Search results for: elliptical copula

Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

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Herewith we present a Fourier method for credit risk quantification and allocation in the factor-copula model framework. The key insight is that, compared to directly computing the cumulative distribution function of the portfolio loss via Monte Carlo simulation, it is, in fact, more efficient to calculate the transformation of the distribution function in the Fourier domain instead and inverting back to the real domain can be done in just one step and semi-analytically, thanks to the popular COS method (with some adjustments). We also show that the Euler risk allocation problem can be solved in the same way since it can be transformed into the problem of evaluating a conditional cumulative distribution function. Once the conditional or unconditional cumulative distribution function is known, one can easily calculate various risk metrics. The proposed method not only fills the niche in literature, to the best of our knowledge, of accurate numerical methods for risk allocation but may also serve as a much faster alternative to the Monte Carlo simulation method for risk quantification in general. It can cope with various factor-copula model choices, which we demonstrate via examples of a two-factor Gaussian copula and a two-factor Gaussian-t hybrid copula. The fast error convergence is proved mathematically and then verified by numerical experiments, in which Value-at-Risk, Expected Shortfall, and conditional Expected Shortfall are taken as examples of commonly used risk metrics. The calculation speed and accuracy are tested to be significantly superior to the MC simulation for real-sized portfolios. The computational complexity is, by design, primarily driven by the number of factors instead of the number of obligors, as in the case of Monte Carlo simulation. The limitation of this method lies in the "curse of dimension" that is intrinsic to multi-dimensional numerical integration, which, however, can be relaxed with the help of dimension reduction techniques and/or parallel computing, as we will demonstrate in a separate paper. The potential application of this method has a wide range: from credit derivatives pricing to economic capital calculation of the banking book, default risk charge and incremental risk charge computation of the trading book, and even to other risk types than credit risk.

Keywords: credit portfolio, risk allocation, factor copula model, the COS method, Fourier method

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Authors: Zhengyi Kong, Xueqing Wang, Quang-Viet Vu

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In this study, the structural behavior of high strength steel (HSS) hot-finished elliptical hollow section (EHS) subjected to uniaxial eccentric compression is investigated. A finite element method for predicting the cross-section resistance of HSS hot-finished EHS is developed using ABAQUS software, which is then verified by comparison with previous experiments. The validated finite element method is employed to carry out parametric studies for investigating the structural behavior of HSS hot-finished EHS under uniaxial eccentric compression and evaluate the current design guidance for HSS hot-finished EHS. Different parameters, such as the radius of the larger and smaller outer diameter of EHS, thickness of EHS, eccentricity, and material property, are considered. The resulting data from 84 finite element models are used to obtain the relationship between the cross-section resistance of HSS hot-finished EHS and cross-section slenderness. It is concluded that current design provisions, such as EN 1993-1-1, BS 5950-1, AS4100, and Gardner et al., are conservative for predicting the HSS hot-finished EHS under uniaxial eccentric compression.

Keywords: hot-finished, elliptical hollow section, uniaxial eccentric compression, finite element method

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Authors: J. Y Jang, C. Y. Tseng

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A three-dimensional numerical model of thermoelectric generator (TEG) modules attached to a large chimney plate is proposed and solved numerically using a control volume based finite difference formulation. The TEG module consists of a thermoelectric generator, an elliptical pin-fin heat sink, and a cold plate for water cooling. In the chimney, the temperature of flue gases is 450-650K. Therefore, the effects of convection and radiation heat transfer are considered. Although the TEG hot-side temperature and thus the electric power output can be increased by inserting an elliptical pin-fin heat sink into the chimney tunnel to increase the heat transfer area, the pin fin heat sink would cause extra pumping power at the same time. The main purpose of this study is to analyze the effects of geometrical parameters on the electric power output and chimney pressure drop characteristics. In addition, the effects of different operating conditions, including various inlet velocities (Vin = 1, 3, 5 m/s) and inlet temperatures (Tgas = 450, 550, 650K) are discussed in detail. The predicted numerical data for the power vs. current (P-I) curve are in good agreement (within 11%) with the experimental data.

Keywords: thermoelectric generator, waste heat recovery, pin-fin heat sink, experimental and numerical analysis

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Authors: Andres F. Ramirez, Carlos F. Valencia

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The increasing interest in renewable energies strategies application and the path for diminishing the use of carbon related energy sources have encouraged the development of novel strategies for integration of solar energy into the electricity network. A correct inclusion of the fluctuating energy output of a photovoltaic (PV) energy system into an electric grid requires improvements in the forecasting and simulation methodologies for solar energy potential, and the understanding not only of the mean value of the series but the associated underlying stochastic process. We present a methodology for synthetic generation of solar irradiance (shortwave flux) and air temperature bivariate time series based on copula functions to represent the cross-dependence and temporal structure of the data. We explore the advantages of using this nonlinear time series method over traditional approaches that use a transformation of the data to normal distributions as an intermediate step. The use of copulas gives flexibility to represent the serial variability of the real data on the simulation and allows having more control on the desired properties of the data. We use discrete zero mass density distributions to assess the nature of solar irradiance, alongside vector generalized linear models for the bivariate time series time dependent distributions. We found that the copula autoregressive methodology used, including the zero mass characteristics of the solar irradiance time series, generates a significant improvement over state of the art strategies. These results will help to better understand the fluctuating nature of solar energy forecasting, the underlying stochastic process, and quantify the potential of a photovoltaic (PV) energy generating system integration into a country electricity network. Experimental analysis and real data application substantiate the usage and convenience of the proposed methodology to forecast solar irradiance time series and solar energy across northern hemisphere, southern hemisphere, and equatorial zones.

Keywords: copula autoregressive, solar irradiance forecasting, solar energy forecasting, time series generation

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Authors: V. V. Singh

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We have studied the reliability measures of a system, which consists of two subsystems i.e. subsystem-1 and subsystem-2 in series configuration under different types of failure. The subsystem-1 has three identical units in parallel configuration and operating under 2-out-of-3: G policy and connected to subsystem-2 in series configuration. Each subsystem has different types of failure and repair rates. An important cause for failure of system is unsuitability of the environmental conditions, like overheating, weather conditions, heavy rainfall, storm etc. The environmental failure is taken into account in the proposed repairable system. Supplementary variable technique is used to study of system and some traditional measures such as; availability, reliability, MTTF and profit function are obtained for different values of parameters. In the proposed model, some particular cases of failure rates are explicitly studied.

Keywords: environmental failure, human failure, availability, MTTF, reliability, profit analysis, Gumbel-Hougaard family copula

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Authors: A. Kazemi Jouybari, A. Mirabdolah Lavasani

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This paper seeks to the solution of condensation around of a flat plate, circular and elliptical tube in way of numerical and analytical methods. Also, it calculates the entropy production rates. The first, problem was solved by using mesh dynamic and rational assumptions, next it was compared with the numerical solution that the result had acceptable errors. An additional supporting relation was applied based on a characteristic of condensation phenomenon for condensing elements. As it has been shown here, due to higher rates of heat transfer for elliptical tubes, they have more entropy production rates, in comparison to circular ones. Findings showed that two methods were efficient. Furthermore, analytical methods can be used to optimize the problem and reduce the entropy production rate.

Keywords: condensation, numerical solution, analytical solution, entropy rate

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Authors: Yong-Sung Kim, Je-Seok Shin, Ho-Jun Jo, Jin-O Kim

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Home Energy Management System (HEMS) which makes the residential consumers contribute to the demand response is attracting attention in recent years. An aim of HEMS is to minimize their electricity cost by controlling the use of their appliances according to electricity price. The use of appliances in HEMS may be affected by some conditions such as external temperature and electricity price. Therefore, the user’s usage pattern of appliances should be modeled according to the external conditions, and the resultant usage pattern is related to the user’s comfortability on use of each appliances. This paper proposes a methodology to model the usage pattern based on the historical data with the copula function. Through copula function, the usage range of each appliance can be obtained and is able to satisfy the appropriate user’s comfort according to the external conditions for next day. Within the usage range, an optimal scheduling for appliances would be conducted so as to minimize an electricity cost with considering user’s comfort. Among the home appliance, electric heater (EH) is a representative appliance which is affected by the external temperature. In this paper, an optimal scheduling algorithm for an electric heater (EH) is addressed based on the method of branch and bound. As a result, scenarios for the EH usage are obtained according to user’s comfort levels and then the residential consumer would select the best scenario. The case study shows the effects of the proposed algorithm compared with the traditional operation of the EH, and it also represents impacts of the comfort level on the scheduling result.

Keywords: load scheduling, usage pattern, user’s comfort, copula function, branch and bound, electric heater

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Authors: Karam Chand Gupta

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If an ellipse is to be drawn of given dimensions on a large ground, there is no formula, method or set of calculations & procedure available which will help in drawing an ellipse of given length and width on ground. Whenever a field engineer is to start the work of an ellipse-shaped structure like elliptical conference hall, screening chamber and pump chamber in disposal work etc., it is cumbersome for him to give demarcation of the structure on the big surface of the ground. No procedure is available, even in Google. A set of formulas with calculations has been made which helps the field engineer to draw an true and perfect ellipse of given length and width on the large ground very easily so as to start the construction work of elliptical structure. Based on these formulas a civil Engineering tool kit has been made with the help of which we can make perfect ellipse of desired dimensions on very large surface. The Patent of the tool kit has been filed in Intellectual Property India with Patent Filing Number: 201611026153 and Patent Application Filing Date: 30.07.2016. An App named ‘KC’s Mesh Formula’ has also been made to ease the calculation work. This can be downloaded from Play Store. After adopting these formulas and tool kit, a field engineer will not face difficulty in drawing ellipse on the ground to start the work.

Keywords: ellipse, elliptical structure, foci, string, wooden peg

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Authors: Vijay Vir Singh

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In this paper, we focus on the reliability and performance analysis of Computer Centre (CC) at Yobe State University, Damaturu, Nigeria. The CC consists of three servers: one database mail server, one redundant and one for sharing with the client computers in the CC (called as local server). Observing the different possibilities of functioning of the CC, analysis has been done to evaluate the various reliability characteristics of the system. The system can completely fail due to failure of router, redundant server before repairing the mail server, and switch failure. The system can also partially fail when local server fails. The system can also fail completely due to a cooling failure, electricity failure or some natural calamity like earthquake, fire etc. All the failure rates are assumed to be constant while repair follows two types of distributions: general and Gumbel-Hougaard family copula.

Keywords: reliability, availability Gumbel-Hougaard family copula, MTTF, internet data centre

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Authors: Jonathon Bailey, Neil Bressloff, Nick Curzen

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Transcatheter Aortic Valve Implantation (TAVI) devices are stent-like frames with prosthetic leaflets on the inside, which are percutaneously implanted. The device in a crimped state is fed through the arteries to the aortic root, where the device frame is opened through either self-expansion or balloon expansion, which reveals the prosthetic valve within. The frequency at which TAVI is being used to treat aortic stenosis is rapidly increasing. In time, TAVI is likely to become the favoured treatment over Surgical Valve Replacement (SVR). Mortality after TAVI has been associated with severe Paravalvular Aortic Regurgitation (PAR). PAR occurs when the frame of the TAVI device does not make an effective seal against the internal surface of the aortic root, allowing blood to flow backwards about the valve. PAR is common in patients and has been reported to some degree in as much as 76% of cases. Severe PAR (grade 3 or 4) has been reported in approximately 17% of TAVI patients resulting in post-procedural mortality increases from 6.7% to 16.5%. TAVI devices, like SVR devices, are circular in cross-section as the aortic root is often considered to be approximately circular in shape. In reality, however, the aortic root is often non-circular. The ascending aorta, aortic sino tubular junction, aortic annulus and left ventricular outflow tract have an average ellipticity ratio of 1.07, 1.09, 1.29, and 1.49 respectively. An elliptical aortic root does not severely affect SVR, as the leaflets are completely removed during the surgical procedure. However, an elliptical aortic root can inhibit the ability of the circular Balloon-Expandable (BE) TAVI devices to conform to the interior of the aortic root wall, which increases the risk of PAR. Self-Expanding (SE) TAVI devices are considered better at conforming to elliptical aortic roots, however the valve leaflets were not designed for elliptical function, furthermore the incidence of PAR is greater in SE devices than BE devices (19.8% vs. 12.2% respectively). If a patient’s aortic root is too severely elliptical, they will not be suitable for TAVI, narrowing the treatment options to SVR. It therefore follows that in order to increase the population who can undergo TAVI, and reduce the risk associated with TAVI, non-circular devices should be developed. Computational simulations were employed to further advance our understanding of non-circular TAVI devices. Radial stiffness of the TAVI devices in multiple directions, frame bending stiffness and resistance to balloon induced expansion are all computationally simulated. Finally, a simulation has been developed that demonstrates the expansion of TAVI devices into a non-circular patient specific aortic root model in order to assess the alterations in deployment dynamics, PAR and the stresses induced in the aortic root.

Keywords: tavi, tavr, fea, par, fem

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Authors: Vijay Vir Singh

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This work is focused studying the Linux operating system connected in a LAN (local area network). The STAR topology (to be called subsystem-1) and BUS topology (to be called subsystem-2) are taken into account, which are placed at two different locations and connected to a server through a hub. In the both topologies BUS topology and STAR topology, we have assumed n clients. The system has two types of failures i.e. partial failure and complete failure. Further, the partial failure has been categorized as minor and major partial failure. It is assumed that the minor partial failure degrades the sub-systems and the major partial failure make the subsystem break down mode. The system may completely fail due to failure of server hacking and blocking etc. The system is studied using supplementary variable technique and Laplace transform by using different types of failure and two types of repair. The various measures of reliability for example, availability of system, reliability of system, MTTF, profit function for different parametric values have been discussed.

Keywords: star topology, bus topology, blocking, hacking, Linux operating system, Gumbel-Hougaard family copula, supplementary variable

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Authors: A. Chateauneuf, M. Mostoufi, D. Vyncke

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Monte Carlo (MC) simulation is a technique that provides approximate solutions to a broad range of mathematical problems. A drawback of the method is its high computational cost, especially in a high-dimensional setting, such as estimating the Tail Value-at-Risk for large portfolios or pricing basket options and Asian options. For these types of problems, one can construct an upper bound in the convex order by replacing the copula by the comonotonic copula. This comonotonic upper bound can be computed very quickly, but it gives only a rough approximation. In this paper we introduce the Comonotonic Monte Carlo (CoMC) simulation, by using the comonotonic approximation as a control variate. The CoMC is of broad applicability and numerical results show a remarkable speed improvement. We illustrate the method for estimating Tail Value-at-Risk and pricing basket options and Asian options when the logreturns follow a Black-Scholes model or a variance gamma model.

Keywords: control variate Monte Carlo, comonotonicity, option pricing, scientific computing

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Authors: Betty Johanna Garzon Rozo, Jonathan Crook, Fernando Moreira

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Operational risk losses are heavy tailed and are likely to be asymmetric and extremely dependent among business lines/event types. We propose a new methodology to assess, in a multivariate way, the asymmetry and extreme dependence between severity distributions, and to calculate the capital for Operational Risk. This methodology simultaneously uses (i) several parametric distributions and an alternative mix distribution (the Lognormal for the body of losses and the Generalized Pareto Distribution for the tail) via extreme value theory using SAS®, (ii) the multivariate skew t-copula applied for the first time for operational losses and (iii) Bayesian theory to estimate new n-dimensional skew t-copula models via Markov chain Monte Carlo (MCMC) simulation. This paper analyses a newly operational loss data set, SAS Global Operational Risk Data [SAS OpRisk], to model operational risk at international financial institutions. All the severity models are constructed in SAS® 9.2. We implement the procedure PROC SEVERITY and PROC NLMIXED. This paper focuses in describing this implementation.

Keywords: operational risk, loss distribution approach, extreme value theory, copulas

Procedia PDF Downloads 571

Authors: V. V. Singh

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In this paper we have focused on the study of a Linux operating system connected in a LAN (local area network). We have considered two different topologies STAR topology (subsystem-1) and BUS topology (subsystem-2) which are placed at two different places and connected to a server through a hub. In both topologies BUS topology and STAR topology, we have assumed 'n' clients. The system has two types of failure partial failure and complete failure. Further the partial failure has been categorized as minor partial failure and major partial failure. It is assumed that minor partial failure degrades the subsystem and the major partial failure brings the subsystem to break down mode. The system can completely failed due to failure of server hacking and blocking etc. The system is studied by supplementary variable technique and Laplace transform by taking different types of failure and two types of repairs. The various measures of reliability like availability of system, MTTF, profit function for different parametric values has been discussed.

Keywords: star topology, bus topology, hacking, blocking, linux operating system, Gumbel-Hougaard family copula, supplementary variable

Procedia PDF Downloads 551

Authors: V. V. Singh, Yusuf Ibrahim Gwanda, Rajesh Prasad

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In this paper, we focus on the reliability and performance analysis of Computer Centre (CC) at Yobe State University, Damaturu, Nigeria. The CC consists of three servers: one database mail server, one redundant and one for sharing with the client computers in the CC (called as a local server). Observing the different possibilities of the functioning of the CC, the analysis has been done to evaluate the various popular measures of reliability such as availability, reliability, mean time to failure (MTTF), profit analysis due to the operation of the system. The system can ultimately fail due to the failure of router, redundant server before repairing the mail server and switch failure. The system can also partially fail when a local server fails. The failed devices have restored according to Least Recently Used (LRU) techniques. The system can also fail entirely due to a cooling failure of the server, electricity failure or some natural calamity like earthquake, fire tsunami, etc. All the failure rates are assumed to be constant and follow exponential time distribution, while the repair follows two types of distributions: i.e. general and Gumbel-Hougaard family copula distribution.

Keywords: reliability, availability Gumbel-Hougaard family copula, MTTF, internet data centre

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Authors: Ali Algryani

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Ellipsis involves the omission of an item or items that can be recovered from the preceding clause. Ellipsis is used as a cohesion marker; it enhances the cohesiveness of a text/discourse as a clause is interpretable only through making reference to an antecedent clause. The present study attempts to investigate the linguistic phenomenon of ellipsis from a translation perspective. It is mainly concerned with how ellipsis is translated from English into Arabic. The study covers different forms of ellipsis, such as noun phrase ellipsis, verb phrase ellipsis, gapping, pseudo-gapping, stripping, and sluicing. The primary aim of the study, apart from discussing the use and function of ellipsis, is to find out how such ellipsis phenomena are dealt with in English-Arabic translation and determine the implications of the translations of elliptical structures into Arabic. The study is based on the analysis of Dhofar University (DU) students' translations of sentences containing different forms of ellipsis. The initial findings of the study indicate that due to differences in syntactic structures and stylistic preferences between English and Arabic, Arabic tends to use lexical repetition in the translation of some elliptical structures, thus achieving a higher level of explicitness. This implies that Arabic tends to prefer lexical repetition to create cohesion more than English does. Furthermore, the study also reveals that the improper translation of ellipsis leads to interpretations different from those understood from the source text. Such mistranslations can be attributed to student translators’ lack of awareness of the use and function of ellipsis as well as the stylistic preferences of both languages. This has pedagogical implications on the teaching and training of translation students at DU. Students' linguistic competence needs to be enhanced through teaching linguistics-related issues with reference to translation and both languages, .i.e. source and target languages and with special emphasis on their use, function and stylistic preferences.

Keywords: cohesion, ellipsis, explicitness, lexical repetition

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Authors: Basavaraj R. Endigeri, S. G. Sarganachari

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Steel is widely used in machine parts, structural equipment and many other applications. In many steel structural elements, holes of different shapes and orientations are made with a view to satisfy the design requirements. The presence of holes in steel elements creates stress concentration, which eventually reduce the mechanical strength of the structure. Therefore, it is of great importance to investigate the state of stress around the holes for the safety and properties design of such elements. By literature survey, it is known that till date, there is no analytical solution to reduce the stress concentration by providing auxiliary holes at a definite location and radii in a steel plate. The numerical method can be used to determine the optimum location and radii of auxiliary holes. In the present work plate with an elliptical hole, for a steel material subjected to uniaxial load is analyzed and the effect of stress concentration is graphically represented .The introduction of auxiliary holes at a optimum location and radii with its effect on stress concentration is also represented graphically. The finite element analysis package ANSYS 11.0 is used to analyse the steel plate. The analysis is carried out using a plane 42 element. Further the ANSYS optimization model is used to determine the location and radii for optimum values of auxiliary hole to reduce stress concentration. All the results for different diameter to plate width ratio are presented graphically. The results of this study are in the form of the graphs for determining the locations and diameter of optimal auxiliary holes. The graph of stress concentration v/s central hole diameter to plate width ratio. The Finite Elements results of the study indicates that the stress concentration effect of central elliptical hole in an uniaxial loaded plate can be reduced by introducing auxiliary holes on either side of the central circular hole.

Keywords: finite element method, optimization, stress concentration factor, auxiliary holes

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Authors: Gao Youtao, Zhao Tanran, Jin Bingyu, Xu Bo

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Global navigation satellite system(GNSS) can deliver navigation information for spacecraft orbiting on low-Earth orbits and medium Earth orbits. However, the GNSS cannot navigate the spacecraft on high-Earth orbit or deep space probes effectively. With the deep space exploration becoming a hot spot of aerospace, the demand for a deep space satellite navigation system is becoming increasingly prominent. Many researchers discussed the feasibility and performance of a satellite navigation system on periodic orbits around the Earth-Moon libration points which can be called Lagrangian point satellite navigation system. Autonomous orbit determination (AOD) is an important performance for the Lagrangian point satellite navigation system. With this ability, the Lagrangian point satellite navigation system can reduce the dependency on ground stations. AOD also can greatly reduce total system cost and assure mission continuity. As the elliptical restricted three-body problem can describe the Earth-Moon system more accurately than the circular restricted three-body problem, we study the autonomous orbit determination of Lagrangian navigation constellation using only crosslink range based on elliptical restricted three body problem. Extended Kalman filter is used in the autonomous orbit determination. In order to compare the autonomous orbit determination results based on elliptical restricted three-body problem to the results of autonomous orbit determination based on circular restricted three-body problem, we give the autonomous orbit determination position errors of a navigation constellation include four satellites based on the circular restricted three-body problem. The simulation result shows that the Lagrangian navigation constellation can achieve long-term precise autonomous orbit determination using only crosslink range. In addition, the type of the libration point orbit will influence the autonomous orbit determination accuracy.

Keywords: extended Kalman filter, autonomous orbit determination, quasi-periodic orbit, navigation constellation

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Authors: Ainura Tursunalieva, Irene Hudson

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Continuous improvement of both the quality and safety of health care is an important goal in Australia and internationally. The intensive care unit (ICU) receives patients with a wide variety of and severity of illnesses. Accurately identifying patients at risk of developing complications or dying is crucial to increasing healthcare efficiency. Thus, it is essential for clinicians and researchers to have a robust framework capable of evaluating the risk profile of a patient. ICU scoring systems provide such a framework. The Acute Physiology and Chronic Health Evaluation III and the Simplified Acute Physiology Score II are ICU scoring systems frequently used for assessing the severity of acute illness. These scoring systems collect multiple risk factors for each patient including physiological measurements then render the assessment outcomes of individual risk factors into a single numerical value. A higher score is related to a more severe patient condition. Furthermore, the Mortality Probability Model II uses logistic regression based on independent risk factors to predict a patient’s probability of mortality. An important overlooked limitation of SAPS II and MPM II is that they do not, to date, include interaction terms between a patient’s vital signs. This is a prominent oversight as it is likely there is an interplay among vital signs. The co-existence of certain conditions may pose a greater health risk than when these conditions exist independently. One barrier to including such interaction terms in predictive models is the dimensionality issue as it becomes difficult to use variable selection. We propose an innovative scoring system which takes into account a dependence structure among patient’s vital signs, such as systolic and diastolic blood pressures, heart rate, pulse interval, and peripheral oxygen saturation. Copulas will capture the dependence among normally distributed and skewed variables as some of the vital sign distributions are skewed. The estimated dependence parameter will then be incorporated into the traditional scoring systems to adjust the points allocated for the individual vital sign measurements. The same dependence parameter will also be used to create an alternative copula-based model for predicting a patient’s probability of mortality. The new copula-based approach will accommodate not only a patient’s trajectories of vital signs but also the joint dependence probabilities among the vital signs. We hypothesise that this approach will produce more stable assessments and lead to more time efficient and accurate predictions. We will use two data sets: (1) 250 ICU patients admitted once to the Chui Regional Hospital (Kyrgyzstan) and (2) 37 ICU patients’ agitation-sedation profiles collected by the Hunter Medical Research Institute (Australia). Both the traditional scoring approach and our copula-based approach will be evaluated using the Brier score to indicate overall model performance, the concordance (or c) statistic to indicate the discriminative ability (or area under the receiver operating characteristic (ROC) curve), and goodness-of-fit statistics for calibration. We will also report discrimination and calibration values and establish visualization of the copulas and high dimensional regions of risk interrelating two or three vital signs in so-called higher dimensional ROCs.

Keywords: copula, intensive unit scoring system, ROC curves, vital sign dependence

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Authors: Anna Kesoyan

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The present paper deals with the syntax-related problems of translation from English into Armenian. Although Syntax is a part of grammar, syntax-related problems of translation are studied separately during the process of translation. Translation from one language to another is widely accepted as a challenging problem. This becomes even more challenging when the source and target languages are widely different in structure and style, as is the case with English and Armenian. Syntax-related problems of translation from English into Armenian are mainly connected with the syntactical structures of these languages, and particularly, with the word order of the sentence. The word order of the sentence of the Armenian language, which is a synthetic language, is usually characterized as “rather free”, and the word order of the English language, which is an analytical language, is characterized “fixed”. The following research examines the main translation means, particularly, syntactical transformations as the translator has to take real steps while trying to solve certain syntax-related problems. Most of the means of translation are based on the transformation of grammatical components of the sentence, without changing the main information of the text. There are several transformations that occur during translation such as word order of the sentence, transformations of certain grammatical constructions like Infinitive participial construction, Nominative with the Infinitive and Elliptical constructions which have been covered in the following research.

Keywords: elliptical constructions, nominative with the infinitive constructions, fixed and free word order, syntactic structures

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Authors: Ameen Alahdal

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This paper investigates copular constructions in Raimi Yemeni Arabic (RYA). The aim of the paper is actually twofold. First it explores the types of copular constructions in Raimi Yemeni Arabic, a variety of Arabic that has not attracted a lot of attention. In this connection, the paper shows that RYA manifests ‘bare’, verbal and pronominal/PRON copular constructions, just like other varieties of Arabic and indeed other Semitic languages like Hebrew. The sentences below from RYA represent the three constructions, respectively. (1) a. nada Hilwah Nada pretty.3sf ‘Nada is pretty’ b. kan al-banat hina was the-girls here ‘The girls were here c. ali hu-l mudiir Ali he-the manager ‘Ali is the manager’ Interestingly, in addition to these common types of copular constructions, RYA seems to exhibit dual copula sentences, a construction that features both a pronominal copula and a verbal copula. Such a construction is attested neither in Standard Arabic nor in other modern varieties of Arabic such as Lebanese, Moroccan, Egyptian, Jordanian. Remarkably, dual copular sentences do not appear even in other dialects of Yemeni Arabic such as Sanaani, Adeni and Tehami. (2) is an example. (2) maha kan-ih mudarrisah maha was-she teacher.3sf ‘Maha was a teacehr’ Second, the paper considers the cartography of subject positions in copular constructions proposed by Shlonsky and Rizzi (2018). Different copular constructions seem to involve different subject positions (which might eventually correlate with different interpretations – not our concern in this paper). Here, it is argued that in a bare copular sentence, as in (1a), RYA might exploit two criterial subject positions (in Rizzi’s sense), in addition to the canonical Spec,TP position. Under mainstream minimalist assumption, a copular sentence is analyzed as a PredP. Thus, in addition to the PredP-related thematic subject position, a criterial subject position is posited outside of PredP. (3) below represents the cartography of subject positions in a bare copular construction. (3) [……..DP subj PredP DP Pred DP/AP/PP ] In PRON sentences, as exemplified in (1c), another two subject positions are postulated high in the clause, particularly above PolP. (4) illustrates the hierarchy of the subject positions in a PRON copular construction. The subject resides in Spec,SUBJ2P. (4) …DP SUBJ2 …DP SUBJ1 … Pol … DP subj PredP Another related phenomenon in RYA which sets it apart from other languages like Hebrew is that of negative bare copular construction. This construction involves a PRON, which is not found in its affirmative counterpart. PRON, however, is hosted neither by SUBJ20 nor by SUBJ10. Rather, PRON occurs below Neg0 (Pol0 in the hierarchy). This situation raises interesting issues for the hierarchy of subjects in copular constructions as well as to the syntax of the left periphery in general. With regard to what causes the subject to move, there are different potential triggers. For instance, movement of the subject at the base, i.e., out of PredP is triggered by a labeling failure. Other movements of the subject can be driven by a formal feature like EPP, or a criterial feature like [subj].

Keywords: Yemeni Arabic, copular constructions, cartography of subjects, labeling, criterial positions

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Authors: Natheer Alatawneh

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The finite element analysis of magnetic fields in electromagnetic devices shows that the machine cores experience different flux patterns including alternating and rotating fields. The rotating fields are generated in different configurations range between circular and elliptical with different ratios between the major and minor axis of the flux locus. Experimental measurements on electrical steel exposed to different flux patterns disclose different magnetic losses in the samples under test. Consequently, electric machines require special attention during the cores loss calculation process to consider the flux patterns. In this study, a circular rotational single sheet tester is employed to measure the core losses in electric steel sample of M36G29. The sample was exposed to alternating field, circular field, and elliptical fields with axis ratios of 0.2, 0.4, 0.6 and 0.8. The measured data was implemented on 6-4 switched reluctance motor at three different frequencies of interest to the industry as 60 Hz, 400 Hz, and 1 kHz. The results disclose a high margin of error that may occur during the loss calculations if the flux patterns issue is neglected. The error in different parts of the machine associated with considering the flux patterns can be around 50%, 10%, and 2% at 60Hz, 400Hz, and 1 kHz, respectively. The future work will focus on the optimization of machine geometrical shape which has a primary effect on the flux pattern in order to minimize the magnetic losses in machine cores.

Keywords: alternating core losses, electric machines, finite element analysis, rotational core losses

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Authors: Yih-Wenn Laih

Abstract:

In recent times, the dependence and co-movement among international financial markets have become stronger than in the past, as evidenced by commentaries in the news media and the financial sections of newspapers. Studying the co-movement between returns in financial markets is an important issue for portfolio management and risk management. The realization of co-movement helps investors to identify the opportunities for international portfolio management in terms of asset allocation and pricing. Since the election of the new Prime Minister, Shinzo Abe, in November 2012, the yen has weakened against the US dollar from the 80 to the 120 level. The policies, known as “Abenomics,” are to encourage private investment through a more aggressive mix of monetary and fiscal policy. Given the close economic relations and competitions among Asia markets, it is interesting to discover the co-movement relations, affected by the depreciation of yen, between stock market of Japan and 5 major Asia stock markets, including China, Hong Kong, Korea, Singapore, and Taiwan. Specifically, we devote ourselves to measure the co-movement of stock markets between Japan and each one of the 5 Asia stock markets in terms of rank correlation coefficients. To compute the coefficients, return series of each stock market is first fitted by a skewed-t GARCH (generalized autoregressive conditional heteroscedasticity) model. Secondly, to measure the dependence structure between matched stock markets, we employ the symmetrized Joe-Clayton (SJC) copula to calculate the probability density function of paired skewed-t distributions. The joint probability density function is then utilized as the scoring scheme to optimize the sequence alignment by dynamic programming method. Finally, we compute the rank correlation coefficients (Kendall's  and Spearman's ) between matched stock markets based on their aligned sequences. We collect empirical data of 6 stock indexes from Taiwan Economic Journal. The data is sampled at a daily frequency covering the period from January 1, 2013 to July 31, 2015. The empirical distributions of returns indicate fatter tails than the normal distribution. Therefore, the skewed-t distribution and SJC copula are appropriate for characterizing the data. According to the computed Kendall’s τ, Korea has the strongest co-movement relation with Japan, followed by Taiwan, China, and Singapore; the weakest is Hong Kong. On the other hand, the Spearman’s ρ reveals that the strength of co-movement between markets with Japan in decreasing order are Korea, China, Taiwan, Singapore, and Hong Kong. We explore the effects of “Abenomics” on Asia stock markets by measuring the co-movement relation between Japan and five major Asia stock markets in terms of rank correlation coefficients. The matched markets are aligned by a hybrid method consisting of GARCH, copula and sequence alignment. Empirical experiments indicate that Korea has the strongest co-movement relation with Japan. The strength of China and Taiwan are better than Singapore. The Hong Kong market has the weakest co-movement relation with Japan.

Keywords: co-movement, depreciation of Yen, rank correlation, stock market

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Authors: Ali Razmi, Saeed Golian

Abstract:

Climate change is known to have the potential to impact adversely hydrologic patterns for variables such as rainfall, maximum and minimum temperature and sea level rise. Long-term average of these climate variables could possibly change over time due to climate change impacts. In this study, trend analysis was performed on rainfall, maximum and minimum temperature and water level data of a coastal area in Manhattan, New York City, Central Park and Battery Park stations to investigate if there is a significant change in the data mean. Partial Man-Kendall test was used for trend analysis. Frequency analysis was then performed on data using common probability distribution functions such as Generalized Extreme Value (GEV), normal, log-normal and log-Pearson. Goodness of fit tests such as Kolmogorov-Smirnov are used to determine the most appropriate distributions. In flood frequency analysis, rainfall and water level data are often separately investigated. However, in determining flood zones, simultaneous consideration of rainfall and water level in frequency analysis could have considerable effect on floodplain delineation (flood extent and depth). The present study aims to perform flood frequency analysis considering joint probability distribution for rainfall and storm surge. First, correlation between the considered variables was investigated. Joint probability distribution of extreme water level and temperature was also investigated to examine how global warming could affect sea level flooding impacts. Copula functions were fitted to data and joint probability of water level with rainfall and temperature for different recurrence intervals of 2, 5, 25, 50, 100, 200, 500, 600 and 1000 was determined and compared with the severity of individual events. Results for trend analysis showed increase in long-term average of data that could be attributed to climate change impacts. GEV distribution was found as the most appropriate function to be fitted to the extreme climate variables. The results for joint probability distribution analysis confirmed the necessity for incorporation of both rainfall and water level data in flood frequency analysis.

Keywords: climate change, climate variables, copula, joint probability

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Authors: Novee Lor C. Leyso, Maylin C. Palatino

Abstract:

Under-five malnutrition continues to persist in the Philippines, particularly in the island Province of Marinduque, with prevalence of some forms of malnutrition even worsening in recent years. Local spatial cluster detection provides a spatial perspective in understanding this phenomenon as key in analyzing patterns of geographic variation, identification of community-appropriate programs and interventions, and focused targeting on high-risk areas. Using data from a province-wide household-based census conducted in 2014–2016, this study aimed to determine and evaluate spatial clusters of under-five malnutrition, across the province and within each municipality at the individual level using household location. Malnutrition was defined as weight-for-age z-score that fall outside the 2 standard deviations from the median of the WHO reference population. The Kulldorff’s elliptical spatial scan statistic in binomial model was used to locate clusters with high-risk of malnutrition, while adjusting for age and membership to government conditional cash transfer program as proxy for socio-economic status. One large significant cluster of under-five malnutrition was found southwest of the province, in which living in these areas at least doubles the risk of malnutrition. Additionally, at least one significant cluster were identified within each municipality—mostly located along the coastal areas. All these indicate apparent geographical variations across and within municipalities in the province. There were also similarities and disparities in the patterns of risk of malnutrition in each cluster across municipalities, and even within municipality, suggesting underlying causes at work that warrants further investigation. Therefore, community-appropriate programs and interventions should be identified and should be focused on high-risk areas to maximize limited government resources. Further studies are also recommended to determine factors affecting variations in childhood malnutrition considering the evidence of spatial clustering found in this study.

Keywords: Binomial model, Kulldorff’s elliptical spatial scan statistic, Philippines, under-five malnutrition

Procedia PDF Downloads 117

Authors: B. Medjadji, L. Aminallah, B. Serier, M. Benlebna

Abstract:

In this study, the finite element method in 3-D is used to calculate the integral J in the semi-elliptical crack in a pipe subjected to internal pressure. The stress-strain curve of the pipe has been determined experimentally. The J-integral was calculated in two fronts crack (Ф = 0 and Ф = π/2). The effect of the configuration of the crack on the J integral is analysed. The results show that an external longitudinal crack in a pipe is the most dangerous. It also shows that the increase in the applied pressure causes a remarkable increase of the integral J. The effect of the depth of the crack becomes important when the ratio between the depth of the crack and the thickness of the pipe (a / t) tends to 1.

Keywords: J integral, pipeline, crack, MEF

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Authors: Zellagui Redouane, Bellaouar Ahmed, Lachi Mohammed

Abstract:

The railway axles are the essential parts in the bogie of train, and its failure creates a big problem in the railway transport; during the work of this parts we noticed a premature deterioration. The aim has been presented a predictive model allowing the identification of the probable causes that are the cause of these premature deterioration. The results are employed for predicting fatigue crack growth in the railway axle, Also we want to present the variation value of stress intensity factor in different positions of elliptical crack tip. The modeling of axle in performed by the SOLID WORKS software and imported into ANSYS.

Keywords: crack growth, static load, railway axle, lifetime

Procedia PDF Downloads 335

Authors: Soon Ok Jo, Han Kyu Jeung, Si Woo Park

Abstract:

With the process of consistent expansion of carbon fiber in width (Carbon Fiber Tow Spreading Technique), it can be expected that such process can enhance the production of carbon fiber reinforced composite material and quality of the product. In this research, the method of mechanically expanding carbon fiber and increasing its width was investigated by using various geometric rolls. In addition, experimental type of carbon fiber expansion device was developed and tested using 12K carbon fiber. As a result, the effects of expansion of such fiber under optimized operating conditions and geometric structure of an elliptical roll, were analyzed.

Keywords: carbon fiber, tow spreading fiber, pre-preg, roll structure

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Authors: Maassoumeh Bemani Naeini

Abstract:

Studies on interlanguage have long been engaged in describing the phenomenon of variation in SLA. Pursuing the same goal and particularly addressing the role of linguistic features, this study describes the use of Persian morphology in the interlanguage of two adult English-speaking learners of Persian L2. Taking the general approach of a combination of contrastive analysis, error analysis and interlanguage analysis, this study focuses on the identification and prediction of some possible instances of transfer from English L1 to Persian L2 across six elicitation tasks aiming to investigate whether any of contextual features may variably influence the learners’ order of morpheme accuracy in the areas of copula, possessives, articles, demonstratives, plural form, personal pronouns, and genitive cases.  Results describe the existence of task variation in the interlanguage system of Persian L2 learners.

Keywords: English L1, Interlanguage Analysis, Persian L2, SLA variation

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Authors: Karim Adinehvand, Bakhtiar Azadbakht, Amin Sahebnasagh

Abstract:

Relation to high absorption fraction of Tc SESTAMIBI by internal organs in heart scan, and these organs are near to generation organs (Ovaries and uterus). In this study, Liver is specified as source organ. Method: we have set amount of absorbed fraction radiopharmaceutical in position of Liver in RANDO-phantom in form of elliptical surfaces, then absorbed dose to ovaries and uterus measured by TLD-100 that had set at position of these organs in RANDO-phantom. Calculation had done by MIRD method. Results from direct measurement and MIRD method are too similar. The absorbed dose to uterus and ovaries for Rest are 26.05µGyMBq-1, 17.23µGyMBq-1 and for Stress are 2.04µGyMBq-1, 1.35µGyMBq-1 respectively.

Keywords: absorbed dose, TLD, MIRD, RANDO-phantom, Tc-99m

Procedia PDF Downloads 543