Search results for: diurnal temperature cycle model

Authors: Hsyi-En Cheng, Ying-Yi Liou

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Metal-oxide semiconductor (MOS) gas sensors are widely used in the gas-detection market due to their high sensitivity, fast response, and simple device structures. However, the high working temperature of MOS gas sensors makes them difficult to integrate with the appliance or consumer goods. One-dimensional (1-D) nanostructures are considered to have the potential to lower their working temperature due to their large surface-to-volume ratio, confined electrical conduction channels, and small feature sizes. Unfortunately, the difficulty of fabricating 1-D nanostructure electrodes has hindered the development of low-temperature MOS gas sensors. In this work, we proposed a method to fabricate nanotube-arrays, and the SnO₂ nanotube-array sensors with different wall thickness were successfully prepared and examined. The fabrication of SnO₂ nanotube arrays incorporates the techniques of barrier-free anodic aluminum oxide (AAO) template and atomic layer deposition (ALD) of SnO₂. First, 1.0 µm Al film was deposited on ITO glass substrate by electron beam evaporation and then anodically oxidized by five wt% phosphoric acid solution at 5°C under a constant voltage of 100 V to form porous aluminum oxide. As the Al film was fully oxidized, a 15 min over anodization and a 30 min post chemical dissolution were used to remove the barrier oxide at the bottom end of pores to generate a barrier-free AAO template. The ALD using reactants of TiCl4 and H₂O was followed to grow a thin layer of SnO₂ on the template to form SnO₂ nanotube arrays. After removing the surface layer of SnO₂ by H₂ plasma and dissolving the template by 5 wt% phosphoric acid solution at 50°C, upright standing SnO₂ nanotube arrays on ITO glass were produced. Finally, Ag top electrode with line width of 5 μm was printed on the nanotube arrays to form SnO₂ nanotube-array sensor. Two SnO₂ nanotube-arrays with wall thickness of 30 and 60 nm were produced in this experiment for the evaluation of gas sensing ability. The flat SnO₂ films with thickness of 30 and 60 nm were also examined for comparison. The results show that the properties of ALD SnO₂ films were related to the deposition temperature. The films grown at 350°C had a low electrical resistivity of 3.6×10-3 Ω-cm and were, therefore, used for the nanotube-array sensors. The carrier concentration and mobility of the SnO₂ films were characterized by Ecopia HMS-3000 Hall-effect measurement system and were 1.1×1020 cm-3 and 16 cm3/V-s, respectively. The electrical resistance of SnO₂ film and nanotube-array sensors in air and in a 5% H₂-95% N₂ mixture gas was monitored by Pico text M3510A 6 1/2 Digits Multimeter. It was found that, at 200 °C, the 30-nm-wall SnO₂ nanotube-array sensor performs the highest responsivity to 5% H₂, followed by the 30-nm SnO₂ film sensor, the 60-nm SnO₂ film sensor, and the 60-nm-wall SnO₂ nanotube-array sensor. However, at temperatures below 100°C, all the samples were insensitive to the 5% H₂ gas. Further investigation on the sensors with thinner SnO₂ is necessary for improving the sensing ability at temperatures below 100 °C.

Keywords: atomic layer deposition, nanotube arrays, gas sensor, tin dioxide

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Authors: L. Korpinen, P. Taskinen, P. Rautio

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This study aimed to describe procedures that we developed to use in the quantitative, bone-specific SPECT/CT at our hospital. Our procedures included the following questions for choosing imaging protocols, which were based on a clinical doctor's referral: (1) Is she/he a cancer patient or not? (2) Are there any indications of inflammatory rheumatoid arthritis? We performed about 1,106 skeletal scintigraphies over two years. About 394 patients were studied with quantitative bone-specific single-photon emission computed tomography/computerized tomography (SPECT/CT) (i.e., about 36% of all bone scintigraphies). Approximately 64% of the patients were studied using the conventional Anterior-Posterior/Posterior-Anterior imaging. Our procedure has improved efficiency and decreased cycle times.

Keywords: skeletal scintigraphy, SPECT/CT, imaging, procedure

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Authors: Hamida Qumber Ali, Waseem Muhammad Arain, Shama Siddiqui, Sayeed Ghani

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We present an implementing of RMAC in TinyOS 1.x. RMAC is a cross layer and Duty-cycle MAC protocols that was proposed to provide energy efficient transmission services for wireless sensor networks. The protocol has a unique and efficient packet transmission scheduling mechanism that enables it to overcome delivery latency and overcome traffic congestion. Design details and implementation challenges are divulged. Experiments are conducted to show the correctness of our implementation with numerous assumptions. Simulations are performed to compare the performance of RMAC and SMAC. Our results show that RMAC outperforms SMAC in energy efficiency and delay.

Keywords: MAC protocol, performance, RMAC, wireless sensor networks

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Authors: Brian W. Mandikiana

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Homestead food production has the potential to alleviate hunger, improve health and nutrition for children and adults. This article examines the relationship between self-reported hunger and homestead food production using the ordered probit model. A sample of households participating in homestead food production was drawn from the first wave of the South African National Income Dynamics Survey, a nationally representative cross-section. The sample selection problem was corrected using an ordered probit model with sample selection approach. The findings show that homestead food production exerts a positive and significant impact on children and adults’ ability to cope with hunger and malnutrition. Yet, on the contrary, potential gains of homestead food production are threatened by shocks such as crop failure.

Keywords: agriculture, hunger, nutrition, sample selection

Procedia PDF Downloads 316

Authors: Jie Ji, Jing Xu, Yuehong Zhuang, Xiangqing Kang, Ying Qian, Ping Zhou, Di Xue

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Background: In 2014, there were 28,341 health professionals in Pudong new area of Shanghai and the number per 1000 population was 5.199, 55.55% higher than that in 2006. But it was always less than the average number of health professionals per 1000 population in Shanghai from 2006 to 2014. Therefore, allocation planning for the health professionals in Pudong new area has become a high priority task in order to meet the future demands of health care. In this study, we constructed an objective-based system dynamics model to forecast the number of health professionals in Pudong new area of Shanghai in 2020. Methods: We collected the data from health statistics reports and previous survey of human resources in Pudong new area of Shanghai. Nine experts, who were from health administrative departments, public hospitals and community health service centers, were consulted to estimate the current and future status of nine variables used in the system dynamics model. Based on the objective of the number of health professionals per 1000 population (8.0) in Shanghai for 2020, the system dynamics model for health professionals in Pudong new area of Shanghai was constructed to forecast the number of health professionals needed in Pudong new area in 2020. Results: The system dynamics model for health professionals in Pudong new area of Shanghai was constructed. The model forecasted that there will be 37,330 health professionals (6.433 per 1000 population) in 2020. If the success rate of health professional recruitment changed from 20% to 70%, the number of health professionals per 1000 population would be changed from 5.269 to 6.919. If this rate changed from 20% to 70% and the success rate of building new beds changed from 5% to 30% at the same time, the number of health professionals per 1000 population would be changed from 5.269 to 6.923. Conclusions: The system dynamics model could be used to simulate and forecast the health professionals. But, if there were no significant changes in health policies and management system, the number of health professionals per 1000 population would not reach the objectives in Pudong new area in 2020.

Keywords: allocation planning, forecast, health professional, system dynamics

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Authors: Poramatdha Chutimant

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The objective of the research was to propose a model of teacher leadership in history instruction for utilization. Everett M. Rogers’ Diffusion of Innovations Theory is applied as theoretical framework. Qualitative method is to be used in the study, and the interview protocol used as an instrument to collect primary data from best practices who awarded by Office of National Education Commission (ONEC). Open-end questions will be used in interview protocol in order to gather the various data. Then, information according to international context of history instruction is the secondary data used to support in the summarizing process (Content Analysis). Dendrogram is a key to interpret and synthesize the primary data. Thus, secondary data comes as the supportive issue in explanation and elaboration. In-depth interview is to be used to collected information from seven experts in educational field. The focal point is to validate a draft model in term of future utilization finally.

Keywords: history study, nationalism, patriotism, responsible citizenship, teacher leadership

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Authors: Armin Bodaghkhani, Bruce Colbourne, Yuri S. Muzychka

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The process of spray-cloud formation and flow kinematics produced from breaking wave impact on vertical and slant lab-scale bow-shaped models were experimentally investigated. Bubble Image Velocimetry (BIV) and Image Processing (IP) techniques were applied to study the various types of wave-model impacts. Different wave characteristics were generated in a tow tank to investigate the effects of wave characteristics, such as wave phase velocity, wave steepness on droplet velocities, and behavior of the process of spray cloud formation. The phase ensemble-averaged vertical velocity and turbulent intensity were computed. A high-speed camera and diffused LED backlights were utilized to capture images for further post processing. Various pressure sensors and capacitive wave probes were used to measure the wave impact pressure and the free surface profile at different locations of the model and wave-tank, respectively. Droplet sizes and velocities were measured using BIV and IP techniques to trace bubbles and droplets in order to measure their velocities and sizes by correlating the texture in these images. The impact pressure and droplet size distributions were compared to several previously experimental models, and satisfactory agreements were achieved. The distribution of droplets in front of both models are demonstrated. Due to the highly transient process of spray formation, the drag coefficient for several stages of this transient displacement for various droplet size ranges and different Reynolds number were calculated based on the ensemble average method. From the experimental results, the slant model produces less spray in comparison with the vertical model, and the droplet velocities generated from the wave impact with the slant model have a lower velocity as compared with the vertical model.

Keywords: spray charachteristics, droplet size and velocity, wave-body interactions, bubble image velocimetry, image processing

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Authors: Yuzhi Cai

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This talk presents a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. We establish that the joint posterior distribution of the model parameters and future values is well defined. The associated MCMC algorithm for parameter estimation and forecasting converges to the posterior distribution quickly. We also present a combining forecasts technique to produce more accurate out-of-sample forecasts by using a weighted sequence of fitted QAR models. A moving window method to check the quality of the estimated conditional quantiles is developed. We verify our methodology using simulation studies and then apply it to currency exchange rate data. An application of the method to the USD to GBP daily currency exchange rates will also be discussed. The results obtained show that an unequally weighted combining method performs better than other forecasting methodology.

Keywords: combining forecasts, MCMC, quantile modelling, quantile forecasting, predictive density functions

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Authors: Zuoyong Zhang, Min Yu, Jinlong Zhao, Shudong He

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The Maillard reaction can produce the flavor enhancing substance through the chemical crosslinking between free amino group of the protein or polypeptide with the carbonyl of the reducing sugar. In this research, solutions of rapeseed meal peptide and D-xylose with or without L-cysteine (RXC or RX) were heated over a range of temperatures (80-140 °C) for 2 h. It was observed that RXs had a severe browning,while RXCs accompanied by more pH decrement with the temperature increasing. Then the correlation among data of quantitative sensory descriptive analysis, free amino acid (FAA) and GC–MS of RXCs and RXs were analyzed using the partial least square regression method. Results suggested that the Maillard reaction product (MRPs) with cysteine formed at 120 °C (RXC-120) had greater sensory properties especially meat-like flavor compared to other MRPs. Meanwhile, it revealed that glutamic and glycine not only had a positive contribution to meaty aroma but also showed a significant and positive influence on umami taste of RXs based on the FAA data. Moreover, the sulfur-containing compounds showed a significant positive correlation with the meat-like flavor of RXCs, while RXs depended on furans and nitrogenous-containing compounds with more caramel-like flavor. Therefore, a MRP with strong meaty flavor could be obtained at 120 °C by addition of cysteine.

Keywords: rapeseed meal, Maillard reaction, sensory characteristics, FAA, GC–MS, partial least square regression

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Authors: Tânia F. C. V. Silva, Eloísa S. S. Vieira, João Pinto da Costa, Rui A. R. Boaventura, Vitor J. P. Vilar

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Sanitary landfill leachates are characterized as a complex mixture of diverse organic and inorganic contaminants, which are usually removed by combining different treatment processes. Due to its simplicity, reliability, high cost-effectiveness and high nitrogen content (mostly under the ammonium form) inherent in this type of effluent, the activated sludge biological process is almost always applied in leachate treatment plants (LTPs). The purpose of this work is to assess the effect of the main nitrification and denitrification variables on the nitrogen's biological removal, from mature leachates. The leachate samples were collected after an aerated lagoon, at a LTP nearby Porto, presenting a high amount of dissolved organic carbon (1.0-1.3 g DOC/L) and ammonium nitrogen (1.1-1.7 g NH4+-N/L). The experiments were carried out in a 1-L lab-scale batch reactor, equipped with a pH, temperature and dissolved oxygen (DO) control system, in order to determine the reaction kinetic constants at unchanging conditions. The nitrification reaction rate was evaluated while varying the (i) operating temperature (15, 20, 25 and 30ºC), (ii) DO concentration interval (0.5-1.0, 1.0-2.0 and 2.0-4.0 mg/L) and (iii) solution pH (not controlled, 7.5-8.5 and 6.5-7.5). At the beginning of most assays, it was verified that the ammonium stripping occurred simultaneously to the nitrification, reaching up to 37% removal of total dissolved nitrogen. The denitrification kinetic constants and the methanol consumptions were calculated for different values of (i) volatile suspended solids (VSS) content (25, 50 and 100 mL of centrifuged sludge in 1 L solution), (ii) pH interval (6.5-7.0, 7.5-8.0 and 8.5-9.0) and (iii) temperature (15, 20, 25 and 30ºC), using effluent previously nitrified. The maximum nitrification rate obtained was 38±2 mg NH4+-N/h/g VSS (25ºC, 0.5-1.0 mg O2/L, pH not controlled), consuming 4.4±0.3 mg CaCO3/mg NH4+-N. The highest denitrification rate achieved was 19±1 mg (NO2--N+NO3--N)/h/g VSS (30ºC, 50 mL of sludge and pH between 7.5 and 8.0), with a C/N consumption ratio of 1.1±0.1 mg CH3OH/mg (NO2--N+NO3--N) and an overall alkalinity production of 3.7±0.3 mg CaCO3/mg (NO2--N+NO3--N). The denitrification process showed to be sensitive to all studied parameters, while the nitrification reaction did not suffered significant change when DO content was changed.

Keywords: mature sanitary landfill leachate, nitrogen removal, nitrification and denitrification parameters, lab-scale activated sludge biological reactor

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Authors: M. S. Mousavi-Daramoroudi, H. Yousefnia, S. Zolghadri, F. Abbasi-Davani

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Dosimetry is an indispensable and precious factor in patient treatment planning; to minimize the absorbed dose in vital tissues. In this study, In accordance with the proper characteristics of DOTATOC and ¹⁷⁷Lu, after preparing ¹⁷⁷Lu-DOTATOC at the optimal conditions for the first time in Iran, radionuclidic and radiochemical purity of the solution was investigated using an HPGe spectrometer and ITLC method, respectively. The biodistribution of the compound was assayed for treatment of adenocarcinoma breast cancer in bearing BALB/c mice. The results have demonstrated that ¹⁷⁷Lu-DOTATOC is a profitable selection for therapy of the tumors. Because of the vital role of internal dosimetry before and during therapy, the effort to improve the accuracy and rapidity of dosimetric calculations is necessary. For this reason, a new method was accomplished to calculate the absorbed dose through mixing between compartmental model, animal dosimetry and extrapolated data from animal to human and using MIRD method. Despite utilization of compartmental model based on the experimental data, it seems this approach may increase the accuracy of dosimetric data, confidently.

Keywords: ¹⁷⁷Lu-DOTATOC, biodistribution modeling, compartmental model, internal dosimetry

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Authors: Adesuyi Ayodeji Steve, Zahn Munch

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This study investigates the use of MODIS NDVI to identify agricultural land cover change areas on an annual time step (2007 - 2012) and characterize the trend in the study area. An ISODATA classification was performed on the MODIS imagery to select only the agricultural class producing 3 class groups namely: agriculture, agriculture/semi-natural, and semi-natural. NDVI signatures were created for the time series to identify areas dominated by cereals and vineyards with the aid of ancillary, pictometry and field sample data. The NDVI signature curve and training samples aided in creating a decision tree model in WEKA 3.6.9. From the training samples two classification models were built in WEKA using decision tree classifier (J48) algorithm; Model 1 included ISODATA classification and Model 2 without, both having accuracies of 90.7% and 88.3% respectively. The two models were used to classify the whole study area, thus producing two land cover maps with Model 1 and 2 having classification accuracies of 77% and 80% respectively. Model 2 was used to create change detection maps for all the other years. Subtle changes and areas of consistency (unchanged) were observed in the agricultural classes and crop practices over the years as predicted by the land cover classification. 41% of the catchment comprises of cereals with 35% possibly following a crop rotation system. Vineyard largely remained constant over the years, with some conversion to vineyard (1%) from other land cover classes. Some of the changes might be as a result of misclassification and crop rotation system.

Keywords: change detection, land cover, modis, NDVI

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Authors: Cristian Păuna

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After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction

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Authors: Abid Ali Abid

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One-dimensional (1-D) particle-in-cell (PIC) electrostatic simulations are carried out to investigate the electrostatic waves, whose constituents are hot, cold and beam electrons in the background of motionless positive ions. In fact, the electrostatic modes excited are electron acoustic waves, beam driven waves as well as Langmuir waves. It is assessed that the relevant plasma parameters, for example, hot electron temperature, beam electron drift speed, and the electron beam density significantly modify the electrostatics wave's profiles. In the nonlinear stage, the wave-particle interaction becomes more evident and the waves have obtained its saturation level. Consequently, electrons become trapped in the waves and trapping vortices are clearly formed. Because of this trapping vortices and mixing of the electrons in phase space, finally, lead to electrons thermalization. It is observed that for the high-density value of the beam-electron, the solitary waves having a bipolar form of the electric field. These solitons are the nonlinear Brenstein-Greene and Kruskal wave mode that attributes the trapping of electrons potential well of phase-space hole. These examinations revealed that electrostatic waves have been exited in beam-plasma model and producing waves having broad-frequency ranges, which may clarify the broadband electrostatic noise (BEN) spectrum studied in the auroral zone.

Keywords: electron acoustic waves, trapping of cold electron, Langmuir waves, particle-in cell simulation

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Authors: Abid Hussain, Binay Kumar

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Environment-friendly lead-free Na₀.₅₂K₀.₄₄Li₀.₀₄Nb₀.₈₄Ta₀.₁₀Sb₀.₀₆O₃ (NKLNTS) ceramic was synthesized by solid-state reaction method in search of a potential candidate to replace lead-based ceramics such as PbZrO₃-PbTiO₃ (PZT), Pb(Mg₁/₃Nb₂/₃)O₃-PbTiO₃ (PMN-PT) etc., for various applications. The ceramic was calcined at temperature 850 ᵒC and sintered at 1090 ᵒC. The powder X-Ray Diffraction (XRD) pattern revealed the formation of pure perovskite phase having tetragonal symmetry with space group P4mm of the synthesized ceramic. The surface morphology of the ceramic was studied using Field Emission Scanning Electron Microscopy (FESEM) technique. The well-defined grains with homogeneous microstructure were observed. The average grain size was found to be ~ 0.6 µm. A very large value of piezoelectric charge coefficient (d₃₃ ~ 754 pm/V) was obtained for the synthesized ceramic which indicated its potential for use in transducers and actuators. In dielectric measurements, a high value of ferroelectric to paraelectric phase transition temperature (Tm~305 ᵒC), a high value of maximum dielectric permittivity ~ 2110 (at 1 kHz) and a very small value of dielectric loss ( < 0.6) were obtained which suggested the utility of NKLNTS ceramic in high-temperature ferroelectric devices. Also, the degree of diffuseness (γ) was found to be 1.61 which confirmed a relaxor ferroelectric behavior in NKLNTS ceramic. P-E hysteresis loop was traced and the value of spontaneous polarization was found to be ~11μC/cm² at room temperature. The pyroelectric coefficient was obtained to be very high (p ∼ 1870 μCm⁻² ᵒC⁻¹) for the present case indicating its applicability in pyroelectric detector applications including fire and burglar alarms, infrared imaging, etc. NKLNTS ceramic showed fatigue free behavior over 107 switching cycles. Remanent hysteresis task was performed to determine the true-remanent (or intrinsic) polarization of NKLNTS ceramic by eliminating non-switchable components which showed that a major portion (83.10 %) of the remanent polarization (Pr) is switchable in the sample which makes NKLNTS ceramic a suitable material for memory switching devices applications. Time-Dependent Compensated (TDC) hysteresis task was carried out which revealed resistive leakage free nature of the ceramic. The performance of NKLNTS ceramic was found to be superior to many lead based piezoceramics and hence can effectively replace them for use in piezoelectric, pyroelectric and long duration ferroelectric applications.

Keywords: dielectric properties, ferroelectric properties , lead free ceramic, piezoelectric property, solid state reaction, true-remanent polarization

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Authors: Tomoaki Hashimoto

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Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: optimal control, stochastic systems, random dither, quantization

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Authors: Lou-Hon Sun, Yu-Ming Chiu, Chen-Wei Tao, Chia-Yun Tsai

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It is common practice for many companies to ask employees to provide heart-touching service for customers and to emphasize the attitude of 'customer first'. However, services may not necessarily gain praise, and may actually be considered excessive, if customers do not appreciate such behaviors. In reality, many restaurant businesses try to provide as much service as possible without taking into account whether over-provision may lead to negative customer reception. A survey of 894 people in Britain revealed that 49 percent of respondents consider over-attentive waiters the most annoying aspect of dining out. It can be seen that merely aiming to exceed customers’ expectations without actually addressing their needs, only further distances and dissociates the standard of services from the goals of customer satisfaction itself. Over-service is defined, as 'service provided that exceeds customer expectations, or simply that customers deemed redundant, resulting in negative perception'. It was found that customers’ reactions and complaints concerning over-service are not as intense as those against service failures caused by the inability to meet expectations; consequently, it is more difficult for managers to become aware of the existence of over-service. Thus the ability to manage over-service behaviors is a significant topic for consideration. The Kano model classifies customer preferences into five categories: attractive quality attribute, one-dimensional quality attribute, must-be quality attribute, indifferent quality attribute and reverse quality attributes. The model is still very popular for researchers to explore the quality aspects and customer satisfaction. Nevertheless, several studies indicated that Kano’s model could not fully capture the nature of service quality. The concept of over-service can be used to restructure the model and provide a better understanding of the service quality construct. In this research, the structure of Kano's two-dimensional questionnaire will be used to classify the factors into different dimensions. The same questions will be used in the second questionnaire for identifying the over-service experienced of the respondents. The finding of these two questionnaires will be used to analyze the relevance between service quality classification and over-service behaviors. The subjects of this research are customers of fine dining chain restaurants. Three hundred questionnaires will be issued based on the stratified random sampling method. Items for measurement will be derived from DINESERV scale. The tangible dimension of the questionnaire will be eliminated due to this research is focused on the employee behaviors. Quality attributes of the Kano model are often regarded as an instrument for improving customer satisfaction. The concept of over-service can be used to restructure the model and provide a better understanding of service quality construct. The extension of the Kano model will not only develop a better understanding of customer needs and expectations but also enhance the management of service quality.

Keywords: consumer satisfaction, DINESERV, kano model, over-service

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Authors: Niya Chen, Jennifer Chan

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In the financial market, risk management helps to minimize potential loss and maximize profit. There are two ways to assess risks; the first way is to calculate the risk directly based on the volatility. The most common risk measurements are Value at Risk (VaR), sharp ratio, and beta. Alternatively, we could look at the quantile of the return to assess the risk. Popular return models such as GARCH and stochastic volatility (SV) focus on modeling the mean of the return distribution via capturing the volatility dynamics; however, the quantile/expectile method will give us an idea of the distribution with the extreme return value. It will allow us to forecast VaR using return which is direct information. The advantage of using these non-parametric methods is that it is not bounded by the distribution assumptions from the parametric method. But the difference between them is that expectile uses a second-order loss function while quantile regression uses a first-order loss function. We consider several quantile functions, different volatility measures, and estimates from some volatility models. To estimate the expectile of the model, we use Realized Conditional Autoregressive Expectile (CARE) model with the bayesian method to achieve this. We would like to see if our proposed models outperform existing models in cryptocurrency, and we will test it by using Bitcoin mainly as well as Ethereum.

Keywords: expectile, CARE Model, CARR Model, quantile, cryptocurrency, Value at Risk

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Authors: Abdelhadi Elharfi

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A problem of boundary feedback (exponential) stabilization of an overhead crane model represented by a PDE is considered. For any $r>0$, the exponential stability at the desired decay rate $r$ is solved in semi group setting by a collocated-type stabiliser of a target system combined with a term involving the solution of an appropriate PDE.

Keywords: feedback stabilization, semi group and generator, overhead crane system

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Authors: Nicola Rubino

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This paper presents an analysis of a group of commodity exporting countries' nominal exchange rate movements in relationship to the US dollar. Using a series of Unrestricted Self-exciting Threshold Autoregressive models (SETAR), we model and evaluate sixteen national CPI price differentials relative to the US dollar CPI. Out-of-sample forecast accuracy is evaluated through calculation of mean absolute error measures on the basis of two-hundred and fifty-three months rolling window forecasts and extended to three additional models, namely a logistic smooth transition regression (LSTAR), an additive non linear autoregressive model (AAR) and a simple linear Neural Network model (NNET). Our preliminary results confirm presence of some form of TAR non linearity in the majority of the countries analyzed, with a relatively higher goodness of fit, with respect to the linear AR(1) benchmark, in five countries out of sixteen considered. Although no model appears to statistically prevail over the other, our final out-of-sample forecast exercise shows that SETAR models tend to have quite poor relative forecasting performance, especially when compared to alternative non-linear specifications. Finally, by analyzing the implied half-lives of the > coefficients, our results confirms the presence, in the spirit of arbitrage band adjustment, of band convergence with an inner unit root behaviour in five of the sixteen countries analyzed.

Keywords: transition regression model, real exchange rate, nonlinearities, price differentials, PPP, commodity points

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Authors: Ezeamagu M.U, Madu B.C

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This study was designed to investigate the efficacy of 5Es constructivist-based instructional model on students’ retention in primary Mathematics. 5Es stands for Engagement, Exploration, Explanation, Elaboration and Evaluation. The study adopted the pre test post test non-equivalent control group quasi-experimental research design. The sample size for the study was one hundred and thirty four pupils (134), seventy six male (76) and fifty eight female (58) from two primary schools in Nsukka education zone. Two intact classes in each of the sampled schools comprising all the primary four pupils were used. Each of the schools was given the opportunity of being assigned randomly to either experimental or control group. The Experimental group was taught using 5Es model while the control group was taught using the conventional method. Two research questions were formulated to guide the study and three hypotheses were tested at p ≤ 0. 05. A Fraction Achievement Test (FAT) of ten (10) questions were used to obtain data on pupils’ retention. Research questions were answered using mean and standard deviation while hypotheses were tested using analysis of covariance (ANCOVA). The result revealed that the 5Es model was more effective than the conventional method of teaching in enhancing pupils’ performance and retention in mathematics, secondly there is no significant difference in the mean retention scores of male and female students taught using 5Es instructional model. Based on the findings, it was recommended among other things, that the 5Es instructional model should be adopted in the teaching of mathematics in primary level of the educational system. Seminar, workshops and conferences should be mounted by professional bodies, federal and state ministries of education on the use of 5Es model. This will enable the mathematics educator, serving teachers, students and all to benefit from the approach.

Keywords: constructivist, education, mathematics, primary, retention

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Authors: Ashok K. Satapathy, Prerana Nashine

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Radiative heat transfer in participating medium was anticipated using the finite volume method. The radiative transfer equations are formulated for absorbing and anisotropically scattering and emitting medium. The solution strategy is discussed and the conditions for computational stability are conferred. The equations have been solved for transient radiative medium and transient radiation incorporated with transient conduction. Results have been obtained for irradiation and corresponding heat fluxes for both the cases. The solutions can be used to conclude incident energy and surface heat flux. Transient solutions were obtained for a slab of heat conducting in slab by thermal radiation. The effect of heat conduction during the transient phase is to partially equalize the internal temperature distribution. The solution procedure provides accurate temperature distributions in these regions. A finite volume procedure with variable space and time increments is used to solve the transient energy equation. The medium in the enclosure absorbs, emits, and anisotropically scatters radiative energy. The incident radiations and the radiative heat fluxes are presented in graphical forms. The phase function anisotropy plays a significant role in the radiation heat transfer when the boundary condition is non-symmetric.

Keywords: participating media, finite volume method, radiation coupled with conduction, heat transfer

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Authors: Shakti S. Acharya, V. R. R. Medicherla, Rajeev Rawat, Komal Bapna, Deepnarayan Biswas, Khadija Ali, K. Maiti

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The discovery of invar effect in 35% Ni concentration Fe1-xNix alloy has stimulated enormous experimental and theoretical research. Elemental Fe and low Ni concentration Fe1-xNix alloys which possess body centred cubic (bcc) crystal structure at ambient temperature and pressure transform to hexagonally close packed (hcp) phase at around 13 GPa. Magnetic order was found to be absent at 11K for Fe92Ni8 alloy when subjected to a high pressure of 26 GPa. The density functional theoretical calculations predicted substantial hyperfine magnetic fields, but were not observed in Mossbaur spectroscopy. The bulk modulus of fcc Fe1-xNix alloys with Ni concentration more than 35%, is found to be independent of pressure. The magnetic moment of Fe is also found be almost same in these alloys from 4 to 10 GPa pressure. Fe1-xNix alloys exhibit a complex microstructure which is formed by a series of complex phase transformations like martensitic transformation, spinodal decomposition, ordering, mono-tectoid reaction, eutectoid reaction at temperatures below 400°C. Despite the existence of several theoretical models the field is still in its infancy lacking full knowledge about the anomalous properties exhibited by these alloys. Fe1-xNix alloys have been prepared by arc melting the high purity constituent metals in argon ambient. These alloys have annealed at around 3000C in vacuum sealed quartz tube for two days to make the samples homogeneous. These alloys have been structurally characterized by x-ray diffraction and were found to exhibit a transition from bcc to fcc for x > 0.3. Ni 2p core levels of the alloys have been measured using high resolution (0.45 eV) x-ray photoelectron spectroscopy. Ni 2p core level shifts to lower binding energy with respect to that of pure Ni metal giving rise to negative core level shifts (CLSs). Measured CLSs exhibit a linear dependence in fcc region (x > 0.3) and were found to deviate slightly in bcc region (x < 0.3). ESCA potential model fails correlate CLSs with site potentials or charges in metallic alloys. CLSs in these alloys occur mainly due to shift in valence bands with composition due to intra atomic charge redistribution.

Keywords: arc melting, core level shift, ESCA potential model, valence band

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Authors: Myoung-Jin Lee, Sung-Jin Lee, Young-Kon Park, Jin-Wook Kim, Bo-Kyoung Kim, Song-Hun Chong, Sun-Ii Kim

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The ability to resist the shear strength arises mainly from the web panel of steel girders and as such, the shear buckling strength of these girders has been extensively investigated. For example, Blaser’s reported that when buckling occurs, the tension field has an effect after the buckling strength of the steel is reached. The findings of these studies have been applied by AASHTO, AISC, and to the European Code that provides guidelines for designs aimed at preventing shear buckling. Steel girders are susceptible to corrosion resulting from exposure to natural elements such as rainfall, humidity, and temperature. This corrosion leads to a reduction in the size of the web panel section, thereby resulting in a decrease in the shear strength. The decrease in the panel section has a significant effect on the maintenance section of the bridge. However, in most conventional designs, the influence of corrosion is overlooked during the calculation of the shear buckling strength and hence over-design is common. Therefore, in this study, a steel girder with an A/D of 1:1, as well as a 6-mm-, 16-mm-, and 12-mm-thick web panel, flange, and intermediate reinforcing material, respectively, were used. The total length was set to that (3200 mm) of the default model. The effect of corrosion shear buckling was investigated by determining the volume amount of corrosion, shape of the erosion patterns, and the angular change in the tensile field of the shear buckling strength. This study provides the basic data that will enable designs that incorporate values closer (than those used in most conventional designs) to the actual shear buckling strength.

Keywords: corrosion, shear buckling strength, steel girder, shear strength

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Authors: Haikal Achmad Thaha, Pujo Laksono, Dhamma Nibbana Putra

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Customer service is one of the core interest in a service sector of a company, whether as the core business or as service part of the operation. Most of the time, the people and the previous research in service industry is focused on finding the best business model solution for the service sector, usually to decide between total in house customer service, outsourcing, or something in between. Conventionally, to take this decision is some important part of the management job, and this is a process that usually takes some time and staff effort, meanwhile market condition and overall company needs may change and cause loss of income and temporary disturbance in the companies operation . However, in this paper we have offer a new concept model to assist decision making process in service industry. This model will featured information platform as central tool to integrate service industry operation. The result is service information model which would ideally increase response time and effectivity of the decision making. it will also help service industry in switching the service solution system quickly through machine learning when the companies growth and the service solution needed are changing.

Keywords: service industry, customer service, machine learning, decision making, information platform

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Authors: Duduku Krishnaiah, S. M. Anisuzzaman, Kumaran Govindaraj, Chiam Chel Ken, Zykamilia Kamin

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Pure essential oil is highly demanded in the market since most of the so-called pure essential oils in the market contains alcohol. This is because of the usage of alcohol in separating oil and water mixture. Removal of pure essential oil from water without using any chemical solvent has become a challenging issue. Adsorbents generally have the properties of separating hydrophobic oil from hydrophilic mixture. Polypropylen nanofiber is a thermoplastic polymer which is produced from propylene. It was used as an adsorbent in this study. Based on the research, it was found that the polypropylene nanofiber was able to adsorb peppermint oil from the aqueous solution over a wide range of concentration. Based on scanning electron microscope (SEM), nanofiber has very small nano diameter fiber size in average before the adsorption and larger scaled average diameter of fibers after adsorption which indicates that smaller diameter of nanofiber enhances the adsorption process. The adsorption capacity of peppermint oil increases as the initial concentration of peppermint oil and amount of polypropylene nanofiber used increases. The maximum adsorption capacity of polypropylene nanofiber was found to be 689.5 mg/g at (T= 30°C). Moreover, the adsorption capacity of peppermint oil decreases as the temperature of solution increases. The equilibrium data of polypropylene nanofiber is best represented by Freundlich isotherm with the maximum adsorption capacity of 689.5 mg/g. The adsorption kinetics of polypropylene nanofiber was best represented by pseudo-second order model.

Keywords: nanofiber, adsorption, peppermint essential oil, isotherms, adsorption kinetics

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Authors: Nadjib Dahdouh, Samira Amokrane, Elhadj Mekatel, Djamel Nibou

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The removal of Basic Yellow 28 (BY28) from aqueous solutions by plastic wastes PMMA was investigated. The characteristics of plastic wastes PMMA were determined by SEM, FTIR and chemical composition analysis. The effects of solution pH, initial Basic Yellow 28 (BY28) concentration C, solid/liquid ratio R, and temperature T were studied in batch experiments. The Freundlich and the Langmuir models have been applied to the adsorption process, and it was found that the equilibrium followed well Langmuir adsorption isotherm. A comparison of kinetic models applied to the adsorption of BY28 on the PMMA was evaluated for the pseudo-first-order and the pseudo-second-order kinetic models. It was found that used models were correlated with the experimental data. Intraparticle diffusion model was also used in these experiments. The thermodynamic parameters namely the enthalpy ∆H°, entropy ∆S° and free energy ∆G° of adsorption of BY28 on PMMA were determined. From the obtained results, the negative values of Gibbs free energy ∆G° indicated the spontaneity of the adsorption of BY28 by PMMA. The negative values of ∆H° revealed the exothermic nature of the process and the negative values of ∆S° suggest the stability of BY28 on the surface of SW PMMA.

Keywords: removal, Waste PMMA, BY28 dye, equilibrium, kinetic study, thermodynamic study

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Authors: Jason West

Abstract:

Low profitability in agriculture production along with increasing scrutiny over environmental effects is limiting food production at scale. In contrast, the mining sector offers access to resources including energy, water, transport and chemicals for food production at low marginal cost. Scalable agricultural production can benefit from the nexus of resources (water, energy, transport) offered by mining activity in remote locations. A decision support bioeconomic model for controlled environment vertical farms was used. Four submodels were used: crop structure, nutrient requirements, resource-crop integration, and economic. They escalate to a macro mathematical model. A demonstrable dynamic systems framework is needed to prove productive outcomes are feasible. We demonstrate a generalized bioeconomic macro model for controlled environment production systems in minesites using systems dynamics modeling methodology. Despite the complexity of bioeconomic modelling of resource-agricultural dynamic processes and interactions, the economic potential greater than general economic models would assume. Scalability of production as an input becomes a key success feature.

Keywords: crop production systems, mathematical model, mining, agriculture, dynamic systems

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Authors: Dino Carpentras, Alejandro Dinkelberg, Michael Quayle

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Opinion dynamics models use an agent-based modeling approach to model people’s opinions. Model's properties are usually explored by testing the two 'degrees of freedom': the interaction rule and the network topology. The latter defines the connection, and thus the possible interaction, among agents. The interaction rule, instead, determines how agents select each other and update their own opinion. Here we show the existence of the third degree of freedom. This can be used for turning one model into each other or to change the model’s output up to 100% of its initial value. Opinion dynamics models represent the evolution of real-world opinions parsimoniously. Thus, it is fundamental to know how real-world opinion (e.g., supporting a candidate) could be turned into a number. Specifically, we want to know if, by choosing a different opinion-to-number transformation, the model’s dynamics would be preserved. This transformation is typically not addressed in opinion dynamics literature. However, it has already been studied in psychometrics, a branch of psychology. In this field, real-world opinions are converted into numbers using abstract objects called 'scales.' These scales can be converted one into the other, in the same way as we convert meters to feet. Thus, in our work, we analyze how this scale transformation may affect opinion dynamics models. We perform our analysis both using mathematical modeling and validating it via agent-based simulations. To distinguish between scale transformation and measurement error, we first analyze the case of perfect scales (i.e., no error or noise). Here we show that a scale transformation may change the model’s dynamics up to a qualitative level. Meaning that a researcher may reach a totally different conclusion, even using the same dataset just by slightly changing the way data are pre-processed. Indeed, we quantify that this effect may alter the model’s output by 100%. By using two models from the standard literature, we show that a scale transformation can transform one model into the other. This transformation is exact, and it holds for every result. Lastly, we also test the case of using real-world data (i.e., finite precision). We perform this test using a 7-points Likert scale, showing how even a small scale change may result in different predictions or a number of opinion clusters. Because of this, we think that scale transformation should be considered as a third-degree of freedom for opinion dynamics. Indeed, its properties have a strong impact both on theoretical models and for their application to real-world data.

Keywords: degrees of freedom, empirical validation, opinion scale, opinion dynamics

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Authors: Tauha Hussain Ali, Shabir Hussain Khahro, Nafees Ahmed Memon

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Accurate prediction of project time for planning and bid preparation stage should contain realistic dates. Constructors use their experience to estimate the project duration for the new projects, which is based on intuitions. It has been a constant concern to both researchers and constructors to analyze the accurate prediction of project duration for bid preparation stage. In Pakistan, such study for time cost relationship has been lacked to predict duration performance for the construction projects. This study is an attempt to explore the time cost relationship that would conclude with a mathematical model to predict the time for the drainage rehabilitation projects in the province of Sindh, Pakistan. The data has been collected from National Engineering Services (NESPAK), Pakistan and regression analysis has been carried out for the analysis of results. Significant relationship has been found between time and cost of the construction projects in Sindh and the generated mathematical model can be used by the constructors to predict the project duration for the upcoming projects of same nature. This study also provides the professionals with a requisite knowledge to make decisions regarding project duration, which is significantly important to win the projects at the bid stage.

Keywords: BTC Model, project time, relationship of time cost, regression

Procedia PDF Downloads 367