Search results for: finite population variance
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8984

Search results for: finite population variance

8954 Finite Element Method as a Solution Procedure for Problems in Tissue Biomechanics

Authors: Momoh Omeiza Sheidu

Abstract:

Finite element method as a method of providing solutions to problems in computational bio mechanics provides a framework for modeling the function of tissues that integrates structurally from cell to organ system and functionally across the physiological processes that affect tissue mechanics or are regulated by mechanical forces. In this paper, we present an integrative finite element strategy for solution to problems in tissue bio mechanics as a case study.

Keywords: finite element, biomechanics, modeling, computational biomechanics

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8953 The Evaluation of the Performance of Different Filtering Approaches in Tracking Problem and the Effect of Noise Variance

Authors: Mohammad Javad Mollakazemi, Farhad Asadi, Aref Ghafouri

Abstract:

Performance of different filtering approaches depends on modeling of dynamical system and algorithm structure. For modeling and smoothing the data the evaluation of posterior distribution in different filtering approach should be chosen carefully. In this paper different filtering approaches like filter KALMAN, EKF, UKF, EKS and smoother RTS is simulated in some trajectory tracking of path and accuracy and limitation of these approaches are explained. Then probability of model with different filters is compered and finally the effect of the noise variance to estimation is described with simulations results.

Keywords: Gaussian approximation, Kalman smoother, parameter estimation, noise variance

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8952 A Mean–Variance–Skewness Portfolio Optimization Model

Authors: Kostas Metaxiotis

Abstract:

Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.

Keywords: evolutionary algorithms, portfolio optimization, skewness, stock selection

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8951 An Approach to Noise Variance Estimation in Very Low Signal-to-Noise Ratio Stochastic Signals

Authors: Miljan B. Petrović, Dušan B. Petrović, Goran S. Nikolić

Abstract:

This paper describes a method for AWGN (Additive White Gaussian Noise) variance estimation in noisy stochastic signals, referred to as Multiplicative-Noising Variance Estimation (MNVE). The aim was to develop an estimation algorithm with minimal number of assumptions on the original signal structure. The provided MATLAB simulation and results analysis of the method applied on speech signals showed more accuracy than standardized AR (autoregressive) modeling noise estimation technique. In addition, great performance was observed on very low signal-to-noise ratios, which in general represents the worst case scenario for signal denoising methods. High execution time appears to be the only disadvantage of MNVE. After close examination of all the observed features of the proposed algorithm, it was concluded it is worth of exploring and that with some further adjustments and improvements can be enviably powerful.

Keywords: noise, signal-to-noise ratio, stochastic signals, variance estimation

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8950 Finite State Markov Chain Model of Pollutants from Service Stations

Authors: Amina Boukelkoul, Rahil Boukelkoul, Leila Maachia

Abstract:

The cumulative vapors emitted from the service stations may represent a hazard to the environment and the population. Besides fuel spill and their penetration into deep soil layers are the main contributors to soil and ground-water contamination in the vicinity of the petrol stations. The amount of the effluents from the service stations depends on strategy of maintenance and the policy adopted by the management to reduce the pollution. One key of the proposed approach is the idea of managing the effluents from the service stations which can be captured via use of a finite state Markov chain. Such a model can be embedded within a probabilistic operation and maintenance simulation reflecting the action to be done. In this paper, an approach of estimating a probabilistic percentage of the amount of emitted pollutants is presented. The finite state Markov model is used for decision problems with number of determined periods (life cycle) to predict the amount according to various options of operation.

Keywords: environment, markov modeling, pollution, service station

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8949 Using ε Value in Describe Regular Languages by Using Finite Automata, Operation on Languages and the Changing Algorithm Implementation

Authors: Abdulmajid Mukhtar Afat

Abstract:

This paper aims at introducing nondeterministic finite automata with ε value which is used to perform some operations on languages. a program is created to implement the algorithm that converts nondeterministic finite automata with ε value (ε-NFA) to deterministic finite automata (DFA).The program is written in c++ programming language. The program inputs are FA 5-tuples from text file and then classifies it into either DFA/NFA or ε -NFA. For DFA, the program will get the string w and decide whether it is accepted or rejected. The tracking path for an accepted string is saved by the program. In case of NFA or ε-NFA automation, the program changes the automation to DFA to enable tracking and to decide if the string w exists in the regular language or not.

Keywords: DFA, NFA, ε-NFA, eclose, finite automata, operations on languages

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8948 A Study of Population Growth Models and Future Population of India

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

Abstract:

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

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

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8947 Portfolio Optimization under a Hybrid Stochastic Volatility and Constant Elasticity of Variance Model

Authors: Jai Heui Kim, Sotheara Veng

Abstract:

This paper studies the portfolio optimization problem for a pension fund under a hybrid model of stochastic volatility and constant elasticity of variance (CEV) using asymptotic analysis method. When the volatility component is fast mean-reverting, it is able to derive asymptotic approximations for the value function and the optimal strategy for general utility functions. Explicit solutions are given for the exponential and hyperbolic absolute risk aversion (HARA) utility functions. The study also shows that using the leading order optimal strategy results in the value function, not only up to the leading order, but also up to first order correction term. A practical strategy that does not depend on the unobservable volatility level is suggested. The result is an extension of the Merton's solution when stochastic volatility and elasticity of variance are considered simultaneously.

Keywords: asymptotic analysis, constant elasticity of variance, portfolio optimization, stochastic optimal control, stochastic volatility

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8946 The Effect of "Trait" Variance of Personality on Depression: Application of the Trait-State-Occasion Modeling

Authors: Pei-Chen Wu

Abstract:

Both preexisting cross-sectional and longitudinal studies of personality-depression relationship have suffered from one main limitation: they ignored the stability of the construct of interest (e.g., personality and depression) can be expected to influence the estimate of the association between personality and depression. To address this limitation, the Trait-State-Occasion (TSO) modeling was adopted to analyze the sources of variance of the focused constructs. A TSO modeling was operated by partitioning a state variance into time-invariant (trait) and time-variant (occasion) components. Within a TSO framework, it is possible to predict change on the part of construct that really changes (i.e., time-variant variance), when controlling the trait variances. 750 high school students were followed for 4 waves over six-month intervals. The baseline data (T1) were collected from the senior high schools (aged 14 to 15 years). Participants were given Beck Depression Inventory and Big Five Inventory at each assessment. TSO modeling revealed that 70~78% of the variance in personality (five constructs) was stable over follow-up period; however, 57~61% of the variance in depression was stable. For personality construct, there were 7.6% to 8.4% of the total variance from the autoregressive occasion factors; for depression construct there were 15.2% to 18.1% of the total variance from the autoregressive occasion factors. Additionally, results showed that when controlling initial symptom severity, the time-invariant components of all five dimensions of personality were predictive of change in depression (Extraversion: B= .32, Openness: B = -.21, Agreeableness: B = -.27, Conscientious: B = -.36, Neuroticism: B = .39). Because five dimensions of personality shared some variance, the models in which all five dimensions of personality were simultaneous to predict change in depression were investigated. The time-invariant components of five dimensions were still significant predictors for change in depression (Extraversion: B = .30, Openness: B = -.24, Agreeableness: B = -.28, Conscientious: B = -.35, Neuroticism: B = .42). In sum, the majority of the variability of personality was stable over 2 years. Individuals with the greater tendency of Extraversion and Neuroticism have higher degrees of depression; individuals with the greater tendency of Openness, Agreeableness and Conscientious have lower degrees of depression.

Keywords: assessment, depression, personality, trait-state-occasion model

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8945 Applying Multivariate and Univariate Analysis of Variance on Socioeconomic, Health, and Security Variables in Jordan

Authors: Faisal G. Khamis, Ghaleb A. El-Refae

Abstract:

Many researchers have studied socioeconomic, health, and security variables in the developed countries; however, very few studies used multivariate analysis in developing countries. The current study contributes to the scarce literature about the determinants of the variance in socioeconomic, health, and security factors. Questions raised were whether the independent variables (IVs) of governorate and year impact the socioeconomic, health, and security dependent variables (DVs) in Jordan, whether the marginal mean of each DV in each governorate and in each year is significant, which governorates are similar in difference means of each DV, and whether these DVs vary. The main objectives were to determine the source of variances in DVs, collectively and separately, testing which governorates are similar and which diverge for each DV. The research design was time series and cross-sectional analysis. The main hypotheses are that IVs affect DVs collectively and separately. Multivariate and univariate analyses of variance were carried out to test these hypotheses. The population of 12 governorates in Jordan and the available data of 15 years (2000–2015) accrued from several Jordanian statistical yearbooks. We investigated the effect of two factors of governorate and year on the four DVs of divorce rate, mortality rate, unemployment percentage, and crime rate. All DVs were transformed to multivariate normal distribution. We calculated descriptive statistics for each DV. Based on the multivariate analysis of variance, we found a significant effect in IVs on DVs with p < .001. Based on the univariate analysis, we found a significant effect of IVs on each DV with p < .001, except the effect of the year factor on unemployment was not significant with p = .642. The grand and marginal means of each DV in each governorate and each year were significant based on a 95% confidence interval. Most governorates are not similar in DVs with p < .001. We concluded that the two factors produce significant effects on DVs, collectively and separately. Based on these findings, the government can distribute its financial and physical resources to governorates more efficiently. By identifying the sources of variance that contribute to the variation in DVs, insights can help inform focused variation prevention efforts.

Keywords: ANOVA, crime, divorce, governorate, hypothesis test, Jordan, MANOVA, means, mortality, unemployment, year

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8944 Multivariate Statistical Analysis of Heavy Metals Pollution of Dietary Vegetables in Swabi, Khyber Pakhtunkhwa, Pakistan

Authors: Fawad Ali

Abstract:

Toxic heavy metal contamination has a negative impact on soil quality which ultimately pollutes the agriculture system. In the current work, we analyzed uptake of various heavy metals by dietary vegetables grown in wastewater irrigated areas of Swabi city. The samples of soil and vegetables were analyzed for heavy metals viz Cd, Cr, Mn, Fe, Ni, Cu, Zn and Pb using Atomic Absorption Spectrophotometer. High levels of metals were found in wastewater irrigated soil and vegetables in the study area. Especially the concentrations of Pb and Cd in the dietary vegetable crossed the permissible level of World Health Organization. Substantial positive correlation was found among the soil and vegetable contamination. Transfer factor for some metals including Cr, Zn, Mn, Ni, Cd and Cu was greater than 0.5 which shows enhanced accumulation of these metals due to contamination by domestic discharges and industrial effluents. Linear regression analysis indicated significant correlation of heavy metals viz Pb, Cr, Cd, Ni, Zn, Cu, Fe and Mn in vegetables with concentration in soil of 0.964 at P≤0.001. Abelmoschus esculentus indicated Health Risk Index (HRI) of Pb >1 in adults and children. The source identification analysis carried out by Principal Component Analysis (PCA) and Cluster Analysis (CA) showed that ground water and soil were being polluted by the trace metals coming out from industries and domestic wastes. Hierarchical cluster analysis (HCA) divided metals into two clusters for wastewater and soil but into five clusters for soil of control area. PCA extracted two factors for wastewater, each contributing 61.086 % and 16.229 % of the total 77.315 % variance. PCA extracted two factors, for soil samples, having total variance of 79.912 % factor 1 and factor 2 contributed 63.889 % and 16.023 % of the total variance. PCA for sub soil extracted two factors with a total variance of 76.136 % factor 1 being 61.768 % and factor 2 being 14.368 %of the total variance. High pollution load index for vegetables in the study area due to metal polluted soil has opened a study area for proper legislation to protect further contamination of vegetables. This work would further reveal serious health risks to human population of the study area.

Keywords: health risk, vegetables, wastewater, atomic absorption sepctrophotometer

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8943 Finite Element Analysis of RC Frames with Retrofitted Infill Walls

Authors: M. Ömer Timurağaoğlu, Adem Doğangün, Ramazan Livaoğlu

Abstract:

The evaluation of performance of infilled reinforced concrete (RC) frames has been a significant challenge for engineers. The strengthening of infill walls has been an important concern to enhance the behavior of RC infilled frames. The aim of this study is to investigate the behaviour of retrofitted infill walls of RC frames using finite element analysis. For this purpose, a one storey, one bay infilled and strengthened infilled RC frame which have the same geometry and material properties with the frames tested in laboratory are modelled using different analytical approaches. A fibrous material is used to strengthen infill walls and frame. As a consequence, the results of the finite element analysis were evaluated of whether these analytical approaches estimate the behavior or not. To model the infilled and strengthened infilled RC frames, a finite element program ABAQUS is used. Finally, data obtained from the nonlinear finite element analysis is compared with the experimental results.

Keywords: finite element analysis, infilled RC frames, infill wall, strengthening

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8942 A Study on Finite Element Modelling of Earth Retaining Wall Anchored by Deadman Anchor

Authors: K. S. Chai, S. H. Chan

Abstract:

In this paper, the earth retaining wall anchored by discrete deadman anchor to support excavations in sand is modelled and analysed by finite element analysis. A study is conducted to examine how deadman anchorage system helps in reducing the deflection of earth retaining wall. A simplified numerical model is suggested in order to reduce the simulation duration. A comparison between 3-D and 2-D finite element analyses is illustrated.

Keywords: finite element, earth retaining wall, deadman anchor, sand

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8941 Finite Sample Inferences for Weak Instrument Models

Authors: Gubhinder Kundhi, Paul Rilstone

Abstract:

It is well established that Instrumental Variable (IV) estimators in the presence of weak instruments can be poorly behaved, in particular, be quite biased in finite samples. Finite sample approximations to the distributions of these estimators are obtained using Edgeworth and Saddlepoint expansions. Departures from normality of the distributions of these estimators are analyzed using higher order analytical corrections in these expansions. In a Monte-Carlo experiment, the performance of these expansions is compared to the first order approximation and other methods commonly used in finite samples such as the bootstrap.

Keywords: bootstrap, Instrumental Variable, Edgeworth expansions, Saddlepoint expansions

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8940 Numerical Modelling of Dry Stone Masonry Structures Based on Finite-Discrete Element Method

Authors: Ž. Nikolić, H. Smoljanović, N. Živaljić

Abstract:

This paper presents numerical model based on finite-discrete element method for analysis of the structural response of dry stone masonry structures under static and dynamic loads. More precisely, each discrete stone block is discretized by finite elements. Material non-linearity including fracture and fragmentation of discrete elements as well as cyclic behavior during dynamic load are considered through contact elements which are implemented within a finite element mesh. The application of the model was conducted on several examples of these structures. The performed analysis shows high accuracy of the numerical results in comparison with the experimental ones and demonstrates the potential of the finite-discrete element method for modelling of the response of dry stone masonry structures.

Keywords: dry stone masonry structures, dynamic load, finite-discrete element method, static load

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8939 Surveillance Video Summarization Based on Histogram Differencing and Sum Conditional Variance

Authors: Nada Jasim Habeeb, Rana Saad Mohammed, Muntaha Khudair Abbass

Abstract:

For more efficient and fast video summarization, this paper presents a surveillance video summarization method. The presented method works to improve video summarization technique. This method depends on temporal differencing to extract most important data from large video stream. This method uses histogram differencing and Sum Conditional Variance which is robust against to illumination variations in order to extract motion objects. The experimental results showed that the presented method gives better output compared with temporal differencing based summarization techniques.

Keywords: temporal differencing, video summarization, histogram differencing, sum conditional variance

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8938 A Finite Element Method Simulation for Rocket Motor Material Selection

Authors: T. Kritsana, P. Sawitri, P. Teeratas

Abstract:

This article aims to study the effect of pressure on rocket motor case by Finite Element Method simulation to select optimal material in rocket motor manufacturing process. In this study, cylindrical tubes with outside diameter of 122 mm and thickness of 3 mm are used for simulation. Defined rocket motor case materials are AISI4130, AISI1026, AISI1045, AL2024 and AL7075. Internal pressure used for the simulation is 22 MPa. The result from Finite Element Method shows that at a pressure of 22 MPa rocket motor case produced by AISI4130, AISI1045 and AL7075 can be used. A comparison of the result between AISI4130, AISI1045 and AL7075 shows that AISI4130 has minimum principal stress and confirm the results of Finite Element Method by the used of calculation method found that, the results from Finite Element Method has good reliability.

Keywords: rocket motor case, finite element method, principal stress, simulation

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8937 Localized Meshfree Methods for Solving 3D-Helmholtz Equation

Authors: Reza Mollapourasl, Majid Haghi

Abstract:

In this study, we develop local meshfree methods known as radial basis function-generated finite difference (RBF-FD) method and Hermite finite difference (RBF-HFD) method to design stencil weights and spatial discretization for Helmholtz equation. The convergence and stability of schemes are investigated numerically in three dimensions with irregular shaped domain. These localized meshless methods incorporate the advantages of the RBF method, finite difference and Hermite finite difference methods to handle the ill-conditioning issue that often destroys the convergence rate of global RBF methods. Moreover, numerical illustrations show that the proposed localized RBF type methods are efficient and applicable for problems with complex geometries. The convergence and accuracy of both schemes are compared by solving a test problem.

Keywords: radial basis functions, Hermite finite difference, Helmholtz equation, stability

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8936 The Influence of Gossip on the Absorption Probabilities in Moran Process

Authors: Jurica Hižak

Abstract:

Getting to know the agents, i.e., identifying the free riders in a population, can be considered one of the main challenges in establishing cooperation. An ordinary memory-one agent such as Tit-for-tat may learn “who is who” in the population through direct interactions. Past experiences serve them as a landmark to know with whom to cooperate and against whom to retaliate in the next encounter. However, this kind of learning is risky and expensive. A cheaper and less painful way to detect free riders may be achieved by gossiping. For this reason, as part of this research, a special type of Tit-for-tat agent was designed – a “Gossip-Tit-for-tat” agent that can share data with other agents of its kind. The performances of both strategies, ordinary Tit-for-tat and Gossip-Tit-for-tat, against Always-defect have been compared in the finite-game framework of the Iterated Prisoner’s Dilemma via the Moran process. Agents were able to move in a random-walk fashion, and they were programmed to play Prisoner’s Dilemma each time they met. Moreover, at each step, one randomly selected individual was eliminated, and one individual was reproduced in accordance with the Moran process of selection. In this way, the size of the population always remained the same. Agents were selected for reproduction via the roulette wheel rule, i.e., proportionally to the relative fitness of the strategy. The absorption probability was calculated after the population had been absorbed completely by cooperators, which means that all the states have been occupied and all of the transition probabilities have been determined. It was shown that gossip increases absorption probabilities and therefore enhances the evolution of cooperation in the population.

Keywords: cooperation, gossip, indirect reciprocity, Moran process, prisoner’s dilemma, tit-for-tat

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8935 Wind Turbine Control Performance Evaluation Based on Minimum-Variance Principles

Authors: Zheming Cao

Abstract:

Control loops are the most important components in the wind turbine system. Product quality, operation safety, and the economic performance are directly or indirectly connected to the performance of control systems. This paper proposed a performance evaluation method based on minimum-variance for wind turbine control system. This method can be applied on PID controller for pitch control system in the wind turbine. The good performance result demonstrated in the paper was achieved by retuning and optimizing the controller settings based on the evaluation result. The concepts presented in this paper are illustrated with the actual data of the industrial wind farm.

Keywords: control performance, evaluation, minimum-variance, wind turbine

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8934 Fractional Euler Method and Finite Difference Formula Using Conformable Fractional Derivative

Authors: Ramzi B. Albadarneh

Abstract:

In this paper, we use the new definition of fractional derivative called conformable fractional derivative to derive some finite difference formulas and its error terms which are used to solve fractional differential equations and fractional partial differential equations, also to derive fractional Euler method and its error terms which can be applied to solve fractional differential equations. To provide the contribution of our work some applications on finite difference formulas and Euler Method are given.

Keywords: conformable fractional derivative, finite difference formula, fractional derivative, finite difference formula

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8933 Finite Volume Method in Loop Network in Hydraulic Transient

Authors: Hossain Samani, Mohammad Ehteram

Abstract:

In this paper, we consider finite volume method (FVM) in water hammer. We will simulate these techniques on a looped network with complex boundary conditions. After comparing methods, we see the FVM method as the best method. We compare the results of FVM with experimental data. Finite volume using staggered grid is applied for solving water hammer equations.

Keywords: hydraulic transient, water hammer, interpolation, non-liner interpolation

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8932 A Finite Element/Finite Volume Method for Dam-Break Flows over Deformable Beds

Authors: Alia Alghosoun, Ashraf Osman, Mohammed Seaid

Abstract:

A coupled two-layer finite volume/finite element method was proposed for solving dam-break flow problem over deformable beds. The governing equations consist of the well-balanced two-layer shallow water equations for the water flow and a linear elastic model for the bed deformations. Deformations in the topography can be caused by a brutal localized force or simply by a class of sliding displacements on the bathymetry. This deformation in the bed is a source of perturbations, on the water surface generating water waves which propagate with different amplitudes and frequencies. Coupling conditions at the interface are also investigated in the current study and two mesh procedure is proposed for the transfer of information through the interface. In the present work a new procedure is implemented at the soil-water interface using the finite element and two-layer finite volume meshes with a conservative distribution of the forces at their intersections. The finite element method employs quadratic elements in an unstructured triangular mesh and the finite volume method uses the Rusanove to reconstruct the numerical fluxes. The numerical coupled method is highly efficient, accurate, well balanced, and it can handle complex geometries as well as rapidly varying flows. Numerical results are presented for several test examples of dam-break flows over deformable beds. Mesh convergence study is performed for both methods, the overall model provides new insight into the problems at minimal computational cost.

Keywords: dam-break flows, deformable beds, finite element method, finite volume method, hybrid techniques, linear elasticity, shallow water equations

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8931 Stability of Canola Varieties for Oil Percent in Four Regions of Iran

Authors: Seyed Mohammad Nasir Mousavi, Amir Mashayekh, Pasha Hejazi, Sanaz Kanani Zadeh Khalkhali

Abstract:

To determine the stability of the oil percent canola varieties, an experiment was done in a randomized complete block design with four replications in four research stations of the country Shahrood, Esfahan, Kermanshah, Varamin. Analysis of variance showed that there is cultivars considerable variability in the percentage of oil. The results showed that the coefficient of variation of oil Hyola 401 and Hyola308 stability and flexibility are high. Cultivars Cooper and Likord are minimum variance Shukla that stable for the percentage of oil Based on the chart AMMI 1, cultivars Zarfam and Hyola 401 are of oil percentage than other varieties had higher stability. On the chart AMMI2, cultivars Karun and Hyola 308 are identified as stable, also location Isfahan is stable

Keywords: canola, stability, AMMI, variance Shukla

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8930 3D Finite Element Analysis of Yoke Hybrid Electromagnet

Authors: Hasan Fatih Ertuğrul, Beytullah Okur, Huseyin Üvet, Kadir Erkan

Abstract:

The objective of this paper is to analyze a 4-pole hybrid magnetic levitation system by using 3D finite element and analytical methods. The magnetostatic analysis of the system is carried out by using ANSYS MAXWELL-3D package. An analytical model is derived by magnetic equivalent circuit (MEC) method. The purpose of magnetostatic analysis is to determine the characteristics of attractive force and rotational torques by the change of air gap clearances, inclination angles and current excitations. The comparison between 3D finite element analysis and analytical results are presented at the rest of the paper.

Keywords: yoke hybrid electromagnet, 3D finite element analysis, magnetic levitation system, magnetostatic analysis

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8929 Time Variance and Spillover Effects between International Crude Oil Price and Ten Emerging Equity Markets

Authors: Murad A. Bein

Abstract:

This paper empirically examines the time-varying relationship and spillover effects between the international crude oil price and ten emerging equity markets, namely three oil-exporting countries (Brazil, Mexico, and Russia) and seven Central and Eastern European (CEE) countries (Bulgaria, Croatia, Czech Republic, Hungary, Poland, Romania, and Slovakia). The results revealed that there are spillover effects from oil markets into almost all emerging equity markets save Slovakia. Besides, the oil supply glut had a homogenous effect on the emerging markets, both net oil-exporting, and oil-importing countries (CEE). Further, the time variance drastically increased during financial turmoil. Indeed, the time variance remained high from 2009 to 2012 in response to aggregate demand shocks (global financial crisis and Eurozone debt crisis) and quantitative easing measures. Interestingly, the time variance was slightly higher for the oil-exporting countries than for some of the CEE countries. Decision-makers in emerging economies should therefore seek policy coordination when dealing with financial turmoil.

Keywords: crude oil, spillover effects, emerging equity, time-varying, aggregate demand shock

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8928 A Hyperexponential Approximation to Finite-Time and Infinite-Time Ruin Probabilities of Compound Poisson Processes

Authors: Amir T. Payandeh Najafabadi

Abstract:

This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: ruin probability, compound poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions

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8927 Post-traumatic Checklist-5 (PCL-5) Psychometric Properties: Across Sectional Study Among Lebanese Population

Authors: Fadwa Alhalaiqa, Othman Alfuqaha, Anas H. Khalifeh, Mahmoud Alsaraireh, Rami Masa’Deh, Natija S Manaa

Abstract:

Background: Post-traumatic stress disorders (PTSD) usually occur after traumatic occurrences that exceed the range of common human experience. This study aimed to test the psychometric properties of PCL-5 checklist for the 20 PTSD symptoms from DSM-5 among Lebanese population and to identify the prevalence of PTSD. Methods: A cross sectional survey of PCL5 among 950 Lebanese using the online survey platform by Google form was conducted. Snowball recruitment was used to identify participants for the survey. STROBE guideline was used in reporting the current study. Results: Face content, construct, discriminant, and convergent validity had been accomplished of PCL-5. The reliability by Cronbach alpha, composite, and average variance extracted were set superior. We found also that more than half of the participants (55.6%) scored 33 or above, which is the cutoff score for a likely diagnosis of PTSD. Conclusion: The current study provides further support for the Arabic version PCL-5 validity and reliability among non-Western populations. This support using this tool in the screening of PTSD.

Keywords: post traumatic stress disorder, psychometric properties, stress, adult population

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8926 Maintenance Alternatives Related to Costs of Wind Turbines Using Finite State Markov Model

Authors: Boukelkoul Lahcen

Abstract:

The cumulative costs for O&M may represent as much as 65%-90% of the turbine's investment cost. Nowadays the cost effectiveness concept becomes a decision-making and technology evaluation metric. The cost of energy metric accounts for the effect replacement cost and unscheduled maintenance cost parameters. One key of the proposed approach is the idea of maintaining the WTs which can be captured via use of a finite state Markov chain. Such a model can be embedded within a probabilistic operation and maintenance simulation reflecting the action to be done. In this paper, an approach of estimating the cost of O&M is presented. The finite state Markov model is used for decision problems with number of determined periods (life cycle) to predict the cost according to various options of maintenance.

Keywords: cost, finite state, Markov model, operation and maintenance

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8925 Elastohydrodynamic Lubrication Study Using Discontinuous Finite Volume Method

Authors: Prawal Sinha, Peeyush Singh, Pravir Dutt

Abstract:

Problems in elastohydrodynamic lubrication have attracted a lot of attention in the last few decades. Solving a two-dimensional problem has always been a big challenge. In this paper, a new discontinuous finite volume method (DVM) for two-dimensional point contact Elastohydrodynamic Lubrication (EHL) problem has been developed and analyzed. A complete algorithm has been presented for solving such a problem. The method presented is robust and easily parallelized in MPI architecture. GMRES technique is implemented to solve the matrix obtained after the formulation. A new approach is followed in which discontinuous piecewise polynomials are used for the trail functions. It is natural to assume that the advantages of using discontinuous functions in finite element methods should also apply to finite volume methods. The nature of the discontinuity of the trail function is such that the elements in the corresponding dual partition have the smallest support as compared with the Classical finite volume methods. Film thickness calculation is done using singular quadrature approach. Results obtained have been presented graphically and discussed. This method is well suited for solving EHL point contact problem and can probably be used as commercial software.

Keywords: elastohydrodynamic, lubrication, discontinuous finite volume method, GMRES technique

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