Search results for: statistical computing

Authors: Hee-Jeong Ahn, Kee-Won Kim, Seung-Hoon Kim

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The knowledge of the relationship between characters can help readers to understand the overall story or plot of the literary fiction. In this paper, we present a method for extracting the specific relationship between characters from a Korean literary fiction. Generally, methods for extracting relationships between characters in text are statistical or computational methods based on the sentence distance between characters without considering Korean linguistic features. Furthermore, it is difficult to extract the relationship with direction from text, such as one-sided love, because they consider only the weight of relationship, without considering the direction of the relationship. Therefore, in order to identify specific relationships between characters, we propose a statistical method considering linguistic features, such as syntactic patterns and speech verbs in Korean. The result of our method is represented by a weighted directed graph of the relationship between the characters. Furthermore, we expect that proposed method could be applied to the relationship analysis between characters of other content like movie or TV drama.

Keywords: data mining, Korean linguistic feature, literary fiction, relationship extraction

Procedia PDF Downloads 381

Authors: Taysir Soliman

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One of the current popular clustering techniques is Spectral Clustering (SC) because of its advantages over conventional approaches such as hierarchical clustering, k-means, etc. and other techniques as well. However, one of the disadvantages of SC is the time consuming process because it requires computing the eigenvectors. In the past to overcome this disadvantage, a number of attempts have been proposed such as the Power Iteration Clustering (PIC) technique, which is one of versions from SC; some of PIC advantages are: 1) its scalability and efficiency, 2) finding one pseudo-eigenvectors instead of computing eigenvectors, and 3) linear combination of the eigenvectors in linear time. However, its worst disadvantage is an inter-class collision problem because it used only one pseudo-eigenvectors which is not enough. Previous researchers developed Deflation-based Power Iteration Clustering (DPIC) to overcome problems of PIC technique on inter-class collision with the same efficiency of PIC. In this paper, we developed Parallel DPIC (PDPIC) to improve the time and memory complexity which is run on apache spark framework using sparse matrix. To test the performance of PDPIC, we compared it to SC, ESCG, ESCALG algorithms on four small graph benchmark datasets and nine large graph benchmark datasets, where PDPIC proved higher accuracy and better time consuming than other compared algorithms.

Keywords: spectral clustering, power iteration clustering, deflation-based power iteration clustering, Apache spark, large graph

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Authors: Asaad Y. Shamseldin

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Analytical probabilistic approach is an innovative approach for urban stormwater modeling. It can provide information about the long-term performance of a stormwater management facility without being computationally very demanding. This paper explores the application of the analytical probabilistic approach in New Zealand. The paper presents the results of a case study aimed at development of an objective way of identifying what constitutes a rainfall storm event and the estimation of the corresponding statistical properties of storms using two selected automatic rainfall stations located in the Auckland region in New Zealand. The storm identification and the estimation of the storm statistical properties are regarded as the first step in the development of the analytical probabilistic models. The paper provides a recommendation about the definition of the storm inter-event time to be used in conjunction with the analytical probabilistic approach.

Keywords: hydrology, rainfall storm, storm inter-event time, New Zealand, stormwater management

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Authors: Tran Duong Nguyen, Marwan Shagar, Qinghao Zeng, Aras Maqsoodi, Pardis Pishdad, Eunhwa Yang

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Construction supply chain management (CSCM) involves the collaboration of many disciplines and actors, which generates vast amounts of data. However, inefficient, fragmented, and non-standardized data storage often hinders this data exchange. The industry has adopted building information modeling (BIM) -a digital representation of a facility's physical and functional characteristics to improve collaboration, enhance transmission security, and provide a common data exchange platform. Still, the volume and complexity of data require tailored information categorization, aligning with stakeholders' preferences and demands. To address this, artificial intelligence (AI) can be integrated to handle this data’s magnitude and complexities. This research aims to develop an integrated and efficient approach for data exchange in CSCM by utilizing AI. The paper covers five main objectives: (1) Investigate existing framework and BIM adoption; (2) Identify challenges in data exchange; (3) Propose an integrated framework; (4) Enhance data transmission security; and (5) Develop data exchange in CSCM. The proposed framework demonstrates how integrating BIM and other technologies, such as cloud computing, blockchain, and AI applications, can significantly improve the efficiency and accuracy of data exchange in CSCM.

Keywords: construction supply chain management, BIM, data exchange, artificial intelligence

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Authors: Seulki Lee, Seoung Bum Kim

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Statistical process control (SPC) is a practical and effective method for quality control. The most important and widely used technique in SPC is a control chart. The main goal of a control chart is to detect any assignable changes that affect the quality output. Most conventional control charts, such as Hotelling’s T2 charts, are commonly based on the assumption that the quality characteristics follow a multivariate normal distribution. However, in modern complicated manufacturing systems, appropriate control chart techniques that can efficiently handle the nonnormal processes are required. To overcome the shortcomings of conventional control charts for nonnormal processes, several methods have been proposed to combine statistical learning algorithms and multivariate control charts. Statistical learning-based control charts, such as support vector data description (SVDD)-based charts, k-nearest neighbors-based charts, have proven their improved performance in nonnormal situations compared to that of the T2 chart. Beside the nonnormal property, time-varying operations are also quite common in real manufacturing fields because of various factors such as product and set-point changes, seasonal variations, catalyst degradation, and sensor drifting. However, traditional control charts cannot accommodate future condition changes of the process because they are formulated based on the data information recorded in the early stage of the process. In the present paper, we propose a SVDD algorithm-based control chart, which is capable of adaptively monitoring time-varying and nonnormal processes. We reformulated the SVDD algorithm into a time-adaptive SVDD algorithm by adding a weighting factor that reflects time-varying situations. Moreover, we defined the updating region for the efficient model-updating structure of the control chart. The proposed control chart simultaneously allows efficient model updates and timely detection of out-of-control signals. The effectiveness and applicability of the proposed chart were demonstrated through experiments with the simulated data and the real data from the metal frame process in mobile device manufacturing.

Keywords: multivariate control chart, nonparametric method, support vector data description, time-varying process

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Authors: Syamala Krishnannair

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A multivariate statistical process monitoring methodology using dissimilarity scale-based singular spectrum analysis (SSA) is proposed for the detection and diagnosis of process faults in the base metal flotation plant. Process faults are detected based on the multi-level decomposition of process signals by SSA using the dissimilarity structure of the process data and the subsequent monitoring of the multiscale signals using the unified monitoring index which combines T² with SPE. Contribution plots are used to identify the root causes of the process faults. The overall results indicated that the proposed technique outperformed the conventional multivariate techniques in the detection and diagnosis of the process faults in the flotation plant.

Keywords: fault detection, fault diagnosis, process monitoring, dissimilarity scale

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Authors: Hang Lo Lee, Ki Il Song, Hee Hwan Ryu

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An accurate prediction of TBM(Tunnel Boring Machine) performance is very difficult for reliable estimation of the construction period and cost in preconstruction stage. For this purpose, the aim of this study is to analyze the evaluation process of various prediction models published since 2000 for TBM performance, and to select the optimal input parameters for the prediction model. A classification system of TBM performance prediction model and applied methodology are proposed in this research. Input and output parameters applied for prediction models are also represented. Based on these results, a statistical analysis is performed using the collected data from shield TBM tunnel in South Korea. By performing a simple regression and residual analysis utilizinFg statistical program, R, the optimal input parameters are selected. These results are expected to be used for development of prediction model of TBM performance.

Keywords: TBM performance prediction model, classification system, simple regression analysis, residual analysis, optimal input parameters

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Authors: Pitak Keawbunsong, Sathaporn Promwong

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This paper presents an investigation on the efficiency of the optimized Davison path loss model in order to look for a suitable path loss model to design and planning DTTV propagation for small and medium urban areas in southern Thailand. Hadyai City in Songkla Province is chosen as the case study to collect the analytical data on the electric field strength. The optimization is conducted through the least square method while the efficiency index is through the statistical value of relative error (RE). The result of the least square method is the offset and slop of the frequency to be used in the optimized process. The statistical result shows that RE of the old Davidson model is at the least when being compared with the optimized Davison and the Hata models. Thus, the old Davison path loss model is the most accurate that further becomes the most optimized for the plan on the propagation network design.

Keywords: DTTV propagation, path loss model, Davidson model, least square method

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Authors: Yogesh Kumar Singh, T. S. Murugesh Prabhu, Upasana Dutta, Girishchandra Yendargaye, Rahul Yadav, Rohini Gopinath Kale, Binay Kumar, Manoj Khare

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The Indian subcontinent is severely affected by floods that cause intense irreversible devastation to crops and livelihoods. With increased incidences of floods and their related catastrophes, an Early Warning System for Flood Prediction and an efficient Flood Management System for the river basins of India is a must. Accurately modeled hydrological conditions and a web-based early warning system may significantly reduce economic losses incurred due to floods and enable end users to issue advisories with better lead time. This study describes the design and development of an EWS-FP using advanced computational tools/methods, viz. High-Performance Computing (HPC), Remote Sensing, GIS technologies, and open-source tools for the Mahanadi River Basin of India. The flood prediction is based on a robust 2D hydrodynamic model, which solves shallow water equations using the finite volume method. Considering the complexity of the hydrological modeling and the size of the basins in India, it is always a tug of war between better forecast lead time and optimal resolution at which the simulations are to be run. High-performance computing technology provides a good computational means to overcome this issue for the construction of national-level or basin-level flash flood warning systems having a high resolution at local-level warning analysis with a better lead time. High-performance computers with capacities at the order of teraflops and petaflops prove useful while running simulations on such big areas at optimum resolutions. In this study, a free and open-source, HPC-based 2-D hydrodynamic model, with the capability to simulate rainfall run-off, river routing, and tidal forcing, is used. The model was tested for a part of the Mahanadi River Basin (Mahanadi Delta) with actual and predicted discharge, rainfall, and tide data. The simulation time was reduced from 8 hrs to 3 hrs by increasing CPU nodes from 45 to 135, which shows good scalability and performance enhancement. The simulated flood inundation spread and stage were compared with SAR data and CWC Observed Gauge data, respectively. The system shows good accuracy and better lead time suitable for flood forecasting in near-real-time. To disseminate warning to the end user, a network-enabled solution is developed using open-source software. The system has query-based flood damage assessment modules with outputs in the form of spatial maps and statistical databases. System effectively facilitates the management of post-disaster activities caused due to floods, like displaying spatial maps of the area affected, inundated roads, etc., and maintains a steady flow of information at all levels with different access rights depending upon the criticality of the information. It is designed to facilitate users in managing information related to flooding during critical flood seasons and analyzing the extent of the damage.

Keywords: flood, modeling, HPC, FOSS

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Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

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

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

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Authors: Mohammed A. Gharawi, Majed M. Khoja

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This paper is a report on the findings of a study conducted at the Institute of Public Administration (IPA) in Saudi Arabia. The paper applied both qualitative and quantitative research methods to assess the levels of basic computer applications’ skills among students enrolled in the preparatory programs of the institution. qualitative data have been collected from semi-structured interviews with the instructors who have previously been assigned to teach Introduction to information technology courses. Quantitative data were collected by executing a self-report questionnaire and a written statistical test. 380 enrolled students responded to the questionnaire and 142 accomplished the statistical test. The results indicate the lack of necessary skills to deal with computer applications among most of the students who are enrolled in the IPA’s preparatory programs.

Keywords: assessment, computer applications, computer literacy, Institute of Public Administration, Saudi Arabia

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Authors: Faisal AlShammari, Abdulmajid Addali, Mosab Alrashed

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It is widely acknowledged that bearing failures are the primary reason for breakdowns in rotating machinery. These failures are extremely costly, particularly in terms of lost production. Roller bearings are widely used in industrial machinery and need to be maintained in good condition to ensure the continuing efficiency, effectiveness, and profitability of the production process. The research presented here is an investigation of the use of acoustic emission (AE) to monitor bearing conditions at low speeds. Many machines, particularly large, expensive machines operate at speeds below 100 rpm, and such machines are important to the industry. However, the overwhelming proportion of studies have investigated the use of AE techniques for condition monitoring of higher-speed machines (typically several hundred rpm, or even higher). Few researchers have investigated the application of these techniques to low-speed machines ( < 100 rpm). This paper addressed this omission and has established which, of the available, AE techniques are suitable for the detection of incipient faults and measurement of fault growth in low-speed bearings. The first objective of this paper program was to assess the applicability of AE techniques to monitor low-speed bearings. It was found that the measured statistical parameters successfully monitored bearing conditions at low speeds (10-100 rpm). The second objective was to identify which commonly used statistical parameters derived from the AE signal (RMS, kurtosis, amplitude and counts) could identify the onset of a fault in the out race. It was found that these parameters effectually identify the presence of a small fault seeded into the outer races. Also, it is concluded that rotational speed has a strong influence on the measured AE parameters but that they are entirely independent of the load under such load and speed conditions.

Keywords: acoustic emission, condition monitoring, NDT, statistical analysis

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Authors: Jihad S. Daba, J. P. Dubois

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Understanding the statistics of non-isotropic scattering multipath channels that fade randomly with respect to time, frequency, and space in a mobile environment is very crucial for the accurate detection of received signals in wireless and cellular communication systems. In this paper, we derive stochastic models for the probability density function (PDF) of the shift in the carrier frequency caused by the Doppler Effect on the received illuminating signal in the presence of a dominant line of sight. Our derivation is based on a generalized Clarke’s and a two-wave partially developed scattering models, where the statistical distribution of the frequency shift is shown to be consistent with the power spectral density of the Doppler shifted signal.

Keywords: Doppler shift, filtered Poisson process, generalized Clark’s model, non-isotropic scattering, partially developed scattering, Rician distribution

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Authors: Sajad Shokohuyar, Mahsa Zomorrodi Anbaji, Saghar Pouyan Shad

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According to fast technology growth, modern banking tries to decrease going to banks’ branches and increase customers’ consent. One of the problems which banks face is securing customer’s password. The banks’ solution is one time password creation system. In this research by adapting from acceptance of technology model theory, assesses factors that are effective on banking in Iran especially in using one time password machine by one of the private banks of Iran customers. The statistical population is all of this bank’s customers who use electronic banking service and one time password technology and the questionnaires were distributed among members of statistical population in 5 selected groups of north, south, center, east and west of Tehran. Findings show that confidential preservation, education, ease of utilization and advertising and informing has positive relations and distinct hardware and age has negative relations.

Keywords: security, electronic banking, one time password, information technology

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Authors: Banca Patricia Pena Revuelta, Ramiro Gonzalez Avalos, Juan Leonardo Rocha Valdez, Jose Gonzalez Avalos, Karla Rodriguez Hernandez

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Probiotics are a promising alternative to improve productivity and animals' health. In addition, they can be part of the composition of different types of products, including foods (functional foods), medicines, and dietary supplements. The objective of the present work was to evaluate the effect of the feeding of Holstein calves supplemented with bacillus subtilis PB6 in morbidity and mortality. 60 newborn animals were used, randomly included in 1 of 3 treatments. The treatments were as follows: T1 = control, T2 = 10 g / calf / day. The first takes within 20 min after birth, T3 = 10 g / calf/day. The first takes between 12 and 24 h after birth. In all the treatments, 432 L of pasteurized whole milk divided into two doses/day 07:00 and 15:00, respectively, were given for 60 days. The addition of bacillus subtilis PB6 was carried out in the milk tub at the time of feeding them. The first colostrum intake (2 L • intake) was given within 2 h after birth, after which they were given a second 6 h after the first one. The diseases registered to monitor the morbidity and mortality of the calves were: diarrhea and pneumonia. The registry was carried out from birth to 60 days of life. The parameter evaluated was food consumption. The variable statistical analysis was performed using analysis of variance, and comparison of means was performed using the Tukey test. The value of P < 0.05 was used to consider the statistical difference. The results of the present study in relation to the consumption of food show no statistical difference P < 0.05 between treatments (14,762, 11,698, and 12,403 kg of food average, respectively). Calves group to which they were not provided Bacillus subtilis PB6 obtained higher feed intake. The addition of Bacillus subtilis PB6 in feeding calves does not increase feed intake.

Keywords: feeding, development, milk, probiotic

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Authors: Sachin Singh, Thomas Penzel, Dinesh Nandan

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Accurate identification of Sleep Apnea Hypopnea Syndrom Diagnosis is difficult problem for human expert because of variability among persons and unwanted noise. This paper proposes the diagonosis of Sleep Apnea Hypopnea Syndrome (SAHS) using airflow, ECG, Pulse and SaO2 signals. The features of each type of these signals are extracted using statistical methods and ANN learning methods. These extracted features are used to approximate the patient's Apnea Hypopnea Index(AHI) using sample signals in model. Advance signal processing is also applied to snore sound signal to locate snore event and SaO2 signal is used to support whether determined snore event is true or noise. Finally, Apnea Hypopnea Index (AHI) event is calculated as per true snore event detected. Experiment results shows that the sensitivity can reach up to 96% and specificity to 96% as AHI greater than equal to 5.

Keywords: neural network, AHI, statistical methods, autoregressive models

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Authors: Shweta Kumari, Parmjit S. Panesar, Manab B. Bera

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The hydrolysis of lactose using β-galactosidase is one of the most promising biotechnological applications, which has wide range of potential applications in food processing industries. However, due to intracellular location of the yeast enzyme, and expensive extraction methods, the industrial applications of enzymatic hydrolysis processes are being hampered. The use of permeabilization technique can help to overcome the problems associated with enzyme extraction and purification of yeast cells and to develop the economically viable process for the utilization of whole cell biocatalysts in food industries. In the present investigation, standardization of permeabilization process of novel yeast isolate was carried out using a statistical model approach known as Response Surface Methodology (RSM) to achieve maximal b-galactosidase activity. The optimum operating conditions for permeabilization process for optimal β-galactosidase activity obtained by RSM were 1:1 ratio of toluene (25%, v/v) and ethanol (50%, v/v), 25.0 oC temperature and treatment time of 12 min, which displayed enzyme activity of 1.71 IU /mg DW.

Keywords: β-galactosidase, optimization, permeabilization, response surface methodology, yeast

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Authors: Maxwell Henderson, Tristan Cook, Justin Chan Jin Le, Mark Hodson, YoungJung Chang, John Novak, Daniel Padilha, Nishan Kulatilaka, Ansu Bagchi, Sanjoy Ray, John Kelly

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We present a method of using adiabatic quantum optimization (AQO) to solve a mixed integer nonlinear programming (MINLP) problem instance. The MINLP problem is a general form of a set of NP-hard optimization problems that are critical to many business applications. It requires optimizing a set of discrete and continuous variables with nonlinear and potentially nonconvex constraints. Obtaining an exact, optimal solution for MINLP problem instances of non-trivial size using classical computation methods is currently intractable. Current leading algorithms leverage heuristic and divide-and-conquer methods to determine approximate solutions. Creating more accurate and efficient algorithms is an active area of research. Quantum computing (QC) has several theoretical benefits compared to classical computing, through which QC algorithms could obtain MINLP solutions that are superior to current algorithms. AQO is a particular form of QC that could offer more near-term benefits compared to other forms of QC, as hardware development is in a more mature state and devices are currently commercially available from D-Wave Systems Inc. It is also designed for optimization problems: it uses an effect called quantum tunneling to explore all lowest points of an energy landscape where classical approaches could become stuck in local minima. Our work used a novel algorithm formulated for AQO to solve a special type of MINLP problem. The research focused on determining: 1) if the problem is possible to solve using AQO, 2) if it can be solved by current hardware, 3) what the currently achievable performance is, 4) what the performance will be on projected future hardware, and 5) when AQO is likely to provide a benefit over classical computing methods. Two different methods, integer range and 1-hot encoding, were investigated for transforming the MINLP problem instance constraints into a mathematical structure that can be embedded directly onto the current D-Wave architecture. For testing and validation a D-Wave 2X device was used, as well as QxBranch’s QxLib software library, which includes a QC simulator based on simulated annealing. Our results indicate that it is mathematically possible to formulate the MINLP problem for AQO, but that currently available hardware is unable to solve problems of useful size. Classical general-purpose simulated annealing is currently able to solve larger problem sizes, but does not scale well and such methods would likely be outperformed in the future by improved AQO hardware with higher qubit connectivity and lower temperatures. If larger AQO devices are able to show improvements that trend in this direction, commercially viable solutions to the MINLP for particular applications could be implemented on hardware projected to be available in 5-10 years. Continued investigation into optimal AQO hardware architectures and novel methods for embedding MINLP problem constraints on to those architectures is needed to realize those commercial benefits.

Keywords: adiabatic quantum optimization, mixed integer nonlinear programming, quantum computing, NP-hard

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Authors: Raptis Sotirios

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Health and social care (HSc) services planning and scheduling are facing unprecedented challenges due to the pandemic pressure and also suffer from unplanned spending that is negatively impacted by the global financial crisis. Data-driven can help to improve policies, plan and design services provision schedules using algorithms assist healthcare managers’ to face unexpected demands using fewer resources. The paper discusses services packing using statistical significance tests and machine learning (ML) to evaluate demands similarity and coupling. This is achieved by predicting the range of the demand (class) using ML methods such as CART, random forests (RF), and logistic regression (LGR). The significance tests Chi-Squared test and Student test are used on data over a 39 years span for which HSc services data exist for services delivered in Scotland. The demands are probabilistically associated through statistical hypotheses that assume that the target service’s demands are statistically dependent on other demands as a NULL hypothesis. This linkage can be confirmed or not by the data. Complementarily, ML methods are used to linearly predict the above target demands from the statistically found associations and extend the linear dependence of the target’s demand to independent demands forming, thus groups of services. Statistical tests confirm ML couplings making the prediction also statistically meaningful and prove that a target service can be matched reliably to other services, and ML shows these indicated relationships can also be linear ones. Zero paddings were used for missing years records and illustrated better such relationships both for limited years and in the entire span offering long term data visualizations while limited years groups explained how well patients numbers can be related in short periods or can change over time as opposed to behaviors across more years. The prediction performance of the associations is measured using Receiver Operating Characteristic(ROC) AUC and ACC metrics as well as the statistical tests, Chi-Squared and Student. Co-plots and comparison tables for RF, CART, and LGR as well as p-values and Information Exchange(IE), are provided showing the specific behavior of the ML and of the statistical tests and the behavior using different learning ratios. The impact of k-NN and cross-correlation and C-Means first groupings is also studied over limited years and the entire span. It was found that CART was generally behind RF and LGR, but in some interesting cases, LGR reached an AUC=0 falling below CART, while the ACC was as high as 0.912, showing that ML methods can be confused padding or by data irregularities or outliers. On average, 3 linear predictors were sufficient, LGR was found competing RF well, and CART followed with the same performance at higher learning ratios. Services were packed only if when significance level(p-value) of their association coefficient was more than 0.05. Social factors relationships were observed between home care services and treatment of old people, birth weights, alcoholism, drug abuse, and emergency admissions. The work found that different HSc services can be well packed as plans of limited years, across various services sectors, learning configurations, as confirmed using statistical hypotheses.

Keywords: class, cohorts, data frames, grouping, prediction, prob-ability, services

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Authors: Faisal Alshammari, Abdulmajid Addali, Mosab Alrashed, Taihiret Alhashan

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The application of acoustic emission techniques is gaining popularity, as it can monitor the condition of gears and bearings and detect early symptoms of a defect in the form of pitting, wear, and flaking of surfaces. Early detection of these defects is essential as it helps to avoid major failures and the associated catastrophic consequences. Signal processing techniques are required for early defect detection – in this article, a time domain technique called the Energy Index (EI) is used. This article presents an investigation into the Energy Index’s effectiveness to detect early-stage defect initiation and deterioration, and compares it with the common r.m.s. index, Kurtosis, and the Kolmogorov-Smirnov statistical test. It is concluded that EI is a more effective technique for monitoring defect initiation and development than other statistical parameters.

Keywords: acoustic emission, signal processing, kurtosis, Kolmogorov-Smirnov test

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Authors: Nishi Bhuvandas, P. V. Timbadiya, P. L. Patel, P. D. Porey

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Recent perceived climate variability raises concerns with unprecedented hydrological phenomena and extremes. Distribution and circulation of the waters of the Earth become increasingly difficult to determine because of additional uncertainty related to anthropogenic emissions. According to the sixth Intergovernmental Panel on Climate Change (IPCC) Technical Paper on Climate Change and water, changes in the large-scale hydrological cycle have been related to an increase in the observed temperature over several decades. Although many previous research carried on effect of change in climate on hydrology provides a general picture of possible hydrological global change, new tools and frameworks for modelling hydrological series with nonstationary characteristics at finer scales, are required for assessing climate change impacts. Of the downscaling techniques, dynamic downscaling is usually based on the use of Regional Climate Models (RCMs), which generate finer resolution output based on atmospheric physics over a region using General Circulation Model (GCM) fields as boundary conditions. However, RCMs are not expected to capture the observed spatial precipitation extremes at a fine cell scale or at a basin scale. Statistical downscaling derives a statistical or empirical relationship between the variables simulated by the GCMs, called predictors, and station-scale hydrologic variables, called predictands. The main focus of the paper is on the need for using statistical downscaling techniques for projection of local hydrometeorological variables under climate change scenarios. The projections can be then served as a means of input source to various hydrologic models to obtain streamflow, evapotranspiration, soil moisture and other hydrological variables of interest.

Keywords: climate change, downscaling, GCM, RCM

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Authors: Vinayak Bassi, Rajpreet Singh

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Over the years, with the emergence of sophisticated computers and algorithms, finance has been quantified using computational prowess. Asset valuation has been one of the key components of quantitative finance. In fact, it has become one of the embryonic steps in determining risk related to a portfolio, the main goal of quantitative finance. This study comprises a drawing comparison between valuation output generated by two stochastic dynamic models, namely Black-Scholes and Dupire’s bi-dimensionality model. Both of these models are formulated for computing the valuation function for a portfolio of European options using Monte Carlo simulation methods. Although Monte Carlo algorithms have a slower convergence rate than calculus-based simulation techniques (like FDM), they work quite effectively over high-dimensional dynamic models. A fidelity gap is analyzed between the static (historical) and stochastic inputs for a sample portfolio of underlying assets. In order to enhance the performance efficiency of the model, the study emphasized the use of variable reduction methods and customizing random number generators to implement parallelization. An attempt has been made to further implement the Dupire’s model on a GPU to achieve higher computational performance. Furthermore, ideas have been discussed around the performance enhancement and bottleneck identification related to the implementation of options-pricing models on GPUs.

Keywords: monte carlo, stochastic models, computational finance, parallel programming, scientific computing

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Authors: P. S. Jagadeesh Kumar, S. Meenakshi Sundaram

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With the increase of prevailing non-traditional rivalry, mobile banking experiences an ever changing commercial backdrop. Substantial customer demands have established to be more intricate as customers request more expediency and superintend over their banking services. To enterprise advance and modernization in mobile banking applications, it is gradually obligatory to deeply leapfrog the scuffle using business model transformation. The dramaturgical vicissitudes taking place in mobile banking entail advanced traditions to exploit security. By reforming and transforming older back office into integrated mobile banking applications, banks can engender a supple and nimble banking environment that can rapidly respond to new business requirements over cloud computing. Cloud computing is transfiguring ecosystems in numerous industries, and mobile banking is no exemption providing services innovation, greater flexibility to respond to improved security and enhanced business intelligence with less cost. Cloud technology offer secure deployment possibilities that can provision banks in developing new customer experiences, empower operative relationship and advance speed to efficient banking transaction. Cloud adoption is escalating quickly since it can be made secured for commercial mobile banking transaction through backend as a service in scrutinizing the security strategies of the cloud service provider along with the antiquity of transaction details and their security related practices.

Keywords: cloud adoption, backend as a service, business intelligence, secured mobile banking

Procedia PDF Downloads 254

Authors: Rima T. Alfaraj, Murtadha J. Al Tammar, Khaqan Khan, Khalid M. Alruwaili

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OBJECTIVE/SCOPE (25-75): Caliper logging data provides critical information about wellbore shape and deformations, such as stress-induced borehole breakouts or washouts. Multiarm mechanical caliper logs are often run using wireline, which can be time-consuming, costly, and/or challenging to run in certain formations. To minimize rig time and improve operational safety, it is valuable to develop analytical solutions that can estimate caliper logs using available Logging-While-Drilling (LWD) data without the need to run wireline caliper logs. As a first step, the objective of this paper is to perform statistical analysis using an extensive datasetto identify important physical parameters that should be considered in developing such analytical solutions. METHODS, PROCEDURES, PROCESS (75-100): Caliper logs and LWD data of eleven wells, with a total of more than 80,000 data points, were obtained and imported into a data analytics software for analysis. Several parameters were selected to test the relationship of the parameters with the measured maximum and minimum caliper logs. These parameters includegamma ray, porosity, shear, and compressional sonic velocities, bulk densities, and azimuthal density. The data of the eleven wells were first visualized and cleaned.Using the analytics software, several analyses were then preformed, including the computation of Pearson’s correlation coefficients to show the statistical relationship between the selected parameters and the caliper logs. RESULTS, OBSERVATIONS, CONCLUSIONS (100-200): The results of this statistical analysis showed that some parameters show good correlation to the caliper log data. For instance, the bulk density and azimuthal directional densities showedPearson’s correlation coefficients in the range of 0.39 and 0.57, which wererelatively high when comparedto the correlation coefficients of caliper data with other parameters. Other parameters such as porosity exhibited extremely low correlation coefficients to the caliper data. Various crossplots and visualizations of the data were also demonstrated to gain further insights from the field data. NOVEL/ADDITIVE INFORMATION (25-75): This study offers a unique and novel look into the relative importance and correlation between different LWD measurements and wireline caliper logs via an extensive dataset. The results pave the way for a more informed development of new analytical solutions for estimating the size and shape of the wellbore in real-time while drilling using LWD data.

Keywords: LWD measurements, caliper log, correlations, analysis

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Authors: Patrik Jangl, Milan Mikuláštík

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The objective of the paper is to measure and compare market orientation of Swiss and Czech banks, as well as examine statistically the degree of influence it has on competitiveness of the institutions. The analysis of market orientation is based on the collecting, analysis and correct interpretation of the data. Descriptive analysis of market orientation describe current situation. Research of relation of competitiveness and market orientation in the sector of big international banks is suggested with the expectation of existence of a strong relationship. Partially, the work served as reconfirmation of suitability of classic methodologies to measurement of banks’ market orientation. Two types of data were gathered. Firstly, by measuring subjectively perceived market orientation of a company and secondly, by quantifying its competitiveness. All data were collected from a sample of small, mid-sized and large banks. We used numerical secondary character data from the international statistical financial Bureau Van Dijk’s BANKSCOPE database. Statistical analysis led to the following results. Assuming classical market orientation measures to be scientifically justified, Czech banks are statistically less market-oriented than Swiss banks. Secondly, among small Swiss banks, which are not broadly internationally active, small relationship exist between market orientation measures and market share based competitiveness measures. Thirdly, among all Swiss banks, a strong relationship exists between market orientation measures and market share based competitiveness measures. Above results imply existence of a strong relation of this measure in sector of big international banks. A strong statistical relationship has been proven to exist between market orientation measures and equity/total assets ratio in Switzerland.

Keywords: market orientation, competitiveness, marketing strategy, measurement of market orientation, relation between market orientation and competitiveness, banking sector

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Authors: Hyun-Woo Cho

Abstract:

Detection of incipient abnormal events in production processes is important to improve safety and reliability of manufacturing operations and reduce losses caused by failures. The construction of calibration models for predicting faulty conditions is quite essential in making decisions on when to perform preventive maintenance. This paper presents a multivariate calibration monitoring approach based on the statistical analysis of process measurement data. The calibration model is used to predict faulty conditions from historical reference data. This approach utilizes variable selection techniques, and the predictive performance of several prediction methods are evaluated using real data. The results shows that the calibration model based on supervised probabilistic model yielded best performance in this work. By adopting a proper variable selection scheme in calibration models, the prediction performance can be improved by excluding non-informative variables from their model building steps.

Keywords: calibration model, monitoring, quality improvement, feature selection

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Authors: Belkacem Laimouche

Abstract:

With the field of artificial intelligence (AI) experiencing exponential growth, fueled by technological advancements that pave the way for increasingly innovative and promising applications, there is an escalating need to develop rigorous methods for assessing their performance in pursuit of transparency and equity. This article proposes a metrology-inspired statistical framework for evaluating bias and explainability in AI systems. Drawing from the principles of metrology, we propose a pioneering approach, using a concrete example, to evaluate the accuracy and precision of AI models, as well as to quantify the sources of measurement uncertainty that can lead to bias in their predictions. Furthermore, we explore a statistical approach for evaluating the explainability of AI systems based on their ability to provide interpretable and transparent explanations of their predictions.

Keywords: artificial intelligence, metrology, measurement uncertainty, prediction error, bias, machine learning algorithms, probabilistic models, interlaboratory comparison, data analysis, data reliability, measurement of bias impact on predictions, improvement of model accuracy and reliability

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Authors: Asma Bettahar, Imed Eddine Nezli, Sameh Habes

Abstract:

Groundwater resources in the Oued Righ valley are represented like the parts of the eastern basin of the Algerian Sahara, superposed by two major aquifers: the Intercalary Continental (IC) and the Terminal Complex (TC). From a qualitative point of view, various studies have highlighted that the waters of this region showed excessive mineralization, including the waters of the terminal complex (EC Avg equal 5854.61 S/cm) .The present article is a statistical approach by two multi methods various complementary (ACP, CAH), applied to the analytical data of multilayered aquifer waters Terminal Complex of the Oued Righ valley. The approach is to establish a correlation between the chemical composition of water and the lithological nature of different aquifer levels formations, and predict possible connection between groundwater’s layers. The results show that the mineralization of water is from geological origin. They concern the composition of the layers that make up the complex terminal.

Keywords: complex terminal, mineralization, oued righ, statistical approach

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Authors: Shraddha Digole, Swarali Hingse, Uday Annapure

Abstract:

Mycophenolic acid (MPA) is an immunosuppressant; produced by Penicillium Sp. Box-Behnken statistical experimental design was employed to optimize the condition of Penicillium brevicompactum NRRL 2011 for mycophenolic acid (MPA) production. Initially optimization of various physicochemical parameters and media components was carried out using one factor at a time approach and significant factors were screened by Taguchi L-16 orthogonal array design. Taguchi design indicated that glucose, KH2PO4 and MgSO4 had significant effect on MPA production. These variables were selected for further optimization studies using Box-Behnken design. Optimised fermentation condition, glucose (60 g/L), glycine (28 g/L), L-leucine (1.5g/L), KH2PO4 (3g/L), MgSO4.7H2O (1.5g/L), increased the production of MPA from 170 mg/L to 1032.54 mg/L. Analysis of variance (ANOVA) showed a high value of coefficient of determination R2 (0.9965), indicating a good agreement between experimental and predicted values and proves validity of the statistical model.

Keywords: Box-Behnken design, fermentation, mycophenolic acid, Penicillium brevicompactum

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Authors: Pin Xiu Chen, Shang Liang Chen

Abstract:

A virtualized software controller is developed in this research to replace traditional hardware control units. This virtualized software controller transfers motion interpolation calculations from the motion control units of end devices to edge computing platforms, thereby reducing the end devices' computational load and hardware requirements and making maintenance and updates easier. The study also applies the concept of microservices, dividing the control system into several small functional modules and then deploy into a cloud data server. This reduces the interdependency among modules and enhances the overall system's flexibility and scalability. Finally, with containerization technology, the system can be deployed and started in a matter of seconds, which is more efficient than traditional virtual machine deployment methods. Furthermore, this virtualized software controller communicates with end control devices via wireless networks, making the placement of production equipment or the redesign of processes more flexible and no longer limited by physical wiring. To handle the large data flow and maintain low-latency transmission, this study integrates 5G technology, fully utilizing its high speed, wide bandwidth, and low latency features to achieve rapid and stable remote machine control. An experimental setup is designed to verify the feasibility and test the performance of this framework. This study designs a smart manufacturing site with a 5G communication architecture, serving as a field for experimental data collection and performance testing. The smart manufacturing site includes one robotic arm, three Computer Numerical Control machine tools, several Input/Output ports, and an edge computing architecture. All machinery information is uploaded to edge computing servers and cloud servers via 5G communication and the Internet of Things framework. After analysis and computation, this information is converted into motion control commands, which are transmitted back to the relevant machinery for motion control through 5G communication. The communication time intervals at each stage are calculated using the C++ chrono library to measure the time difference for each command transmission. The relevant test results will be organized and displayed in the full-text.

Keywords: 5G, MEC, microservices, virtualized software controller, smart manufacturing

Procedia PDF Downloads 82