment of mesenteric inflammation and ischemia threshold. Methods: Male rats were randomly divided into sham operated, vehicle treated, Albendazole 100 mg/kg, and Albendazole 200 mg/kg groups. MIR injury was induced by occlusion of superior mesenteric artery for 30 minutes followed by 120 minutes of reperfusion. Samples were utilized for assessment of epithelial survival and villous height. Immunohistochemistry study revealed intestinal expression of TNF-α and HIF-1-α. Gene expression of NF-κB/TLR4/TNF-α/IL-6 was measured using RTPCR. Also, protein levels of inflammatory cytokines in serum and intestine were assessed by ELISA method. Results: Histopathological study demonstrated that pretreatment with Albendazole could ameliorate decline in villous height and epithelial survival following MIR injury. Also, systemic inflammation was suppressed after administration of Albendazole. Analysis of possible participating inflammatory pathway could demonstrate that intestinal expression of NF-κB/TLR4/TNF-α/IL-6 is significantly attenuated in treated groups. Eventually, IHC study illustrated concordant decline in mesenteric expression of HIF-1-α/TNF-α. Conclusion: Single dose pretreatment with Albendazole could ameliorate inflammatory response and enhance ischemia threshold following induction of MIR injury. Still, more studies would clarify existing causality in this phenomenon.

Keywords: albendazole, ischemia reperfusion injury, inflammation, mesenteric ischemia

Procedia PDF Downloads 162
6723 Drying Kinetics of Vacuum Dried Beef Meat Slices

Authors: Elif Aykin Dincer, Mustafa Erbas

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The vacuum drying behavior of beef slices (10 x 4 x 0.2 cm3) was experimentally investigated at the temperature of 60, 70, and 80°C under 25 mbar ultimate vacuum pressure and the mathematical models (Lewis, Page, Midilli, Two-term, Wangh and Singh and Modified Henderson and Pabis) were used to fit the vacuum drying of beef slices. The increase in drying air temperature resulted in a decrease in drying time. It took approximately 206, 180 and 157 min to dry beef slices from an initial moisture content to a final moisture content of 0.05 kg water/kg dry matter at 60, 70 and 80 °C of vacuum drying, respectively. It is also observed that the drying rate increased with increasing drying temperature. The coefficients (R2), the reduced chi-square (x²) and root mean square error (RMSE) values were obtained by application of six models to the experimental drying data. The best model with the highest R2 and, the lowest x² and RMSE values was selected to describe the drying characteristics of beef slices. The Page model has shown a better fit to the experimental drying data as compared to other models. In addition, the effective moisture diffusivities of beef slices in the vacuum drying at 60 - 80 °C varied in the range of 1.05 – 1.09 x 10-10 m2/s. Consequently, this results can be used to simulate vacuum drying process of beef slices and improve efficiency of the drying process.

Keywords: beef slice, drying models, effective diffusivity, vacuum

Procedia PDF Downloads 280
6722 Socio-economic Baselining of Selected Icrmp Sites in Southwestern Cebu, Central Philippines

Authors: Rachel Luz P. Vivas-rica, Gloria G. Delan, Christine M. Corrales, Alfonso S. Piquero, Irene A. Monte

Abstract:

ABSTRACT -Selected Integrated Coastal Resource Management Program (ICRMP) sites in Southwestern Cebu were studied employing a stratified proportional sampling method using semi-structured questionnaires. Four hundred sixteen (416) respondents from five barangays with Marine Protected Areas (MPAs) and four barangays without marine sanctuaries were considered in the study. Results showed similarity of socio-economic characteristics in terms of average age, majority were middle aged, and married. Households were male dominated, obtained low education for both MPA and Non-MPA areas. In terms of occupation, majority in both areas engaged in fulltime fishing however part time jobs as carpenter, construction worker, driver or farmer as another income source. Most of the households were nuclear families with average family size of five for both MPA and Non-MPA. Fishing experience ranged from less than 1 year to more than 50 years. Fishing grounds were within the 15 kilometer radius of each considered site. Even if the respondents were totally dependent on fishing as a major source of income, still their income is way below the poverty threshold both in the MPA and Non-MPA areas. This is further explained by the marginality of their fishing implements wherein majority uses gill nets, hook & line, spear and paddle boat in fishing. Their volume of catch from an average of 6 hours fishing expedition ranges from half a kilo to a maximum of 4 kilos. Majority are not members of fishing groups or organizations.

Keywords: integrated coastal resource management program, marine protected areas, socio-economic, poverty threshold

Procedia PDF Downloads 511
6721 Anomaly Detection in Financial Markets Using Tucker Decomposition

Authors: Salma Krafessi

Abstract:

The financial markets have a multifaceted, intricate environment, and enormous volumes of data are produced every day. To find investment possibilities, possible fraudulent activity, and market oddities, accurate anomaly identification in this data is essential. Conventional methods for detecting anomalies frequently fail to capture the complex organization of financial data. In order to improve the identification of abnormalities in financial time series data, this study presents Tucker Decomposition as a reliable multi-way analysis approach. We start by gathering closing prices for the S&P 500 index across a number of decades. The information is converted to a three-dimensional tensor format, which contains internal characteristics and temporal sequences in a sliding window structure. The tensor is then broken down using Tucker Decomposition into a core tensor and matching factor matrices, allowing latent patterns and relationships in the data to be captured. A possible sign of abnormalities is the reconstruction error from Tucker's Decomposition. We are able to identify large deviations that indicate unusual behavior by setting a statistical threshold. A thorough examination that contrasts the Tucker-based method with traditional anomaly detection approaches validates our methodology. The outcomes demonstrate the superiority of Tucker's Decomposition in identifying intricate and subtle abnormalities that are otherwise missed. This work opens the door for more research into multi-way data analysis approaches across a range of disciplines and emphasizes the value of tensor-based methods in financial analysis.

Keywords: tucker decomposition, financial markets, financial engineering, artificial intelligence, decomposition models

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6720 Rethinking Urban Green Space Quality and Planning Models from Users and Experts’ Perspective for Sustainable Development: The Case of Debre Berhan and Debre Markos Cities, Ethiopia

Authors: Alemaw Kefale, Aramde Fetene, Hayal Desta

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This study analyzed the users' and experts' views on the green space quality and planning models in Debre Berhan (DB) and Debre Markos (DM) cities in Ethiopia. A questionnaire survey was conducted on 350 park users (148 from DB and 202 from DM) to rate the accessibility, size, shape, vegetation cover, social and cultural context, conservation and heritage, community participation, attractiveness, comfort, safety, inclusiveness, and maintenance of green spaces using a Likert scale. A key informant interview was held with 13 experts in DB and 12 in DM. Descriptive statistics and tests of independence of variables using the chi-square test were done. A statistically significant association existed between the perception of green space quality attributes and users' occupation (χ² (160, N = 350) = 224.463, p < 0.001), age (χ² (128, N = 350) = 212.812, p < 0.001), gender (χ² (32, N = 350) = 68.443, p < 0.001), and education level (χ² (192, N = 350) = 293.396, p < 0.001). 61.7 % of park users were unsatisfied with the quality of urban green spaces. The users perceived dense vegetation cover as "good," with a mean value of 3.41, while the remaining were perceived as "medium with a mean value of 2.62 – 3.32". Only quantitative space standards are practiced as a green space planning model, while other models are unfamiliar and never used in either city. Therefore, experts need to be aware of and practice urban green models during urban planning to ensure that new developments include green spaces to accommodate the community's and the environment's needs.

Keywords: urban green space, quality, users and experts, green space planning models, Ethiopia

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6719 Electro-Optic Parameters of Ferroelectric Particles- Liquid Crystal Composites

Authors: T. D. Ibragimov, A. R. Imamaliyev, G. M. Bayramov

Abstract:

Influence of barium titanate particles on electro-optic properties of liquid crystal 4-cyano-4′-pentylbiphenyl (5CB) with positive dielectric anisotropy and the liquid crystalline (LC) mixture Н-37 consisting of 4-methoxybezylidene-4'–butylaniline and 4-ethoxybezylidene-4'–butylaniline with negative dielectric anisotropy was investigated. It was shown that a presence of particles inside 5СВ and H-37 decreased the clearing temperature from 35.2 °С to 32.5°С and from 61.2 oC to 60.1oC, correspondingly. The threshold voltage of the Fredericksz effect became 0.3 V for the BaTiO3-5CB colloid while the beginning of this effect of the pure 5СВ was observed at 2.1 V. Threshold voltage of the Fredericksz effect increased from 2.8 V to up 3.1 V at additive of particles into H-37. A rise time of the BaTiO3-5CB colloid improved while a decay time worsened in comparison with the pure 5CB at all applied voltages. The inverse trends were observed for the H-37 matrix, namely, a rise time worsened and a decay time improved. Among other things, the effect of fast light modulation was studied at application of the rectangular impulse with direct bias to an electro-optical cell with the BaTiO3 particles+5CB and the pure 5CB. At this case, a rise time of the composite worsened, a decay time improved in comparison with the pure 5CB. The pecularities of electrohydrodynamic instability (EHDI) formation was also investigated into the composite with the H-37 matrix. It was found that the voltage of the EHDI formation decreased, a rise time increased and a decay time decreased in comparison with the pure H-37. First of all, experimental results are explained by appearance of local electric fields near the polarized ferroelectric particles at application of external electric field and an existence of the additional obstacles (particles) for movement of ions.

Keywords: liquid crystal, ferroelectric particles, composite, electro-optics

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6718 Size, Shape, and Compositional Effects on the Order-Disorder Phase Transitions in Au-Cu and Pt-M (M = Fe, Co, and Ni) Nanocluster Alloys

Authors: Forrest Kaatz, Adhemar Bultheel

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Au-Cu and Pt-M (M = Fe, Co, and Ni) nanocluster alloys are currently being investigated worldwide by many researchers for their interesting catalytic and nanophase properties. The low-temperature behavior of the phase diagrams is not well understood for alloys with nanometer sizes and shapes. These systems have similar bulk phase diagrams with the L12 (Au3Cu, Pt3M, AuCu3, and PtM3) structurally ordered intermetallics and the L10 structure for the AuCu and PtM intermetallics. We consider three models for low temperature ordering in the phase diagrams of Au–Cu and Pt–M nanocluster alloys. These models are valid for sizes ~ 5 nm and approach bulk values for sizes ~ 20 nm. We study the phase transition in nanoclusters with cubic, octahedral, and cuboctahedral shapes, covering the compositions of interest. These models are based on studying the melting temperatures in nanoclusters using the regular solution, mixing model for alloys. Experimentally, it is extremely challenging to determine thermodynamic data on nano–sized alloys. Reasonable agreement is found between these models and recent experimental data on nanometer clusters in the Au–Cu and Pt–M nanophase systems. From our data, experiments on nanocubes about 5 nm in size, of stoichiometric AuCu and PtM composition, could help differentiate between the models. Some available evidence indicates that ordered intermetallic nanoclusters have better catalytic properties than disordered ones. We conclude with a discussion of physical mechanisms whereby ordering could improve the catalytic properties of nanocluster alloys.

Keywords: catalytic reactions, gold nanoalloys, phase transitions, platinum nanoalloys

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6717 Elastic and Plastic Collision Comparison Using Finite Element Method

Authors: Gustavo Rodrigues, Hans Weber, Larissa Driemeier

Abstract:

The prevision of post-impact conditions and the behavior of the bodies during the impact have been object of several collision models. The formulation from Hertz’s theory is generally used dated from the 19th century. These models consider the repulsive force as proportional to the deformation of the bodies under contact and may consider it proportional to the rate of deformation. The objective of the present work is to analyze the behavior of the bodies during impact using the Finite Element Method (FEM) with elastic and plastic material models. The main parameters to evaluate are, the contact force, the time of contact and the deformation of the bodies. An advantage of using the FEM approach is the possibility to apply a plastic deformation to the model according to the material definition: there will be used Johnson–Cook plasticity model whose parameters are obtained through empirical tests of real materials. This model allows analyzing the permanent deformation caused by impact, phenomenon observed in real world depending on the forces applied to the body. These results are compared between them and with the model-based Hertz theory.

Keywords: collision, impact models, finite element method, Hertz Theory

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6716 An Overview of Domain Models of Urban Quantitative Analysis

Authors: Mohan Li

Abstract:

Nowadays, intelligent research technology is more and more important than traditional research methods in urban research work, and this proportion will greatly increase in the next few decades. Frequently such analyzing work cannot be carried without some software engineering knowledge. And here, domain models of urban research will be necessary when applying software engineering knowledge to urban work. In many urban plan practice projects, making rational models, feeding reliable data, and providing enough computation all make indispensable assistance in producing good urban planning. During the whole work process, domain models can optimize workflow design. At present, human beings have entered the era of big data. The amount of digital data generated by cities every day will increase at an exponential rate, and new data forms are constantly emerging. How to select a suitable data set from the massive amount of data, manage and process it has become an ability that more and more planners and urban researchers need to possess. This paper summarizes and makes predictions of the emergence of technologies and technological iterations that may affect urban research in the future, discover urban problems, and implement targeted sustainable urban strategies. They are summarized into seven major domain models. They are urban and rural regional domain model, urban ecological domain model, urban industry domain model, development dynamic domain model, urban social and cultural domain model, urban traffic domain model, and urban space domain model. These seven domain models can be used to guide the construction of systematic urban research topics and help researchers organize a series of intelligent analytical tools, such as Python, R, GIS, etc. These seven models make full use of quantitative spatial analysis, machine learning, and other technologies to achieve higher efficiency and accuracy in urban research, assisting people in making reasonable decisions.

Keywords: big data, domain model, urban planning, urban quantitative analysis, machine learning, workflow design

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6715 YOLO-IR: Infrared Small Object Detection in High Noise Images

Authors: Yufeng Li, Yinan Ma, Jing Wu, Chengnian Long

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Infrared object detection aims at separating small and dim target from clutter background and its capabilities extend beyond the limits of visible light, making it invaluable in a wide range of applications such as improving safety, security, efficiency, and functionality. However, existing methods are usually sensitive to the noise of the input infrared image, leading to a decrease in target detection accuracy and an increase in the false alarm rate in high-noise environments. To address this issue, an infrared small target detection algorithm called YOLO-IR is proposed in this paper to improve the robustness to high infrared noise. To address the problem that high noise significantly reduces the clarity and reliability of target features in infrared images, we design a soft-threshold coordinate attention mechanism to improve the model’s ability to extract target features and its robustness to noise. Since the noise may overwhelm the local details of the target, resulting in the loss of small target features during depth down-sampling, we propose a deep and shallow feature fusion neck to improve the detection accuracy. In addition, because the generalized Intersection over Union (IoU)-based loss functions may be sensitive to noise and lead to unstable training in high-noise environments, we introduce a Wasserstein-distance based loss function to improve the training of the model. The experimental results show that YOLO-IR achieves a 5.0% improvement in recall and a 6.6% improvement in F1-score over existing state-of-art model.

Keywords: infrared small target detection, high noise, robustness, soft-threshold coordinate attention, feature fusion

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6714 Meeting the Energy Balancing Needs in a Fully Renewable European Energy System: A Stochastic Portfolio Framework

Authors: Iulia E. Falcan

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The transition of the European power sector towards a clean, renewable energy (RE) system faces the challenge of meeting power demand in times of low wind speed and low solar radiation, at a reasonable cost. This is likely to be achieved through a combination of 1) energy storage technologies, 2) development of the cross-border power grid, 3) installed overcapacity of RE and 4) dispatchable power sources – such as biomass. This paper uses NASA; derived hourly data on weather patterns of sixteen European countries for the past twenty-five years, and load data from the European Network of Transmission System Operators-Electricity (ENTSO-E), to develop a stochastic optimization model. This model aims to understand the synergies between the four classes of technologies mentioned above and to determine the optimal configuration of the energy technologies portfolio. While this issue has been addressed before, it was done so using deterministic models that extrapolated historic data on weather patterns and power demand, as well as ignoring the risk of an unbalanced grid-risk stemming from both the supply and the demand side. This paper aims to explicitly account for the inherent uncertainty in the energy system transition. It articulates two levels of uncertainty: a) the inherent uncertainty in future weather patterns and b) the uncertainty of fully meeting power demand. The first level of uncertainty is addressed by developing probability distributions for future weather data and thus expected power output from RE technologies, rather than known future power output. The latter level of uncertainty is operationalized by introducing a Conditional Value at Risk (CVaR) constraint in the portfolio optimization problem. By setting the risk threshold at different levels – 1%, 5% and 10%, important insights are revealed regarding the synergies of the different energy technologies, i.e., the circumstances under which they behave as either complements or substitutes to each other. The paper concludes that allowing for uncertainty in expected power output - rather than extrapolating historic data - paints a more realistic picture and reveals important departures from results of deterministic models. In addition, explicitly acknowledging the risk of an unbalanced grid - and assigning it different thresholds - reveals non-linearity in the cost functions of different technology portfolio configurations. This finding has significant implications for the design of the European energy mix.

Keywords: cross-border grid extension, energy storage technologies, energy system transition, stochastic portfolio optimization

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6713 Comparison of Methodologies to Compute the Probabilistic Seismic Hazard Involving Faults and Associated Uncertainties

Authors: Aude Gounelle, Gloria Senfaute, Ludivine Saint-Mard, Thomas Chartier

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The long-term deformation rates of faults are not fully captured by Probabilistic Seismic Hazard Assessment (PSHA). PSHA that use catalogues to develop area or smoothed-seismicity sources is limited by the data available to constraint future earthquakes activity rates. The integration of faults in PSHA can at least partially address the long-term deformation. However, careful treatment of fault sources is required, particularly, in low strain rate regions, where estimated seismic hazard levels are highly sensitive to assumptions concerning fault geometry, segmentation and slip rate. When integrating faults in PSHA various constraints on earthquake rates from geologic and seismologic data have to be satisfied. For low strain rate regions where such data is scarce it would be especially challenging. Faults in PSHA requires conversion of the geologic and seismologic data into fault geometries, slip rates and then into earthquake activity rates. Several approaches exist for translating slip rates into earthquake activity rates. In the most frequently used approach, the background earthquakes are handled using a truncated approach, in which earthquakes with a magnitude lower or equal to a threshold magnitude (Mw) occur in the background zone, with a rate defined by the rate in the earthquake catalogue. Although magnitudes higher than the threshold are located on the fault with a rate defined using the average slip rate of the fault. As high-lighted by several research, seismic events with magnitudes stronger than the selected magnitude threshold may potentially occur in the background and not only at the fault, especially in regions of slow tectonic deformation. It also has been known that several sections of a fault or several faults could rupture during a single fault-to-fault rupture. It is then essential to apply a consistent modelling procedure to allow for a large set of possible fault-to-fault ruptures to occur aleatory in the hazard model while reflecting the individual slip rate of each section of the fault. In 2019, a tool named SHERIFS (Seismic Hazard and Earthquake Rates in Fault Systems) was published. The tool is using a methodology to calculate the earthquake rates in a fault system where the slip-rate budget of each fault is conversed into rupture rates for all possible single faults and faultto-fault ruptures. The objective of this paper is to compare the SHERIFS method with one other frequently used model to analyse the impact on the seismic hazard and through sensibility studies better understand the influence of key parameters and assumptions. For this application, a simplified but realistic case study was selected, which is in an area of moderate to hight seismicity (South Est of France) and where the fault is supposed to have a low strain.

Keywords: deformation rates, faults, probabilistic seismic hazard, PSHA

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6712 Flexible Capacitive Sensors Based on Paper Sheets

Authors: Mojtaba Farzaneh, Majid Baghaei Nejad

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This article proposes a new Flexible Capacitive Tactile Sensors based on paper sheets. This method combines the parameters of sensor's material and dielectric, and forms a new model of flexible capacitive sensors. The present article tries to present a practical explanation of this method's application and advantages. With the use of this new method, it is possible to make a more flexibility and accurate sensor in comparison with the current models. To assess the performance of this model, the common capacitive sensor is simulated and the proposed model of this article and one of the existing models are assessed. The results of this article indicate that the proposed model of this article can enhance the speed and accuracy of tactile sensor and has less error in comparison with the current models. Based on the results of this study, it can be claimed that in comparison with the current models, the proposed model of this article is capable of representing more flexibility and more accurate output parameters for touching the sensor, especially in abnormal situations and uneven surfaces, and increases accuracy and practicality.

Keywords: capacitive sensor, paper sheets, flexible, tactile, uneven

Procedia PDF Downloads 347
6711 Early Warning System of Financial Distress Based On Credit Cycle Index

Authors: Bi-Huei Tsai

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Previous studies on financial distress prediction choose the conventional failing and non-failing dichotomy; however, the distressed extent differs substantially among different financial distress events. To solve the problem, “non-distressed”, “slightly-distressed” and “reorganization and bankruptcy” are used in our article to approximate the continuum of corporate financial health. This paper explains different financial distress events using the two-stage method. First, this investigation adopts firm-specific financial ratios, corporate governance and market factors to measure the probability of various financial distress events based on multinomial logit models. Specifically, the bootstrapping simulation is performed to examine the difference of estimated misclassifying cost (EMC). Second, this work further applies macroeconomic factors to establish the credit cycle index and determines the distressed cut-off indicator of the two-stage models using such index. Two different models, one-stage and two-stage prediction models, are developed to forecast financial distress, and the results acquired from different models are compared with each other, and with the collected data. The findings show that the two-stage model incorporating financial ratios, corporate governance and market factors has the lowest misclassification error rate. The two-stage model is more accurate than the one-stage model as its distressed cut-off indicators are adjusted according to the macroeconomic-based credit cycle index.

Keywords: Multinomial logit model, corporate governance, company failure, reorganization, bankruptcy

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6710 Artificial Intelligence Based Predictive Models for Short Term Global Horizontal Irradiation Prediction

Authors: Kudzanayi Chiteka, Wellington Makondo

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The whole world is on the drive to go green owing to the negative effects of burning fossil fuels. Therefore, there is immediate need to identify and utilise alternative renewable energy sources. Among these energy sources solar energy is one of the most dominant in Zimbabwe. Solar power plants used to generate electricity are entirely dependent on solar radiation. For planning purposes, solar radiation values should be known in advance to make necessary arrangements to minimise the negative effects of the absence of solar radiation due to cloud cover and other naturally occurring phenomena. This research focused on the prediction of Global Horizontal Irradiation values for the sixth day given values for the past five days. Artificial intelligence techniques were used in this research. Three models were developed based on Support Vector Machines, Radial Basis Function, and Feed Forward Back-Propagation Artificial neural network. Results revealed that Support Vector Machines gives the best results compared to the other two with a mean absolute percentage error (MAPE) of 2%, Mean Absolute Error (MAE) of 0.05kWh/m²/day root mean square (RMS) error of 0.15kWh/m²/day and a coefficient of determination of 0.990. The other predictive models had prediction accuracies of MAPEs of 4.5% and 6% respectively for Radial Basis Function and Feed Forward Back-propagation Artificial neural network. These two models also had coefficients of determination of 0.975 and 0.970 respectively. It was found that prediction of GHI values for the future days is possible using artificial intelligence-based predictive models.

Keywords: solar energy, global horizontal irradiation, artificial intelligence, predictive models

Procedia PDF Downloads 266