Search results for: higher moment models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 17373

Search results for: higher moment models

16863 The Perceptions of Students in Tourism and Hospitality in Relation to the Pursuit of Higher Degrees: A Case of Walter Sisulu University

Authors: Adelaide Rethabile Motshabi Pitso-Mbili

Abstract:

Higher education institutions (HEIs) are under pressure in producing PhD graduates so that they can position themselves higher in terms of rankings. However, hospitality and tourism higher degree enrolment numbers are very low within South African universities. Furthermore, hospitality and tourism students choose these fields of study because they want to travel, be social, and have fun. Students in higher education are anxious about their future after studies as they are particularly worried about the job conditions in the hospitality and tourism sector, the remuneration, and the status perceptions of many jobs in the sector. Hence, there is a need for a continuous increase in the level of education with the formation of professional aptitudes and personnel quality. In order to understand the reasons for low enrolments, this study aims to explore the perceptions of the final year in tourism and hospitality diploma students towards enrolling for higher degree qualifications after their graduation. This paper utilised a quantitative research method, and data was gathered through questionnaires. In addition, the Linkert scale design was used for questionnaires. The questionnaires were distributed to 137 hospitality and tourism students who are on their exit level at Walter Sisulu University. SPSS was used to analyse data. The findings revealed that students do not wish to continue studying for higher degrees as they believe higher degrees are not important for the industry. Furthermore, families already have financial expectations as they think one qualification is enough. In addition, some students mentioned that they would love to study further, but lack of funding is a problem since NSFAS only funds the first qualification. Thus, it is recommended that students are made aware of the benefits and opportunities available after obtaining higher degrees.

Keywords: hospitality and tourism education, higher degrees, higher education, student’s perceptions, hospitality and tourism sector

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16862 Seismic Behaviour of RC Knee Joints in Closing and Opening Actions

Authors: S. Mogili, J. S. Kuang, N. Zhang

Abstract:

Knee joints, the beam column connections found at the roof level of a moment resisting frame buildings, are inherently different from conventional interior and exterior beam column connections in the way that forces from adjoining members are transferred into joint and then resisted by the joint. A knee connection has two distinct load resisting mechanisms, each for closing and opening actions acting simultaneously under reversed cyclic loading. In spite of many distinct differences in the behaviour of shear resistance in knee joints, there are no special design provisions in the major design codes available across the world due to lack of in-depth research on the knee connections. To understand the relative importance of opening and closing actions in design, it is imperative to study knee joints under varying shear stresses, especially at higher opening-to-closing shear stress ratios. Three knee joint specimens, under different input shear stresses, were designed to produce a varying ratio of input opening to closing shear stresses. The design was carried out in such a way that the ratio of flexural strength of beams with consideration of axial forces in opening to closing actions are maintained at 0.5, 0.7, and 1.0, thereby resulting in the required variation of opening to closing joint shear stress ratios among the specimens. The behaviour of these specimens was then carefully studied in terms of closing and opening capacities, hysteretic behaviour, and envelope curves to understand the differences in joint performance based on which an attempt to suggest design guidelines for knee joints is made emphasizing the relative importance of opening and closing actions. Specimens with relatively higher opening stresses were observed to be more vulnerable under the action of seismic loading.

Keywords: Knee-joints, large-scale testing, opening and closing shear stresses, seismic performance

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16861 Multiple Linear Regression for Rapid Estimation of Subsurface Resistivity from Apparent Resistivity Measurements

Authors: Sabiu Bala Muhammad, Rosli Saad

Abstract:

Multiple linear regression (MLR) models for fast estimation of true subsurface resistivity from apparent resistivity field measurements are developed and assessed in this study. The parameters investigated were apparent resistivity (ρₐ), horizontal location (X) and depth (Z) of measurement as the independent variables; and true resistivity (ρₜ) as the dependent variable. To achieve linearity in both resistivity variables, datasets were first transformed into logarithmic domain following diagnostic checks of normality of the dependent variable and heteroscedasticity to ensure accurate models. Four MLR models were developed based on hierarchical combination of the independent variables. The generated MLR coefficients were applied to another data set to estimate ρₜ values for validation. Contours of the estimated ρₜ values were plotted and compared to the observed data plots at the colour scale and blanking for visual assessment. The accuracy of the models was assessed using coefficient of determination (R²), standard error (SE) and weighted mean absolute percentage error (wMAPE). It is concluded that the MLR models can estimate ρₜ for with high level of accuracy.

Keywords: apparent resistivity, depth, horizontal location, multiple linear regression, true resistivity

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16860 Using 3D Satellite Imagery to Generate a High Precision Canopy Height Model

Authors: M. Varin, A. M. Dubois, R. Gadbois-Langevin, B. Chalghaf

Abstract:

Good knowledge of the physical environment is essential for an integrated forest planning. This information enables better forecasting of operating costs, determination of cutting volumes, and preservation of ecologically sensitive areas. The use of satellite images in stereoscopic pairs gives the capacity to generate high precision 3D models, which are scale-adapted for harvesting operations. These models could represent an alternative to 3D LiDAR data, thanks to their advantageous cost of acquisition. The objective of the study was to assess the quality of stereo-derived canopy height models (CHM) in comparison to a traditional LiDAR CHM and ground tree-height samples. Two study sites harboring two different forest stand types (broadleaf and conifer) were analyzed using stereo pairs and tri-stereo images from the WorldView-3 satellite to calculate CHM. Acquisition of multispectral images from an Unmanned Aerial Vehicle (UAV) was also realized on a smaller part of the broadleaf study site. Different algorithms using two softwares (PCI Geomatica and Correlator3D) with various spatial resolutions and band selections were tested to select the 3D modeling technique, which offered the best performance when compared with LiDAR. In the conifer study site, the CHM produced with Corelator3D using only the 50-cm resolution panchromatic band was the one with the smallest Root-mean-square deviation (RMSE: 1.31 m). In the broadleaf study site, the tri-stereo model provided slightly better performance, with an RMSE of 1.2 m. The tri-stereo model was also compared to the UAV, which resulted in an RMSE of 1.3 m. At individual tree level, when ground samples were compared to satellite, lidar, and UAV CHM, RMSE were 2.8, 2.0, and 2.0 m, respectively. Advanced analysis was done for all of these cases, and it has been noted that RMSE is reduced when the canopy cover is higher when shadow and slopes are lower and when clouds are distant from the analyzed site.

Keywords: very high spatial resolution, satellite imagery, WorlView-3, canopy height models, CHM, LiDAR, unmanned aerial vehicle, UAV

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16859 Evaluation of Newly Synthesized Steroid Derivatives Using In silico Molecular Descriptors and Chemometric Techniques

Authors: Milica Ž. Karadžić, Lidija R. Jevrić, Sanja Podunavac-Kuzmanović, Strahinja Z. Kovačević, Anamarija I. Mandić, Katarina Penov-Gaši, Andrea R. Nikolić, Aleksandar M. Oklješa

Abstract:

This study considered selection of the in silico molecular descriptors and the models for newly synthesized steroid derivatives description and their characterization using chemometric techniques. Multiple linear regression (MLR) models were established and gave the best molecular descriptors for quantitative structure-retention relationship (QSRR) modeling of the retention of the investigated molecules. MLR models were without multicollinearity among the selected molecular descriptors according to the variance inflation factor (VIF) values. Used molecular descriptors were ranked using generalized pair correlation method (GPCM). In this method, the significant difference between independent variables can be noticed regardless almost equal correlation between dependent variable. Generated MLR models were statistically and cross-validated and the best models were kept. Models were ranked using sum of ranking differences (SRD) method. According to this method, the most consistent QSRR model can be found and similarity or dissimilarity between the models could be noticed. In this study, SRD was performed using average values of experimentally observed data as a golden standard. Chemometric analysis was conducted in order to characterize newly synthesized steroid derivatives for further investigation regarding their potential biological activity and further synthesis. This article is based upon work from COST Action (CM1105), supported by COST (European Cooperation in Science and Technology).

Keywords: generalized pair correlation method, molecular descriptors, regression analysis, steroids, sum of ranking differences

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16858 In Silico Modeling of Drugs Milk/Plasma Ratio in Human Breast Milk Using Structures Descriptors

Authors: Navid Kaboudi, Ali Shayanfar

Abstract:

Introduction: Feeding infants with safe milk from the beginning of their life is an important issue. Drugs which are used by mothers can affect the composition of milk in a way that is not only unsuitable, but also toxic for infants. Consuming permeable drugs during that sensitive period by mother could lead to serious side effects to the infant. Due to the ethical restrictions of drug testing on humans, especially women, during their lactation period, computational approaches based on structural parameters could be useful. The aim of this study is to develop mechanistic models to predict the M/P ratio of drugs during breastfeeding period based on their structural descriptors. Methods: Two hundred and nine different chemicals with their M/P ratio were used in this study. All drugs were categorized into two groups based on their M/P value as Malone classification: 1: Drugs with M/P>1, which are considered as high risk 2: Drugs with M/P>1, which are considered as low risk Thirty eight chemical descriptors were calculated by ACD/labs 6.00 and Data warrior software in order to assess the penetration during breastfeeding period. Later on, four specific models based on the number of hydrogen bond acceptors, polar surface area, total surface area, and number of acidic oxygen were established for the prediction. The mentioned descriptors can predict the penetration with an acceptable accuracy. For the remaining compounds (N= 147, 158, 160, and 174 for models 1 to 4, respectively) of each model binary regression with SPSS 21 was done in order to give us a model to predict the penetration ratio of compounds. Only structural descriptors with p-value<0.1 remained in the final model. Results and discussion: Four different models based on the number of hydrogen bond acceptors, polar surface area, and total surface area were obtained in order to predict the penetration of drugs into human milk during breastfeeding period About 3-4% of milk consists of lipids, and the amount of lipid after parturition increases. Lipid soluble drugs diffuse alongside with fats from plasma to mammary glands. lipophilicity plays a vital role in predicting the penetration class of drugs during lactation period. It was shown in the logistic regression models that compounds with number of hydrogen bond acceptors, PSA and TSA above 5, 90 and 25 respectively, are less permeable to milk because they are less soluble in the amount of fats in milk. The pH of milk is acidic and due to that, basic compounds tend to be concentrated in milk than plasma while acidic compounds may consist lower concentrations in milk than plasma. Conclusion: In this study, we developed four regression-based models to predict the penetration class of drugs during the lactation period. The obtained models can lead to a higher speed in drug development process, saving energy, and costs. Milk/plasma ratio assessment of drugs requires multiple steps of animal testing, which has its own ethical issues. QSAR modeling could help scientist to reduce the amount of animal testing, and our models are also eligible to do that.

Keywords: logistic regression, breastfeeding, descriptors, penetration

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16857 Estimating Lost Digital Video Frames Using Unidirectional and Bidirectional Estimation Based on Autoregressive Time Model

Authors: Navid Daryasafar, Nima Farshidfar

Abstract:

In this article, we make attempt to hide error in video with an emphasis on the time-wise use of autoregressive (AR) models. To resolve this problem, we assume that all information in one or more video frames is lost. Then, lost frames are estimated using analogous Pixels time information in successive frames. Accordingly, after presenting autoregressive models and how they are applied to estimate lost frames, two general methods are presented for using these models. The first method which is the same standard method of autoregressive models estimates lost frame in unidirectional form. Usually, in such condition, previous frames information is used for estimating lost frame. Yet, in the second method, information from the previous and next frames is used for estimating the lost frame. As a result, this method is known as bidirectional estimation. Then, carrying out a series of tests, performance of each method is assessed in different modes. And, results are compared.

Keywords: error steganography, unidirectional estimation, bidirectional estimation, AR linear estimation

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16856 Contextualizing Theory Z of Motivation Among Indian Universities of Higher Education

Authors: Janani V., Tanika Singh, Bala Subramanian R., Santosh Kumar Sharma

Abstract:

Higher education across the globe is undergoing a sea change. This has created a varied management of higher education in Indian universities, and therefore, we find no universal law regarding HR policies and practices in these universities. As a result, faculty retention is very low, which is a serious concern for educational leaders such as vice-chancellors or directors working in the higher education sector. We can understand this phenomenon in the light of various management theories, among which theory z proposed by William Ouchi is a prominent one. With this backdrop, the present article strives to contextualize theory z in Indian higher education. For the said purpose, qualitative methodology has been adopted, and accordingly, propositions have been generated. We believe that this article will motivate other researchers to empirically test the generated propositions and thereby contribute in the existing literature.

Keywords: education, managemenet, motivation, Theory X, Theory Y, Theory Z, faculty members, universities, India

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16855 Validating Condition-Based Maintenance Algorithms through Simulation

Authors: Marcel Chevalier, Léo Dupont, Sylvain Marié, Frédérique Roffet, Elena Stolyarova, William Templier, Costin Vasile

Abstract:

Industrial end-users are currently facing an increasing need to reduce the risk of unexpected failures and optimize their maintenance. This calls for both short-term analysis and long-term ageing anticipation. At Schneider Electric, we tackle those two issues using both machine learning and first principles models. Machine learning models are incrementally trained from normal data to predict expected values and detect statistically significant short-term deviations. Ageing models are constructed by breaking down physical systems into sub-assemblies, then determining relevant degradation modes and associating each one to the right kinetic law. Validating such anomaly detection and maintenance models is challenging, both because actual incident and ageing data are rare and distorted by human interventions, and incremental learning depends on human feedback. To overcome these difficulties, we propose to simulate physics, systems, and humans -including asset maintenance operations- in order to validate the overall approaches in accelerated time and possibly choose between algorithmic alternatives.

Keywords: degradation models, ageing, anomaly detection, soft sensor, incremental learning

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16854 Recognition of Gene Names from Gene Pathway Figures Using Siamese Network

Authors: Muhammad Azam, Micheal Olaolu Arowolo, Fei He, Mihail Popescu, Dong Xu

Abstract:

The number of biological papers is growing quickly, which means that the number of biological pathway figures in those papers is also increasing quickly. Each pathway figure shows extensive biological information, like the names of genes and how the genes are related. However, manually annotating pathway figures takes a lot of time and work. Even though using advanced image understanding models could speed up the process of curation, these models still need to be made more accurate. To improve gene name recognition from pathway figures, we applied a Siamese network to map image segments to a library of pictures containing known genes in a similar way to person recognition from photos in many photo applications. We used a triple loss function and a triplet spatial pyramid pooling network by combining the triplet convolution neural network and the spatial pyramid pooling (TSPP-Net). We compared VGG19 and VGG16 as the Siamese network model. VGG16 achieved better performance with an accuracy of 93%, which is much higher than OCR results.

Keywords: biological pathway, image understanding, gene name recognition, object detection, Siamese network, VGG

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16853 Factors Affecting the Success of Private Higher Education Businesses in Malaysia

Authors: Nasir Khalid

Abstract:

In Malaysia, higher education is big business. There are many companies that are willing if not already to invest heavily in higher education for students that aspire to pursue their degree in diploma, undergraduate as well as graduate studies. These companies sometimes even have a joint venture twinning program with other already established universities in and across Europe, Australia, the United States, and Canada. Some of these investments have been successful whereas others find themselves limited by the obstacle of receiving new students. Recently, the Malaysian Ministry of Higher Education has stopped issuing licenses to set up private institutions of higher education. This paper will thus examine the factors affecting the success of private higher education businesses in Malaysia. The samples will consist of thirty private institutions [N=30]. Among the factors that will be mentioned in the literature are academic programs, student quality and achievement, student employability, alumni satisfaction, student enrolment, institutional environment, lecturer-quality and effectiveness of supporting staff. A questionnaire was developed and analyzed using statistical analysis. The result of this study found that the top three factors affecting the success of private higher education businesses in Malaysia are student enrolment, institutional environment and the academic programs offered.

Keywords: higher education business, successful business factors, private institutions, business in Malaysia

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16852 Performance Improvement of Information System of a Banking System Based on Integrated Resilience Engineering Design

Authors: S. H. Iranmanesh, L. Aliabadi, A. Mollajan

Abstract:

Integrated resilience engineering (IRE) is capable of returning banking systems to the normal state in extensive economic circumstances. In this study, information system of a large bank (with several branches) is assessed and optimized under severe economic conditions. Data envelopment analysis (DEA) models are employed to achieve the objective of this study. Nine IRE factors are considered to be the outputs, and a dummy variable is defined as the input of the DEA models. A standard questionnaire is designed and distributed among executive managers to be considered as the decision-making units (DMUs). Reliability and validity of the questionnaire is examined based on Cronbach's alpha and t-test. The most appropriate DEA model is determined based on average efficiency and normality test. It is shown that the proposed integrated design provides higher efficiency than the conventional RE design. Results of sensitivity and perturbation analysis indicate that self-organization, fault tolerance, and reporting culture respectively compose about 50 percent of total weight.

Keywords: banking system, Data Envelopment Analysis (DEA), Integrated Resilience Engineering (IRE), performance evaluation, perturbation analysis

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16851 Re-Imagining Physical Education Teacher Education in a South African Higher Education Institution

Authors: C. F. Jones Couto, L. C. Motlhaolwa, K. Williams

Abstract:

This article explores the re-imagining of physical education teacher education in South African higher education. Utilising student reflections from a physical education practical module, valuable insights into student experiences were obtained about the current physical education pedagogical approaches and potential areas for improvement. The traditional teaching model of physical education is based on the idea of teaching students a variety of sports and physical activities. However, this model has been shown to be ineffective in promoting lifelong physical activity. The modern world demands a more holistic approach to health and wellness. Data was collected using the arts-based collage method in combination with written group reflections from 139 second-year undergraduate physical education students. This study employed thematic analysis methods to gain a comprehensive understanding of the data and extract a broader perspective on the students' experiences. The study aimed to empower student teachers to learn, think, and act creatively within the many educational models that impact their experience, contributing to the ongoing efforts of re-imagining physical education teacher education in South African higher education. This research is significant as the students' valuable insights reflected that they can think and work across disciplines. Sustainable development goals and graduate attributes are important concepts that can contribute to student preparation. Using a multi-model educational approach based on the cultural-historical theory, higher education institutions can help develop graduate attributes that will prepare students for success in the workplace and life.

Keywords: holistic education, graduate attributes, physical education, teacher education, student experiences, sustainable development goals

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16850 Learning Predictive Models for Efficient Energy Management of Exhibition Hall

Authors: Jeongmin Kim, Eunju Lee, Kwang Ryel Ryu

Abstract:

This paper addresses the problem of predictive control for energy management of large-scaled exhibition halls, where a lot of energy is consumed to maintain internal atmosphere under certain required conditions. Predictive control achieves better energy efficiency by optimizing the operation of air-conditioning facilities with not only the current but also some future status taken into account. In this paper, we propose to use predictive models learned from past sensor data of hall environment, for use in optimizing the operating plan for the air-conditioning facilities by simulating future environmental change. We have implemented an emulator of an exhibition hall by using EnergyPlus, a widely used building energy emulation tool, to collect data for learning environment-change models. Experimental results show that the learned models predict future change highly accurately on a short-term basis.

Keywords: predictive control, energy management, machine learning, optimization

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16849 Empirical Roughness Progression Models of Heavy Duty Rural Pavements

Authors: Nahla H. Alaswadko, Rayya A. Hassan, Bayar N. Mohammed

Abstract:

Empirical deterministic models have been developed to predict roughness progression of heavy duty spray sealed pavements for a dataset representing rural arterial roads. The dataset provides a good representation of the relevant network and covers a wide range of operating and environmental conditions. A sample with a large size of historical time series data for many pavement sections has been collected and prepared for use in multilevel regression analysis. The modelling parameters include road roughness as performance parameter and traffic loading, time, initial pavement strength, reactivity level of subgrade soil, climate condition, and condition of drainage system as predictor parameters. The purpose of this paper is to report the approaches adopted for models development and validation. The study presents multilevel models that can account for the correlation among time series data of the same section and to capture the effect of unobserved variables. Study results show that the models fit the data very well. The contribution and significance of relevant influencing factors in predicting roughness progression are presented and explained. The paper concludes that the analysis approach used for developing the models confirmed their accuracy and reliability by well-fitting to the validation data.

Keywords: roughness progression, empirical model, pavement performance, heavy duty pavement

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16848 Quality and Quantity in the Strategic Network of Higher Education Institutions

Authors: Juha Kettunen

Abstract:

The study analyzes the quality and the size of the strategic network of higher education institutions and the concept of fitness for purpose in quality assurance. It also analyses the transaction costs of networking that have consequences on the number of members in the network. Empirical evidence is presented from the Consortium on Applied Research and Professional Education, which is a European strategic network of six higher education institutions. The results of the study support the argument that the number of members in the strategic network should be relatively small to provide high-quality results. The practical importance is that networking has been able to promote international research and development projects. The results of this study are important for those who want to design and improve international networks in higher education.

Keywords: higher education, network, research and development, strategic management

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16847 Effect of Operative Stabilization on Rib Fracture Healing in Porcine Experimental Model: A Pilot Study

Authors: Maria Stepankova, Lucie Vistejnova, Pavel Klein, Tereza Blassova, Marketa Slajerova, Radek Sedlacek, Martin Bartos, Jaroslav Chlupac

Abstract:

Background: Clinical outcome benefits of the segment rib fracture surgical therapy are well known and follow from better stabilization of the chest wall. Despite this, some authors still incline to conservative therapy and point out to possible rib fracture healing failure in connection with the bone vascular supply disturbance caused by metal plate implantation. This suggestion met neither experimental nor clinical verification and remains the object of discussion. In our pilot study we investigated the titanium plate fixation effect on the rib fracture healing in porcine model and its histological, biomechanical and radiological aspects. Materials and Method: Two porcine models (experimental group) underwent the operative chest wall stabilization with a titanium plate implantation after osteotomy. Two other porcine models (control group) were treated conservatively after osteotomy. Three weeks after surgery, all animals were sacrificed, treated ribs were explanted and the histological analysis, µCT imaging and biomechanical testing of the calluses tissue were performed. Results: In µCT imaging, experimental group showed a higher cortical bone volume compared to the control group. Histological analysis using the non-decalcified bone tissue blocks demonstrated more maturated callus with higher newly-formed osseous tissue ratio in experimental group in comparison to controls. In contrast, no significant differences in bone blood vessels supply in both groups were observed. This finding suggests that the bone blood supply in experimental group was not impaired. Biomechanical analysis using 3-point bending test demonstrated significantly higher bending stiffness and the maximum force in experimental group. Conclusion: Based on our observation, it could be concluded, that the titanium plate fixation of the rib fractures leads to faster bone callus maturation whereas does not cause the vascular supply impairment after 3 weeks and thus has a beneficial effect on the rib fracture healing.

Keywords: bone vascular supply, chest wall stabilization, fracture healing, histological analysis, titanium plate implantation

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16846 Wind Power Forecast Error Simulation Model

Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

Abstract:

One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.

Keywords: wind power, uncertainty, stochastic process, Monte Carlo simulation

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16845 A Comparative Study of Regional Climate Models and Global Coupled Models over Uttarakhand

Authors: Sudip Kumar Kundu, Charu Singh

Abstract:

As a great physiographic divide, the Himalayas affecting a large system of water and air circulation which helps to determine the climatic condition in the Indian subcontinent to the south and mid-Asian highlands to the north. It creates obstacles by defending chill continental air from north side into India in winter and also defends rain-bearing southwesterly monsoon to give up maximum precipitation in that area in monsoon season. Nowadays extreme weather conditions such as heavy precipitation, cloudburst, flash flood, landslide and extreme avalanches are the regular happening incidents in the region of North Western Himalayan (NWH). The present study has been planned to investigate the suitable model(s) to find out the rainfall pattern over that region. For this investigation, selected models from Coordinated Regional Climate Downscaling Experiment (CORDEX) and Coupled Model Intercomparison Project Phase 5 (CMIP5) has been utilized in a consistent framework for the period of 1976 to 2000 (historical). The ability of these driving models from CORDEX domain and CMIP5 has been examined according to their capability of the spatial distribution as well as time series plot of rainfall over NWH in the rainy season and compared with the ground-based Indian Meteorological Department (IMD) gridded rainfall data set. It is noted from the analysis that the models like MIROC5 and MPI-ESM-LR from the both CORDEX and CMIP5 provide the best spatial distribution of rainfall over NWH region. But the driving models from CORDEX underestimates the daily rainfall amount as compared to CMIP5 driving models as it is unable to capture daily rainfall data properly when it has been plotted for time series (TS) individually for the state of Uttarakhand (UK) and Himachal Pradesh (HP). So finally it can be said that the driving models from CMIP5 are better than CORDEX domain models to investigate the rainfall pattern over NWH region.

Keywords: global warming, rainfall, CMIP5, CORDEX, NWH

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16844 Buy-and-Hold versus Alternative Strategies: A Comparison of Market-Timing Techniques

Authors: Jonathan J. Burson

Abstract:

With the rise of virtually costless, mobile-based trading platforms, stock market trading activity has increased significantly over the past decade, particularly for the millennial generation. This increased stock market attention, combined with the recent market turmoil due to the economic upset caused by COVID-19, make the topics of market-timing and forecasting particularly relevant. While the overall stock market saw an unprecedented, historically-long bull market from March 2009 to February 2020, the end of that bull market reignited a search by investors for a way to reduce risk and increase return. Similar searches for outperformance occurred in the early, and late 2000’s as the Dotcom bubble burst and the Great Recession led to years of negative returns for mean-variance, index investors. Extensive research has been conducted on fundamental analysis, technical analysis, macroeconomic indicators, microeconomic indicators, and other techniques—all using different methodologies and investment periods—in pursuit of higher returns with lower risk. The enormous variety of timeframes, data, and methodologies used by the diverse forecasting methods makes it difficult to compare the outcome of each method directly to other methods. This paper establishes a process to evaluate the market-timing methods in an apples-to-apples manner based on simplicity, performance, and feasibility. Preliminary findings show that certain technical analysis models provide a higher return with lower risk when compared to the buy-and-hold method and to other market-timing strategies. Furthermore, technical analysis models tend to be easier for individual investors both in terms of acquiring the data and in analyzing it, making technical analysis-based market-timing methods the preferred choice for retail investors.

Keywords: buy-and-hold, forecast, market-timing, probit, technical analysis

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16843 Study of the Effect of Seismic Behavior of Twin Tunnels Position on Each Other

Authors: M. Azadi, M. Kalhor

Abstract:

Excavation of shallow tunnels such as subways in urban areas plays a significant role as a life line and investigation of the soil behavior against tunnel construction is one of the vital subjects studied in the geotechnical scope. Nowadays, urban tunnels are mostly drilled by T.B.Ms and changing the applied forces to tunnel lining is one of the most risky matters while drilling tunnels by these machines. Variation of soil cementation can change the behavior of these forces in the tunnel lining. Therefore, this article is designed to assess the impact of tunnel excavation in different soils and several amounts of cementation on applied loads to tunnel lining under static and dynamic loads. According to the obtained results, changing the cementation of soil will affect the applied loadings to the tunnel envelope significantly. It can be determined that axial force in tunnel lining decreases considerably when soil cementation increases. Also, bending moment and shear force in tunnel lining decreases as the soil cementation increases and causes bending and shear behavior of the segments to improve. Based on the dynamic analyses, as cohesion factor in soil increases, bending moment, axial and shear forces of segments decrease but lining behavior of the tunnel is the same as static state. The results show that decreasing the overburden applied to lining caused by cementation is different in two static and dynamic states.

Keywords: seismic behavior, twin tunnels, tunnel positions, TBM, optimum distance

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16842 Predicting Options Prices Using Machine Learning

Authors: Krishang Surapaneni

Abstract:

The goal of this project is to determine how to predict important aspects of options, including the ask price. We want to compare different machine learning models to learn the best model and the best hyperparameters for that model for this purpose and data set. Option pricing is a relatively new field, and it can be very complicated and intimidating, especially to inexperienced people, so we want to create a machine learning model that can predict important aspects of an option stock, which can aid in future research. We tested multiple different models and experimented with hyperparameter tuning, trying to find some of the best parameters for a machine-learning model. We tested three different models: a Random Forest Regressor, a linear regressor, and an MLP (multi-layer perceptron) regressor. The most important feature in this experiment is the ask price; this is what we were trying to predict. In the field of stock pricing prediction, there is a large potential for error, so we are unable to determine the accuracy of the models based on if they predict the pricing perfectly. Due to this factor, we determined the accuracy of the model by finding the average percentage difference between the predicted and actual values. We tested the accuracy of the machine learning models by comparing the actual results in the testing data and the predictions made by the models. The linear regression model performed worst, with an average percentage error of 17.46%. The MLP regressor had an average percentage error of 11.45%, and the random forest regressor had an average percentage error of 7.42%

Keywords: finance, linear regression model, machine learning model, neural network, stock price

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16841 Cirrhosis Mortality Prediction as Classification using Frequent Subgraph Mining

Authors: Abdolghani Ebrahimi, Diego Klabjan, Chenxi Ge, Daniela Ladner, Parker Stride

Abstract:

In this work, we use machine learning and novel data analysis techniques to predict the one-year mortality of cirrhotic patients. Data from 2,322 patients with liver cirrhosis are collected at a single medical center. Different machine learning models are applied to predict one-year mortality. A comprehensive feature space including demographic information, comorbidity, clinical procedure and laboratory tests is being analyzed. A temporal pattern mining technic called Frequent Subgraph Mining (FSM) is being used. Model for End-stage liver disease (MELD) prediction of mortality is used as a comparator. All of our models statistically significantly outperform the MELD-score model and show an average 10% improvement of the area under the curve (AUC). The FSM technic itself does not improve the model significantly, but FSM, together with a machine learning technique called an ensemble, further improves the model performance. With the abundance of data available in healthcare through electronic health records (EHR), existing predictive models can be refined to identify and treat patients at risk for higher mortality. However, due to the sparsity of the temporal information needed by FSM, the FSM model does not yield significant improvements. To the best of our knowledge, this is the first work to apply modern machine learning algorithms and data analysis methods on predicting one-year mortality of cirrhotic patients and builds a model that predicts one-year mortality significantly more accurate than the MELD score. We have also tested the potential of FSM and provided a new perspective of the importance of clinical features.

Keywords: machine learning, liver cirrhosis, subgraph mining, supervised learning

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16840 Diffusion Mechanism of Aroma Compound (2-Acetyl-1-Pyrroline) in Rice During Storage

Authors: Mary Ann U. Baradi, Arnold R. Elepaño, Manuel Jose C. Regalado

Abstract:

Aromatic rice has become popular and continues to command higher price than ordinary rice because of its distinctive scent that makes it special. Freshly harvested aromatic rice exhibits strong aromatic scent but decreases with time and conditions during storage. Of the many volatile compounds in aromatic rice, 2-acetyl-1-pyrroline (2AP) is a major compound that gives rice its popcorn-like aroma. The diffusion mechanism of 2AP in rice was investigated. Semi-empirical models explaining 2AP diffusion as affected by temperature and duration were developed. Storage time and temperature affected 2AP loss via diffusion. The amount of 2AP in rice decreased with time. Free 2AP, being volatile, is lost due to diffusion. Storage experiment indicated rapid 2AP loss during the first five weeks and subsequently leveled off afterwards; attaining level of starch bound 2AP. Decline of 2AP during storage followed exponential equation and exhibited four stages; i.e. the initial, second, third and final stage. Free 2AP is easily lost while bound 2AP is left, only to be released upon exposure to high temperature such as cooking. Both free and bound 2AP is found in endosperm while free 2AP is in the bran. Around 63–67% of total 2AP was lost in brown and milled rice of MS 6 paddy kept at ambient. Samples stored at higher temperature (27°C) recorded higher 2AP loss than those kept at lower temperature (15°C). The study should be able to guide processors in understanding and controlling parameters in storage to produce high quality rice.

Keywords: 2-acetyl-1-pyrroline, aromatic rice, diffusion mechanism, storage

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16839 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula

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16838 The Hyperbolic Smoothing Approach for Automatic Calibration of Rainfall-Runoff Models

Authors: Adilson Elias Xavier, Otto Corrêa Rotunno Filho, Paulo Canedo De Magalhães

Abstract:

This paper addresses the issue of automatic parameter estimation in conceptual rainfall-runoff (CRR) models. Due to threshold structures commonly occurring in CRR models, the associated mathematical optimization problems have the significant characteristic of being strongly non-differentiable. In order to face this enormous task, the resolution method proposed adopts a smoothing strategy using a special C∞ differentiable class function. The final estimation solution is obtained by solving a sequence of differentiable subproblems which gradually approach the original conceptual problem. The use of this technique, called Hyperbolic Smoothing Method (HSM), makes possible the application of the most powerful minimization algorithms, and also allows for the main difficulties presented by the original CRR problem to be overcome. A set of computational experiments is presented for the purpose of illustrating both the reliability and the efficiency of the proposed approach.

Keywords: rainfall-runoff models, automatic calibration, hyperbolic smoothing method

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16837 Controlled Doping of Graphene Monolayer

Authors: Vedanki Khandenwal, Pawan Srivastava, Kartick Tarafder, Subhasis Ghosh

Abstract:

We present here the experimental realization of controlled doping of graphene monolayers through charge transfer by trapping selected organic molecules between the graphene layer and underlying substrates. This charge transfer between graphene and trapped molecule leads to controlled n-type or p-type doping in monolayer graphene (MLG), depending on whether the trapped molecule acts as an electron donor or an electron acceptor. Doping controllability has been validated by a shift in corresponding Raman peak positions and a shift in Dirac points. In the transfer characteristics of field effect transistors, a significant shift of Dirac point towards positive or negative gate voltage region provides the signature of p-type or n-type doping of graphene, respectively, as a result of the charge transfer between graphene and the organic molecules trapped within it. In order to facilitate the charge transfer interaction, it is crucial for the trapped molecules to be situated in close proximity to the graphene surface, as demonstrated by findings in Raman and infrared spectroscopies. However, the mechanism responsible for this charge transfer interaction has remained unclear at the microscopic level. Generally, it is accepted that the dipole moment of adsorbed molecules plays a crucial role in determining the charge-transfer interaction between molecules and graphene. However, our findings clearly illustrate that the doping effect primarily depends on the reactivity of the constituent atoms in the adsorbed molecules rather than just their dipole moment. This has been illustrated by trapping various molecules at the graphene−substrate interface. Dopant molecules such as acetone (containing highly reactive oxygen atoms) promote adsorption across the entire graphene surface. In contrast, molecules with less reactive atoms, such as acetonitrile, tend to adsorb at the edges due to the presence of reactive dangling bonds. In the case of low-dipole moment molecules like toluene, there is a lack of substantial adsorption anywhere on the graphene surface. Observation of (i) the emergence of the Raman D peak exclusively at the edges for trapped molecules without reactive atoms and throughout the entire basal plane for those with reactive atoms, and (ii) variations in the density of attached molecules (with and without reactive atoms) to graphene with their respective dipole moments provides compelling evidence to support our claim. Additionally, these observations were supported by first principle density functional calculations.

Keywords: graphene, doping, charge transfer, liquid phase exfoliation

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16836 Developing Location-allocation Models in the Three Echelon Supply Chain

Authors: Mehdi Seifbarghy, Zahra Mansouri

Abstract:

In this paper a few location-allocation models are developed in a multi-echelon supply chain including suppliers, manufacturers, distributors and retailers. The objectives are maximizing demand coverage, minimizing the total distance of distributors from suppliers, minimizing some facility establishment costs and minimizing the environmental effects. Since nature of the given models is multi-objective, we suggest a number of goal-based solution techniques such L-P metric, goal programming, multi-choice goal programming and goal attainment in order to solve the problems.

Keywords: location, multi-echelon supply chain, covering, goal programming

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16835 Capacity of Cold-Formed Steel Warping-Restrained Members Subjected to Combined Axial Compressive Load and Bending

Authors: Maryam Hasanali, Syed Mohammad Mojtabaei, Iman Hajirasouliha, G. Charles Clifton, James B. P. Lim

Abstract:

Cold-formed steel (CFS) elements are increasingly being used as main load-bearing components in the modern construction industry, including low- to mid-rise buildings. In typical multi-storey buildings, CFS structural members act as beam-column elements since they are exposed to combined axial compression and bending actions, both in moment-resisting frames and stud wall systems. Current design specifications, including the American Iron and Steel Institute (AISI S100) and the Australian/New Zealand Standard (AS/NZS 4600), neglect the beneficial effects of warping-restrained boundary conditions in the design of beam-column elements. Furthermore, while a non-linear relationship governs the interaction of axial compression and bending, the combined effect of these actions is taken into account through a simplified linear expression combining pure axial and flexural strengths. This paper aims to evaluate the reliability of the well-known Direct Strength Method (DSM) as well as design proposals found in the literature to provide a better understanding of the efficiency of the code-prescribed linear interaction equation in the strength predictions of CFS beam columns and the effects of warping-restrained boundary conditions on their behavior. To this end, the experimentally validated finite element (FE) models of CFS elements under compression and bending were developed in ABAQUS software, which accounts for both non-linear material properties and geometric imperfections. The validated models were then used for a comprehensive parametric study containing 270 FE models, covering a wide range of key design parameters, such as length (i.e., 0.5, 1.5, and 3 m), thickness (i.e., 1, 2, and 4 mm) and cross-sectional dimensions under ten different load eccentricity levels. The results of this parametric study demonstrated that using the DSM led to the most conservative strength predictions for beam-column members by up to 55%, depending on the element’s length and thickness. This can be sourced by the errors associated with (i) the absence of warping-restrained boundary condition effects, (ii) equations for the calculations of buckling loads, and (iii) the linear interaction equation. While the influence of warping restraint is generally less than 6%, the code suggested interaction equation led to an average error of 4% to 22%, based on the element lengths. This paper highlights the need to provide more reliable design solutions for CFS beam-column elements for practical design purposes.

Keywords: beam-columns, cold-formed steel, finite element model, interaction equation, warping-restrained boundary conditions

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16834 A Machine Learning Model for Dynamic Prediction of Chronic Kidney Disease Risk Using Laboratory Data, Non-Laboratory Data, and Metabolic Indices

Authors: Amadou Wurry Jallow, Adama N. S. Bah, Karamo Bah, Shih-Ye Wang, Kuo-Chung Chu, Chien-Yeh Hsu

Abstract:

Chronic kidney disease (CKD) is a major public health challenge with high prevalence, rising incidence, and serious adverse consequences. Developing effective risk prediction models is a cost-effective approach to predicting and preventing complications of chronic kidney disease (CKD). This study aimed to develop an accurate machine learning model that can dynamically identify individuals at risk of CKD using various kinds of diagnostic data, with or without laboratory data, at different follow-up points. Creatinine is a key component used to predict CKD. These models will enable affordable and effective screening for CKD even with incomplete patient data, such as the absence of creatinine testing. This retrospective cohort study included data on 19,429 adults provided by a private research institute and screening laboratory in Taiwan, gathered between 2001 and 2015. Univariate Cox proportional hazard regression analyses were performed to determine the variables with high prognostic values for predicting CKD. We then identified interacting variables and grouped them according to diagnostic data categories. Our models used three types of data gathered at three points in time: non-laboratory, laboratory, and metabolic indices data. Next, we used subgroups of variables within each category to train two machine learning models (Random Forest and XGBoost). Our machine learning models can dynamically discriminate individuals at risk for developing CKD. All the models performed well using all three kinds of data, with or without laboratory data. Using only non-laboratory-based data (such as age, sex, body mass index (BMI), and waist circumference), both models predict chronic kidney disease as accurately as models using laboratory and metabolic indices data. Our machine learning models have demonstrated the use of different categories of diagnostic data for CKD prediction, with or without laboratory data. The machine learning models are simple to use and flexible because they work even with incomplete data and can be applied in any clinical setting, including settings where laboratory data is difficult to obtain.

Keywords: chronic kidney disease, glomerular filtration rate, creatinine, novel metabolic indices, machine learning, risk prediction

Procedia PDF Downloads 87