Search results for: risk prediction model

Authors: Sheena K. J., Jyoti Badge, Sayed Mohammed Zeeshan

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A Comparative Study of Exponential and Logistic Population Growth Models in India India is the second most populous city in the world, just behind China, and is going to be in the first place by next year. The Indian population has remarkably at higher rate than the other countries from the past 20 years. There were many scientists and demographers who has formulated various models of population growth in order to study and predict the future population. Some of the models are Fibonacci population growth model, Exponential growth model, Logistic growth model, Lotka-Volterra model, etc. These models have been effective in the past to an extent in predicting the population. However, it is essential to have a detailed comparative study between the population models to come out with a more accurate one. Having said that, this research study helps to analyze and compare the two population models under consideration - exponential and logistic growth models, thereby identifying the most effective one. Using the census data of 2011, the approximate population for 2016 to 2031 are calculated for 20 Indian states using both the models, compared and recorded the data with the actual population. On comparing the results of both models, it is found that logistic population model is more accurate than the exponential model, and using this model, we can predict the future population in a more effective way. This will give an insight to the researchers about the effective models of population and how effective these population models are in predicting the future population.

Keywords: population growth, population models, exponential model, logistic model, fibonacci model, lotka-volterra model, future population prediction, demographers

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Authors: Nidhin Dani Abraham, T. K. Sri Shilpa

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Asset liability management is an important aspect in banking business. Moreover, the today’s banking is based on BASEL III which strictly regulates on the counterparty default. This paper focuses on prediction and analysis of counter party default risk, which is a type of risk occurs when the customers fail to repay the amount back to the lender (bank or any financial institutions). This paper proposes an approach to reduce the counterparty risk occurring in the financial institutions using an appropriate data mining technique and thus predicts the occurrence of NPA. It also helps in asset building and restructuring quality. Liability management is very important to carry out banking business. To know and analyze the depth of liability of bank, a suitable technique is required. For that a data mining technique is being used to predict the dormant behaviour of various deposit bank customers. Various models are implemented and the results are analyzed of saving bank deposit customers. All these data are cleaned using data cleansing approach from the bank data warehouse.

Keywords: data mining, asset liability management, BASEL III, banking

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Authors: Mohammad Hadi Khorashadi Zadeh, Amin Karkon, Seyd Mohammad Reza Mashhoori

Abstract:

The technology of computer audit played a major role in the progress and prospects of a proper application to improve the quality and efficiency of audit work. But due to the technical complexity and the specific risks of computer audit, it should be shown effective in audit and preventive action. Mainly through research in this paper, we propose the causes of audit risk in a computer environment and the risk of further proposals for measures to control, to some extent reduce the risk of computer audit and improve the audit quality.

Keywords: computer auditing, risk, measures to prevent, information management

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Authors: Sukhbir Singh

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This paper describes the modeling of novel solar air collector (NSAC) system by using artificial neural network (ANN) model. The objective of the study is to demonstrate the application of the ANN model to predict the performance of the NSAC with acetamide as a phase change material (PCM) storage. Input data set consist of time, solar intensity and ambient temperature wherever as outlet air temperature of NSAC was considered as output. Experiments were conducted between 9.00 and 24.00 h in June and July 2014 underneath the prevailing atmospheric condition of Kurukshetra (city of the India). After that, experimental results were utilized to train the back propagation neural network (BPNN) to predict the outlet air temperature of NSAC. The results of proposed algorithm show that the BPNN is effective tool for the prediction of responses. The BPNN predicted results are 99% in agreement with the experimental results.

Keywords: Evacuated tube solar air collector, Artificial neural network, Phase change material, solar air collector

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Authors: Talha Ahmed, Ishtiaq Hassan

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Urban areas or metropolitan is portrayed by the very high density of population due to the result of these economic activities. Some critical elements, such as urban expansion and climate change, are driving changes in cities with exposure to the incidence and impacts of pluvial floods. Urban communities are recurrently developed by huge spaces by which water cannot enter impermeable surfaces, such as man-made permanent surfaces and structures, which do not cause the phenomena of infiltration and percolation. Urban sprawl can result in increased run-off volumes, flood stage and flood extents during heavy rainy seasons. The flood risks require a thorough examination of all aspects affecting to severe an event in order to accurately estimate their impacts and other risk factors associated with them. For risk evaluation and its impact due to urbanization, an integrated hydrological modeling approach is used on the study area in Islamabad (Pakistan), focusing on a natural water body that has been adopted in this research. The vulnerability of the physical elements at risk in the research region is analyzed using GIS and SOBEK. The supervised classification of land use containing the images from 1980 to 2020 is used. The modeling of DEM with selected return period is used for modeling a hydrodynamic model for flood event inundation. The selected return periods are 50,75 and 100 years which are used in flood modeling. The findings of this study provided useful information on high-risk places and at-risk properties.

Keywords: urbanization, flood, flood risk, GIS

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Authors: Sean Sloan

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Probability Risk Assessments (PRA) can be a difficult concept for students to grasp. So in searching for different ways to describe PRA to relate it to their lives; COVID-19 came up. The parallels are amazing. Soon students began analyzing acceptable risk with the virus. This helped them to quantify just how dangerous is dangerous. The original lesson was dismissed and for the remainder of the period, the probability of risk, and the lethality of risk became the topic. Spreading events such as a COVID carrier on an airline became analogous to single fault casualties such as a Tsunami. Odds of spreading became odds of backup-diesel-generator failure – like with Fukashima Daiichi. Fatalities of the disease became expected fatalities due to radiation spread. Quantification from this discussion took it from hyperbole and emotion into one where we could rationally base guidelines. It has been one of the most effective educational devices observed.

Keywords: COVID, education, probability, risk

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Authors: Raquel M. De sousa, Sofiane Labidi, Allan Kardec D. Barros, Alex O. Barradas Filho, Aldalea L. B. Marques

Abstract:

Several parameters are established in order to measure biodiesel quality. One of them is the iodine value, which is an important parameter that measures the total unsaturation within a mixture of fatty acids. Limitation of unsaturated fatty acids is necessary since warming of a higher quantity of these ones ends in either formation of deposits inside the motor or damage of lubricant. Determination of iodine value by official procedure tends to be very laborious, with high costs and toxicity of the reagents, this study uses an artificial neural network (ANN) in order to predict the iodine value property as an alternative to these problems. The methodology of development of networks used 13 esters of fatty acids in the input with convergence algorithms of backpropagation type were optimized in order to get an architecture of prediction of iodine value. This study allowed us to demonstrate the neural networks’ ability to learn the correlation between biodiesel quality properties, in this case iodine value, and the molecular structures that make it up. The model developed in the study reached a correlation coefficient (R) of 0.99 for both network validation and network simulation, with Levenberg-Maquardt algorithm.

Keywords: artificial neural networks, biodiesel, iodine value, prediction

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Authors: J. K. Visser, H. T. Malan

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A need exists to identify the sources of risks associated with the process automation systems within petrochemical companies or similar energy related industries. These companies use many different process automation technologies in its value chain. A crucial part of the process automation system is the information technology component featuring in the supervisory control layer. The ever-changing technology within the process automation layers and the rate at which it advances pose a risk to safe and predictable automation system performance. The age of the automation equipment also provides challenges to the operations and maintenance managers of the plant due to obsolescence and unavailability of spare parts. The main objective of this research was to determine the risk sources associated with the equipment that is part of the process automation systems. A secondary objective was to establish whether technology managers and technicians were aware of the risks and share the same viewpoint on the importance of the risks associated with automation systems. A conceptual model for risk sources of automation systems was formulated from models and frameworks in literature. This model comprised six categories of risk which forms the basis for identifying specific risks. This model was used to develop a questionnaire that was sent to 172 instrument technicians and technology managers in the company to obtain primary data. 75 completed and useful responses were received. These responses were analyzed statistically to determine the highest risk sources and to determine whether there was difference in opinion between technology managers and technicians. The most important risks that were revealed in this study are: 1) the lack of skilled technicians, 2) integration capability of third-party system software, 3) reliability of the process automation hardware, 4) excessive costs pertaining to performing maintenance and migrations on process automation systems, and 5) requirements of having third-party communication interfacing compatibility as well as real-time communication networks.

Keywords: distributed control system, identification of risks, information technology, process automation system

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Authors: Wassamon Kun-Amornpong

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When a financial crisis occurs, there will be a law and regulatory reform in order to manage the turmoil and prevent a future crisis. One of the most important regulatory efforts to help cope with systemic risk and a financial crisis is the third version of the Basel Accord. Basel III has introduced some measures and tools (e.g., systemic risk buffer, countercyclical buffer, capital conservation buffer and liquidity risk) in order to mitigate systemic risk. Nevertheless, the effectiveness of these measures in Basel III in adequately addressing the problem of contagious runs that can quickly spread throughout the financial system is questionable. This paper seeks to contribute to the knowledge regarding the role of the Basel Accords in mitigating systemic risk. The research question is to what extent the Basel Accords can help control systemic risk in the financial markets? The paper tackles this question by analysing the concept of systemic risk. It will then examine the weaknesses of the Basel Accords before and after the Global financial crisis in 2008. Finally, it will suggest some possible solutions in order to improve the Basel Accord. The rationale of the study is the fact that academic works on systemic risk and financial crises are largely studied from economic or financial perspective. There is comparatively little research from the legal and regulatory perspective. The finding of the paper is that there are some problems in all of the three pillars of the Basel Accords. With regards to Pillar I, the risk model is excessively complex while the benefits of its complexity are doubtful. Concerning Pillar II, the effectiveness of the risk-based supervision in preventing systemic risk still depends largely upon its design and implementation. Factors such as organizational culture of the regulator and the political context within which the risk-based supervision operates might be a barrier against the success of Pillar II. Meanwhile, Pillar III could not provide adequate market discipline as market participants do not always act in a rational way. In addition, the too-big-to-fail perception reduced the incentives of the market participants to monitor risks. There has been some development in resolution measure (e.g. TLAC and MREL) which might potentially help strengthen the incentive of the market participants to monitor risks. However, those measures have some weaknesses. The paper argues that if the weaknesses in the three pillars are resolved, it can be expected that the Basel Accord could contribute to the mitigation of systemic risk in a more significant way in the future.

Keywords: Basel accords, financial regulation, risk-based supervision, systemic risk

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Authors: Mohammad Mahdi Mousavi

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Bankruptcy prediction models have been implemented for continuous evaluation and monitoring of firms. With the huge number of bankruptcy models, an extensive number of studies have focused on answering the question that which of these models are superior in performance. In practice, one of the drawbacks of existing comparative studies is that the relative assessment of alternative bankruptcy models remains an exercise that is mono-criterion in nature. Further, a very restricted number of criteria and measure have been applied to compare the performance of competing bankruptcy prediction models. In this research, we overcome these methodological gaps through implementing an extensive range of criteria and measures for comparison between dynamic and static bankruptcy models, and through proposing a multi-criteria framework to compare the relative performance of bankruptcy models in forecasting firm distress for UK firms.

Keywords: bankruptcy prediction, data envelopment analysis, performance criteria, performance measures

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Authors: Rajai Al-Rousan

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This paper presents a proposed analytical model for predicting the shear strength of reinforced concrete beams strengthened with CFRP composites as external reinforcement. The proposed analytical model can predict the shear contribution of CFRP composites of RC beams with an acceptable coefficient of correlation with the tested results. Based on the comparison of the proposed model with the published well-known models (ACI model, Triantafillou model, and Colotti model), the ACI model had a wider range of 0.16 to 10.08 for the ratio between tested and predicted ultimate shears at failure. Also, an acceptable range of 0.27 to 2.78 for the ratio between tested and predicted ultimate shears by the Triantafillou model. Finally, the best prediction (the ratio between the tested and predicted ones) of the ultimate shear capacity is observed by using Colotti model with a range of 0.20 to 1.78. Thus, the contribution of the CFRP composites as external reinforcement can be predicted with high accuracy by using the proposed analytical model.

Keywords: predicting, shear capacity, reinforced concrete, beams, strengthened, externally, CFRP composites

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

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

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

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Authors: Feng Guolin, Gong Zhiqiang

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In order to study the spatial structure and dynamical mechanism of extreme precipitation in East Asia, a corresponding climate network is constructed by employing the method of event synchronization. It is found that the area of East Asian summer extreme precipitation can be separated into two regions: one with high area weighted connectivity receiving heavy precipitation mostly during the active phase of the East Asian Summer Monsoon (EASM), and another one with low area weighted connectivity receiving heavy precipitation during both the active and the retreat phase of the EASM. Besides，a way for the prediction of extreme precipitation is also developed by constructing a directed climate networks. The simulation accuracy in East Asia is 58% with a 0-day lead, and the prediction accuracy is 21% and average 12% with a 1-day and an n-day (2≤n≤10) lead, respectively. Compare to the normal EASM year, the prediction accuracy is lower in a weak year and higher in a strong year, which is relevant to the differences in correlations and extreme precipitation rates in different EASM situations. Recognizing and identifying these effects is good for understanding and predicting extreme precipitation in East Asia.

Keywords: synchronization, climate network, prediction, rainfall

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Authors: Brahim Fares Zaidi

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Our work aims to improve our Automatic Recognition System for Dysarthria Speech based on the Hidden Models of Markov and the Hidden Markov Model Toolkit to help people who are sick. With pronunciation problems, we applied two techniques of speech parameterization based on Mel Frequency Cepstral Coefficients and Perceptual Linear Prediction and concatenated them with JITTER and SHIMMER coefficients in order to increase the recognition rate of a dysarthria speech. For our tests, we used the NEMOURS database that represents speakers with dysarthria and normal speakers.

Keywords: ARSDS, HTK, HMM, MFCC, PLP

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Authors: Maryam Safrai, Tewfik Mahdi

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This article presents the stochastic modeling of the Richelieu River flood in Quebec, Canada, occurred in the spring of 2011. With the aid of the one-dimensional Watershed Modeling System (WMS (v.10.1) and HEC-RAS (v.4.1) as a flood simulator, the delineation of the probabilistic flooded areas was considered. Based on the Monte Carlo method, WMS (v.10.1) delineated the probabilistic flooded areas with corresponding occurrence percentages. Furthermore, results of this one-dimensional model were compared with the results of two-dimensional model (SRH-2D) for the evaluation of efficiency and precision of each applied model. Based on this comparison, computational process in two-dimensional model is longer and more complicated versus brief one-dimensional one. Although, two-dimensional models are more accurate than one-dimensional method, but according to existing modellers, delineation of probabilistic flooded areas based on Monte Carlo method is achievable via one-dimensional modeler. The applied software in this case study greatly responded to verify the research objectives. As a result, flood risk maps of the Richelieu River with the two applied models (1d, 2d) could elucidate the flood risk factors in hydrological, hydraulic, and managerial terms.

Keywords: flood modeling, HEC-RAS, model comparison, Monte Carlo simulation, probabilistic flooded area, SRH-2D, WMS

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Authors: Wang Yichen, Haruka Yamashita

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In recent years, in the field of sports, decision making such as member in the game and strategy of the game based on then analysis of the accumulated sports data are widely attempted. In fact, in the NBA basketball league where the world's highest level players gather, to win the games, teams analyze the data using various statistical techniques. However, it is difficult to analyze the game data for each play such as the ball tracking or motion of the players in the game, because the situation of the game changes rapidly, and the structure of the data should be complicated. Therefore, it is considered that the analysis method for real time game play data is proposed. In this research, we propose an analytical model for "determining the optimal lineup composition" using the real time play data, which is considered to be difficult for all coaches. In this study, because replacing the entire lineup is too complicated, and the actual question for the replacement of players is "whether or not the lineup should be changed", and “whether or not Small Ball lineup is adopted”. Therefore, we propose an analytical model for the optimal player selection problem based on Small Ball lineups. In basketball, we can accumulate scoring data for each play, which indicates a player's contribution to the game, and the scoring data can be considered as a time series data. In order to compare the importance of players in different situations and lineups, we combine RNN (Recurrent Neural Network) model, which can analyze time series data, and NN (Neural Network) model, which can analyze the situation on the field, to build the prediction model of score. This model is capable to identify the current optimal lineup for different situations. In this research, we collected all the data of accumulated data of NBA from 2019-2020. Then we apply the method to the actual basketball play data to verify the reliability of the proposed model.

Keywords: recurrent neural network, players lineup, basketball data, decision making model

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Authors: Chandu Rathnayake, Isuri Anuradha

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Early detection and accurate diagnosis of lung diseases play a crucial role in improving patient prognosis. However, conventional diagnostic methods heavily rely on subjective symptom assessments and medical imaging, often causing delays in diagnosis and treatment. To overcome this challenge, we propose a novel lung disease prediction system that integrates patient symptoms and X-ray images to provide a comprehensive and reliable diagnosis.In this project, develop a mobile application specifically designed for detecting lung diseases. Our application leverages both patient symptoms and X-ray images to facilitate diagnosis. By combining these two sources of information, our application delivers a more accurate and comprehensive assessment of the patient's condition, minimizing the risk of misdiagnosis. Our primary aim is to create a user-friendly and accessible tool, particularly important given the current circumstances where many patients face limitations in visiting healthcare facilities. To achieve this, we employ several state-of-the-art algorithms. Firstly, the Decision Tree algorithm is utilized for efficient symptom-based classification. It analyzes patient symptoms and creates a tree-like model to predict the presence of specific lung diseases. Secondly, we employ the Random Forest algorithm, which enhances predictive power by aggregating multiple decision trees. This ensemble technique improves the accuracy and robustness of the diagnosis. Furthermore, we incorporate a deep learning model using Convolutional Neural Network (CNN) with the RestNet50 pre-trained model. CNNs are well-suited for image analysis and feature extraction. By training CNN on a large dataset of X-ray images, it learns to identify patterns and features indicative of lung diseases. The RestNet50 architecture, known for its excellent performance in image recognition tasks, enhances the efficiency and accuracy of our deep learning model. By combining the outputs of the decision tree-based algorithms and the deep learning model, our mobile application generates a comprehensive lung disease prediction. The application provides users with an intuitive interface to input their symptoms and upload X-ray images for analysis. The prediction generated by the system offers valuable insights into the likelihood of various lung diseases, enabling individuals to take appropriate actions and seek timely medical attention. Our proposed mobile application has significant potential to address the rising prevalence of lung diseases, particularly among young individuals with smoking addictions. By providing a quick and user-friendly approach to assessing lung health, our application empowers individuals to monitor their well-being conveniently. This solution also offers immense value in the context of limited access to healthcare facilities, enabling timely detection and intervention. In conclusion, our research presents a comprehensive lung disease prediction system that combines patient symptoms and X-ray images using advanced algorithms. By developing a mobile application, we provide an accessible tool for individuals to assess their lung health conveniently. This solution has the potential to make a significant impact on the early detection and management of lung diseases, benefiting both patients and healthcare providers.

Keywords: CNN, random forest, decision tree, machine learning, deep learning

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Authors: Thohidul Islam, Md. Hamidul Haque, Robin Kumar Biswas

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Floods are one of the deadliest natural disasters which are very complex to model; however, machine learning is opening the door for more reliable and accurate flood prediction. In this research, a multilayer perceptron neural network (MLP) is developed to model the rainfall-water level relation, in a subtropical monsoon climatic region of the Bangladesh-India border. Our experiments show promising empirical results to forecast the water level for 1 day lead time. Our best performing MLP model achieves 98.7% coefficient of determination with lower model complexity which surpasses previously reported results on similar forecasting problems.

Keywords: flood forecasting, machine learning, multilayer perceptron network, regression

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Authors: Sung-Jun Yoo, Kazuhide Ito

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In this study, a comprehensive computer simulated person (CSP) that integrates computational human model (virtual manikin) and respiratory tract model (virtual airway), was applied for estimation of indoor environmental quality. Moreover, an inclusive prediction method was established by integrating computational fluid dynamics (CFD) analysis with advanced CSP which is combined with physiologically-based pharmacokinetic (PBPK) model, unsteady thermoregulation model for analysis targeting micro-climate around human body and respiratory area with high accuracy. This comprehensive method can estimate not only the contaminant inhalation but also constant interaction in the contaminant transfer between indoor spaces, i.e., a target area for indoor air quality (IAQ) assessment, and respiratory zone for health risk assessment. This study focused on the usage of the CSP as an air/thermal quality sensor in indoors, which means the application of comprehensive model for assessment of IAQ and thermal environmental quality. Demonstrative analysis was performed in order to examine the applicability of the comprehensive model to the heating, ventilation, air conditioning (HVAC) control scheme. CSP was located at the center of the simple model room which has dimension of 3m×3m×3m. Formaldehyde which is generated from floor material was assumed as a target contaminant, and flow field, sensible/latent heat and contaminant transfer analysis in indoor space were conducted by using CFD simulation coupled with CSP. In this analysis, thermal comfort was evaluated by thermoregulatory analysis, and respiratory exposure risks represented by adsorption flux/concentration at airway wall surface were estimated by PBPK-CFD hybrid analysis. These Analysis results concerning IAQ and thermal comfort will be fed back to the HVAC control and could be used to find a suitable ventilation rate and energy requirement for air conditioning system.

Keywords: CFD simulation, computer simulated person, HVAC control, indoor environmental quality

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Authors: Zubier Arfan, Paul Johnson

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The electronification of financial markets and the rise of algorithmic trading has sparked a lot of interest from the mathematical community, for the market making-problem in particular. The research presented in this short paper solves the classic stochastic control problem in order to derive the strategy for a market-maker. It also shows how to calibrate and simulate the strategy with real limit order book data for back-testing. The ambiguity of limit-order priority in back-testing is dealt with by considering optimistic and pessimistic priority scenarios. The model, although it does outperform a naive strategy, assumes constant volatility, therefore, is not best suited to the LOB data. The Heston model is introduced to describe the price and variance process of the asset. The Trader's constant absolute risk aversion utility function is optimised by numerically solving a 3-dimensional Hamilton-Jacobi-Bellman partial differential equation to find the optimal limit order quotes. The results show that the stochastic volatility market-making model is more suitable for a risk-averse trader and is also less sensitive to calibration error than the constant volatility model.

Keywords: market-making, market-microsctrucure, stochastic volatility, quantitative trading

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Authors: Hachmi Ben Ameur, Jean Luc Prigent

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We propose an extension of the CPPI method, which is based on conditional floors. In this framework, we examine in particular the TIPP and margin based strategies. These methods allow keeping part of the past gains and protecting the portfolio value against future high drawdowns of the financial market. However, as for the standard CPPI method, the investor can benefit from potential market rises. To control the risk of such strategies, we introduce both Value-at-Risk (VaR) and Expected Shortfall (ES) risk measures. For each of these criteria, we show that the conditional floor must be higher than a lower bound. We illustrate these results, for a quite general ARCH type model, including the EGARCH (1,1) as a special case.

Keywords: CPPI, conditional floor, ARCH, VaR, expected ehortfall

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Authors: Alireza Dantism

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Presently, describing the function of a protein sequence is one of the most common problems in biology. Usually, this problem can be facilitated by studying the three-dimensional structure of proteins. In the absence of a protein structure, comparative modeling often provides a useful three-dimensional model of the protein that is dependent on at least one known protein structure. Comparative modeling predicts the three-dimensional structure of a given protein sequence (target) mainly based on its alignment with one or more proteins of known structure (templates). Comparative modeling consists of four main steps 1. Similarity between the target sequence and at least one known template structure 2. Alignment of target sequence and template(s) 3. Build a model based on alignment with the selected template(s). 4. Prediction of model errors 5. Optimization of the built model There are many computer programs and web servers that automate the comparative modeling process. One of the most important advantages of these servers is that it makes comparative modeling available to both experts and non-experts, and they can easily do their own modeling without the need for programming knowledge, but some other experts prefer using programming knowledge and do their modeling manually because by doing this they can maximize the accuracy of their modeling. In this study, a web-based tool has been designed to predict the tertiary structure of proteins using PHP and Python programming languages. This tool is called EasyModel. EasyModel can receive, according to the user's inputs, the desired unknown sequence (which we know as the target) in this study, the protein sequence file (template), etc., which also has a percentage of similarity with the primary sequence, and its third structure Predict the unknown sequence and present the results in the form of graphs and constructed protein files.

Keywords: structural bioinformatics, protein tertiary structure prediction, modeling, comparative modeling, modeller

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Authors: Mu-Yen Chen, Min-Hsuan Fan, Chia-Chen Chen, Siang-Yu Jhong

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In recent years, real estate prediction or valuation has been a topic of discussion in many developed countries. Improper hype created by investors leads to fluctuating prices of real estate, affecting many consumers to purchase their own homes. Therefore, scholars from various countries have conducted research in real estate valuation and prediction. With the back-propagation neural network that has been popular in recent years and the orthogonal array in the Taguchi method, this study aimed to find the optimal parameter combination at different levels of orthogonal array after the system presented different parameter combinations, so that the artificial neural network obtained the most accurate results. The experimental results also demonstrated that the method presented in the study had a better result than traditional machine learning. Finally, it also showed that the model proposed in this study had the optimal predictive effect, and could significantly reduce the cost of time in simulation operation. The best predictive results could be found with a fewer number of experiments more efficiently. Thus users could predict a real estate transaction price that is not far from the current actual prices.

Keywords: artificial neural network, Taguchi method, real estate valuation model, investors

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Authors: Mohammad Hadi Khorashadi Zadeh, Amin Karkon, Seyd Mohammad Reza Mashhoori ‎

Abstract:

the technology of Computer audit played a major role in the progress and ‎prospects of a proper application to improve the quality and efficiency of audit ‎work. But due to the technical complexity and the specific risks of computer ‎audit, it should be shown effective in audit and preventive action. Mainly through ‎research in this paper, we proposes the causes of audit risk in a computer ‎environment and the risk of further proposals for measures to control, to some ‎extent reduce the risk of computer audit and improve the audit quality.‎

Keywords: computer auditing, risk, measures to prevent, information technology

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Authors: Gampel Alexander, Mazzuchi Thomas, Sarkani Shahram

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The cybersecurity landscape is constantly evolving, and organizations must adapt to the changing threat environment to protect their assets. The implementation of the NIST Risk Management Framework (RMF) has become critical in ensuring the security and safety of industrial control and automation systems. However, cybersecurity professionals are facing challenges in implementing RMF, leading to systems operating without authorization and being non-compliant with regulations. The current approach to RMF implementation based on business practices is limited and insufficient, leaving organizations vulnerable to cyberattacks resulting in the loss of personal consumer data and critical infrastructure details. To address these challenges, this research proposes a Model-Based Systems Engineering (MBSE) approach to implementing cybersecurity controls and assessing risk through the RMF process. The study emphasizes the need to shift to a modeling approach, which can streamline the RMF process and eliminate bloated structures that make it difficult to receive an Authorization-To-Operate (ATO). The study focuses on the practical application of MBSE in industrial control and automation systems to improve the security and safety of operations. It is concluded that MBSE can be used to solve the implementation challenges of the NIST RMF process and improve the security of industrial control and automation systems. The research suggests that MBSE provides a more effective and efficient method for implementing cybersecurity controls and assessing risk through the RMF process. The future work for this research involves exploring the broader applicability of MBSE in different industries and domains. The study suggests that the MBSE approach can be applied to other domains beyond industrial control and automation systems.

Keywords: authorization-to-operate (ATO), industrial control systems (ICS), model-based system’s engineering (MBSE), risk management framework (RMF)

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Authors: Yalçın Bozkurt

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Prediction models were developed for accurate prediction of bodyweight (BW) by using Digital Images of beef cattle body dimensions by Artificial Neural Networks (ANN). For this purpose, the animal data were collected at a private slaughter house and the digital images and the weights of each live animal were taken just before they were slaughtered and the body dimensions such as digital wither height (DJWH), digital body length (DJBL), digital body depth (DJBD), digital hip width (DJHW), digital hip height (DJHH) and digital pin bone length (DJPL) were determined from the images, using the data with 1069 observations for each traits. Then, prediction models were developed by ANN. Digital body measurements were analysed by ANN for body prediction and R2 values of DJBL, DJWH, DJHW, DJBD, DJHH and DJPL were approximately 94.32, 91.31, 80.70, 83.61, 89.45 and 70.56 % respectively. It can be concluded that in management situations where BW cannot be measured it can be predicted accurately by measuring DJBL and DJWH alone or both DJBD and even DJHH and different models may be needed to predict BW in different feeding and environmental conditions and breeds

Keywords: artificial neural networks, bodyweight, cattle, digital body measurements

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Authors: Lely A. Luengas, Pedro R. Vizcaya, Giovanni Sánchez

Abstract:

In this paper, a methodology is presented to obtain the Static Alignment Model for any transtibial amputee person. The proposed methodology starts from experimental data collected on the Hospital Militar Central, Bogotá, Colombia. The effects of transtibial prosthesis malalignment on amputees were measured in terms of joint angles, center of pressure (COP) and weight distribution. Some statistical tools are used to obtain the model parameters. Mathematical predictive models of prosthetic alignment were created. The proposed models are validated in amputees and finding promising results for the prosthesis Static Alignment. Static alignment process is unique to each subject; nevertheless the proposed methodology can be used in each transtibial amputee.

Keywords: information theory, prediction model, prosthetic alignment, transtibial prosthesis

Procedia PDF Downloads 238

Authors: Christopher Deekia Nwimae, Nigel Simms, Liyun Lao

Abstract:

Erosion in pipe bends caused by particles is a major obstacle in the oil and gas fields and might cause the breakdown of production equipment. This work studied the effects imposed by flow velocity and impact of solid particles diameter in an elbow; erosion rate was verified with experimental data using the computational fluid dynamics (CFD) approach. Two-way coupled Euler-Lagrange and discrete phase model was employed to calculate the air/solid particle flow in an elbow. One erosion model and three-particle rebound models were used to predict the erosion rate on the 90° elbows. The generic erosion model was used in the CFD-based erosion model, and after comparing it with experimental data, results showed agreement with the CFD-based predictions as observed.

Keywords: erosion, prediction, elbow, computational fluid dynamics

Procedia PDF Downloads 136

Authors: Muhsin Kizhisseri, Jorg Schluter, Saleh Gharie

Abstract:

Atherosclerosis is the main reason of stroke, which is one of the deadliest diseases in the world. The carotid artery in the brain is the prominent location for atherosclerotic progression, which hinders the blood flow into the brain. The inclusion of computational fluid dynamics (CFD) into the diagnosis cycle to understand the hemodynamics of the patient-specific carotid artery can give insights into stroke prediction. Realistic outlet boundary conditions are an inevitable part of the numerical simulations, which is one of the major factors in determining the accuracy of the CFD results. The Windkessel model-based outlet boundary conditions can give more realistic characteristics of the distal vascular branches of the carotid artery, such as the resistance to the blood flow and compliance of the distal arterial walls. This study aims to find the most influential distal branches of the carotid artery by using the Windkessel model parameters in the outlet boundary conditions. The parametric study approach to Windkessel model parameters can include the geometrical features of the distal branches, such as radius and length. The incorporation of the variations of the geometrical features of the major distal branches such as the middle cerebral artery, anterior cerebral artery, and ophthalmic artery through the Windkessel model can aid in identifying the most influential distal branch in the carotid artery. The results from this study can help physicians and stroke neurologists to have a more detailed and accurate judgment of the patient's condition.

Keywords: stroke, carotid artery, computational fluid dynamics, patient-specific, Windkessel model, distal vascular branches

Procedia PDF Downloads 195

Authors: S. O. Oyamakin, A. U. Chukwu

Abstract:

Richard's growth equation being a generalized logistic growth equation was improved upon by introducing an allometric parameter using the hyperbolic sine function. The integral solution to this was called hyperbolic Richard's growth model having transformed the solution from deterministic to a stochastic growth model. Its ability in model prediction was compared with the classical Richard's growth model an approach which mimicked the natural variability of heights/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using the coefficient of determination (R2), Mean Absolute Error (MAE) and Mean Square Error (MSE) results. The Kolmogorov-Smirnov test and Shapiro-Wilk test was also used to test the behavior of the error term for possible violations. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic Richard's nonlinear growth models better than the classical Richard's growth model.

Keywords: height, Dbh, forest, Pinus caribaea, hyperbolic, Richard's, stochastic

Procedia PDF Downloads 459