Search results for: approximate computing
738 Cognitive Footprints: Analytical and Predictive Paradigm for Digital Learning
Authors: Marina Vicario, Amadeo Argüelles, Pilar Gómez, Carlos Hernández
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In this paper, the Computer Research Network of the National Polytechnic Institute of Mexico proposes a paradigmatic model for the inference of cognitive patterns in digital learning systems. This model leads to metadata architecture useful for analysis and prediction in online learning systems; especially on MOOc's architectures. The model is in the design phase and expects to be tested through an institutional of courses project which is going to develop for the MOOc.Keywords: cognitive footprints, learning analytics, predictive learning, digital learning, educational computing, educational informatics
Procedia PDF Downloads 471737 An Intelligent Cloud Radio Access Network (RAN) Architecture for Future 5G Heterogeneous Wireless Network
Authors: Jin Xu
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5G network developers need to satisfy the necessary requirements of additional capacity from massive users and spectrally efficient wireless technologies. Therefore, the significant amount of underutilized spectrum in network is motivating operators to combine long-term evolution (LTE) with intelligent spectrum management technology. This new LTE intelligent spectrum management in unlicensed band (LTE-U) has the physical layer topology to access spectrum, specifically the 5-GHz band. We proposed a new intelligent cloud RAN for 5G.Keywords: cloud radio access network, wireless network, cloud computing, multi-agent
Procedia PDF Downloads 416736 Distributed Key Management With Less Transmitted Messaged In Rekeying Process To Secure Iot Wireless Sensor Networks In Smart-Agro
Authors: Safwan Mawlood Hussien
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Internet of Things (IoT) is a promising technology has received considerable attention in different fields such as health, industry, defence, and agro, etc. Due to the limitation capacity of computing, storage, and communication, IoT objects are more vulnerable to attacks. Many solutions have been proposed to solve security issues, such as key management using symmetric-key ciphers. This study provides a scalable group distribution key management based on ECcryptography; with less transmitted messages The method has been validated through simulations in OMNeT++.Keywords: elliptic curves, Diffie–Hellman, discrete logarithm problem, secure key exchange, WSN security, IoT security, smart-agro
Procedia PDF Downloads 116735 The On-Board Critical Message Transmission Design for Navigation Satellite Delay/Disruption Tolerant Network
Authors: Ji-yang Yu, Dan Huang, Guo-ping Feng, Xin Li, Lu-yuan Wang
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The navigation satellite network, especially the Beidou MEO Constellation, can relay data effectively with wide coverage and is applied in navigation, detection, and position widely. But the constellation has not been completed, and the amount of satellites on-board is not enough to cover the earth, which makes the data-relay disrupted or delayed in the transition process. The data-relay function needs to tolerant the delay or disruption in some extension, which make the Beidou MEO Constellation a delay/disruption-tolerant network (DTN). The traditional DTN designs mainly employ the relay table as the basic of data path schedule computing. But in practical application, especially in critical condition, such as the war-time or the infliction heavy losses on the constellation, parts of the nodes may become invalid, then the traditional DTN design could be useless. Furthermore, when transmitting the critical message in the navigation system, the maximum priority strategy is used, but the nodes still inquiry the relay table to design the path, which makes the delay more than minutes. Under this circumstances, it needs a function which could compute the optimum data path on-board in real-time according to the constellation states. The on-board critical message transmission design for navigation satellite delay/disruption-tolerant network (DTN) is proposed, according to the characteristics of navigation satellite network. With the real-time computation of parameters in the network link, the least-delay transition path is deduced to retransmit the critical message in urgent conditions. First, the DTN model for constellation is established based on the time-varying matrix (TVM) instead of the time-varying graph (TVG); then, the least transition delay data path is deduced with the parameters of the current node; at last, the critical message transits to the next best node. For the on-board real-time computing, the time delay and misjudges of constellation states in ground stations are eliminated, and the residual information channel for each node can be used flexibly. Compare with the minute’s delay of traditional DTN; the proposed transmits the critical message in seconds, which improves the re-transition efficiency. The hardware is implemented in FPGA based on the proposed model, and the tests prove the validity.Keywords: critical message, DTN, navigation satellite, on-board, real-time
Procedia PDF Downloads 338734 Early Warning System of Financial Distress Based On Credit Cycle Index
Authors: Bi-Huei Tsai
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Previous studies on financial distress prediction choose the conventional failing and non-failing dichotomy; however, the distressed extent differs substantially among different financial distress events. To solve the problem, “non-distressed”, “slightly-distressed” and “reorganization and bankruptcy” are used in our article to approximate the continuum of corporate financial health. This paper explains different financial distress events using the two-stage method. First, this investigation adopts firm-specific financial ratios, corporate governance and market factors to measure the probability of various financial distress events based on multinomial logit models. Specifically, the bootstrapping simulation is performed to examine the difference of estimated misclassifying cost (EMC). Second, this work further applies macroeconomic factors to establish the credit cycle index and determines the distressed cut-off indicator of the two-stage models using such index. Two different models, one-stage and two-stage prediction models, are developed to forecast financial distress, and the results acquired from different models are compared with each other, and with the collected data. The findings show that the two-stage model incorporating financial ratios, corporate governance and market factors has the lowest misclassification error rate. The two-stage model is more accurate than the one-stage model as its distressed cut-off indicators are adjusted according to the macroeconomic-based credit cycle index.Keywords: Multinomial logit model, corporate governance, company failure, reorganization, bankruptcy
Procedia PDF Downloads 372733 DG Allocation to Reduce Production Cost by Reducing Losses in Radial Distribution Systems Using Fuzzy
Authors: G. V. Siva Krishna Rao, B. Srinivasa Rao
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Electrical energy is vital in every aspect of day-to-day life. Keen interest is taken on all possible sources of energy from which it can be generated and this led to the encouragement of generating electrical power using renewable energy resources such as solar, tidal waves and wind energy. Due to the increasing interest on renewable sources in recent times, the studies on integration of distributed generation to the power grid have rapidly increased. Distributed Generation (DG) is a promising solution to many power system problems such as voltage regulation, power loss and reduction in operational cost, etc. To reduce production cost, it is important to minimize the losses by determining the location and size of local generators to be placed in the radial distribution systems. In this paper, reduction of production cost by optimal size of DG unit operated at optimal power factor is dealt. The optimal size of the DG unit is calculated analytically using approximate reasoning suitable nodes and DG placement to minimize production cost with minimum loss is determined by fuzzy technique. Total Cost of Power generation is compared with and without DG unit for 1 year duration. The suggested method is programmed under MATLAB software and is tested on IEEE 33 bus system and the results are presented.Keywords: distributed generation, operational cost, exact loss formula, optimum size, optimum location
Procedia PDF Downloads 481732 Affective Robots: Evaluation of Automatic Emotion Recognition Approaches on a Humanoid Robot towards Emotionally Intelligent Machines
Authors: Silvia Santano Guillén, Luigi Lo Iacono, Christian Meder
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One of the main aims of current social robotic research is to improve the robots’ abilities to interact with humans. In order to achieve an interaction similar to that among humans, robots should be able to communicate in an intuitive and natural way and appropriately interpret human affects during social interactions. Similarly to how humans are able to recognize emotions in other humans, machines are capable of extracting information from the various ways humans convey emotions—including facial expression, speech, gesture or text—and using this information for improved human computer interaction. This can be described as Affective Computing, an interdisciplinary field that expands into otherwise unrelated fields like psychology and cognitive science and involves the research and development of systems that can recognize and interpret human affects. To leverage these emotional capabilities by embedding them in humanoid robots is the foundation of the concept Affective Robots, which has the objective of making robots capable of sensing the user’s current mood and personality traits and adapt their behavior in the most appropriate manner based on that. In this paper, the emotion recognition capabilities of the humanoid robot Pepper are experimentally explored, based on the facial expressions for the so-called basic emotions, as well as how it performs in contrast to other state-of-the-art approaches with both expression databases compiled in academic environments and real subjects showing posed expressions as well as spontaneous emotional reactions. The experiments’ results show that the detection accuracy amongst the evaluated approaches differs substantially. The introduced experiments offer a general structure and approach for conducting such experimental evaluations. The paper further suggests that the most meaningful results are obtained by conducting experiments with real subjects expressing the emotions as spontaneous reactions.Keywords: affective computing, emotion recognition, humanoid robot, human-robot-interaction (HRI), social robots
Procedia PDF Downloads 221731 Crack Growth Life Prediction of a Fighter Aircraft Wing Splice Joint Under Spectrum Loading Using Random Forest Regression and Artificial Neural Networks with Hyperparameter Optimization
Authors: Zafer Yüce, Paşa Yayla, Alev Taşkın
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There are heaps of analytical methods to estimate the crack growth life of a component. Soft computing methods have an increasing trend in predicting fatigue life. Their ability to build complex relationships and capability to handle huge amounts of data are motivating researchers and industry professionals to employ them for challenging problems. This study focuses on soft computing methods, especially random forest regressors and artificial neural networks with hyperparameter optimization algorithms such as grid search and random grid search, to estimate the crack growth life of an aircraft wing splice joint under variable amplitude loading. TensorFlow and Scikit-learn libraries of Python are used to build the machine learning models for this study. The material considered in this work is 7050-T7451 aluminum, which is commonly preferred as a structural element in the aerospace industry, and regarding the crack type; corner crack is used. A finite element model is built for the joint to calculate fastener loads and stresses on the structure. Since finite element model results are validated with analytical calculations, findings of the finite element model are fed to AFGROW software to calculate analytical crack growth lives. Based on Fighter Aircraft Loading Standard for Fatigue (FALSTAFF), 90 unique fatigue loading spectra are developed for various load levels, and then, these spectrums are utilized as inputs to the artificial neural network and random forest regression models for predicting crack growth life. Finally, the crack growth life predictions of the machine learning models are compared with analytical calculations. According to the findings, a good correlation is observed between analytical and predicted crack growth lives.Keywords: aircraft, fatigue, joint, life, optimization, prediction.
Procedia PDF Downloads 165730 Development of Cationic Gelatin Nanoparticles as an Antigen-Carrier for Mucosal Immunization
Authors: Ping-Lun Jiang, Hung-Jun Lin, Shen-Fu Lin, Mei-Yin Chien, Ting-Wei Li, Chun-Han Lin, Der-Zen Liu
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Mucosal vaccine induces both mucosal (secretory IgA) and systemic immune responses and it is considered an ideal vaccination strategy for prevention of infectious diseases. One important point to be considered in mucosal vaccination is effective antigen delivery system which can manage effective delivery of antigen to antigen-presenting cells (APCs) of mucosal. In the present study, cationic gelatin nanoparticles were prepared as ideal carriers for more efficient antigen delivery. The average diameter of cationic gelatin nanoparticle was approximate 190 nm, and the zeta potential was about +45 mV, then ovalbumin (OVA) was physically absorbed onto cationic gelatin nanoparticle. The OVA absorption rate was near 95% the zeta potential was about +20 mV. We show that cationic gelatin nanoparticle effectively facilitated antigen uptake by mice bone marrow-derived dendritic cells (mBMDCs) and RAW264.7 cells and induced higher levels of pro-inflammatory cytokines. C57BL/6 mice twice immunized intranasally with OVA-absorbed cationic gelatin nanoparticle induced high levels of OVA-specific IgG in the serum and IgA in their in the nasal and lung wash fluid. These results indicate that nasal administration of cationic gelatin nanoparticles induced both mucosal and systemic immune responses and cationic gelatin nanoparticles might be a potential antigen delivery carrier for further clinical applications.Keywords: antigen delivery, antigen-presenting cells, gelatin nanoparticle, mucosal vaccine
Procedia PDF Downloads 353729 Analysis of Nonlinear Dynamic Systems Excited by Combined Colored and White Noise Excitations
Authors: Siu-Siu Guo, Qingxuan Shi
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In this paper, single-degree-of-freedom (SDOF) systems to white noise and colored noise excitations are investigated. By expressing colored noise excitation as a second-order filtered white noise process and introducing colored noise as an additional state variable, the equation of motion for SDOF system under colored noise is then transferred artificially to multi-degree-of-freedom (MDOF) system under white noise excitations. As a consequence, corresponding Fokker-Planck-Kolmogorov (FPK) equation governing the joint probabilistic density function (PDF) of state variables increases to 4-dimension (4-D). Solution procedure and computer programme become much more sophisticated. The exponential-polynomial closure (EPC) method, widely applied for cases of SDOF systems under white noise excitations, is developed and improved for cases of systems under colored noise excitations and for solving the complex 4-D FPK equation. On the other hand, Monte Carlo simulation (MCS) method is performed to test the approximate EPC solutions. Two examples associated with Gaussian and non-Gaussian colored noise excitations are considered. Corresponding band-limited power spectral densities (PSDs) for colored noise excitations are separately given. Numerical studies show that the developed EPC method provides relatively accurate estimates of the stationary probabilistic solutions. Moreover, statistical parameter of mean-up crossing rate (MCR) is taken into account, which is important for reliability and failure analysis.Keywords: filtered noise, narrow-banded noise, nonlinear dynamic, random vibration
Procedia PDF Downloads 223728 A Rational Intelligent Agent to Promote Metacognition a Situation of Text Comprehension
Authors: Anass Hsissi, Hakim Allali, Abdelmajid Hajami
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This article presents the results of a doctoral research which aims to integrate metacognitive dimension in the design of human learning computing environments (ILE). We conducted a detailed study on the relationship between metacognitive processes and learning, specifically their positive impact on the performance of learners in the area of reading comprehension. Our contribution is to implement methods, using an intelligent agent based on BDI paradigm to ensure intelligent and reliable support for low readers, in order to encourage regulation and a conscious and rational use of their metacognitive abilities.Keywords: metacognition, text comprehension EIAH, autoregulation, BDI agent
Procedia PDF Downloads 313727 Effect of Intrinsic Point Defects on the Structural and Optical Properties of SnO₂ Thin Films Grown by Ultrasonic Spray Pyrolysis Method
Authors: Fatiha Besahraoui, M'hamed Guezzoul, Kheira Chebbah, M'hamed Bouslama
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SnO₂ thin film is characterized by Atomic Force Microscopy (AFM) and Photoluminescence Spectroscopies. AFM images show a dense surface of columnar grains with a roughness of 78.69 nm. The PL measurements at 7 K reveal the presence of PL peaks centered in IR and visible regions. They are attributed to radiative transitions via oxygen vacancies, Sn interstitials, and dangling bonds. A bands diagram model is presented with the approximate positions of intrinsic point defect levels in SnO₂ thin films. The integrated PL measurements demonstrate the good thermal stability of our sample, which makes it very useful in optoelectronic devices functioning at room temperature. The unusual behavior of the evolution of PL peaks and their full width at half maximum as a function of temperature indicates the thermal sensitivity of the point defects present in the band gap. The shallower energy levels due to dangling bonds and/or oxygen vacancies are more sensitive to the temperature. However, volume defects like Sn interstitials are thermally stable and constitute deep and stable energy levels for excited electrons. Small redshifting of PL peaks is observed with increasing temperature. This behavior is attributed to the reduction of oxygen vacancies.Keywords: transparent conducting oxide, photoluminescence, intrinsic point defects, semiconductors, oxygen vacancies
Procedia PDF Downloads 76726 Chatter Prediction of Curved Thin-walled Parts Considering Variation of Dynamic Characteristics Based on Acoustic Signals Acquisition
Authors: Damous Mohamed, Zeroudi Nasredine
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High-speed milling of thin-walled parts with complex curvilinear profiles often encounters machining instability, commonly referred to as chatter. This phenomenon arises due to the dynamic interaction between the cutting tool and the part, exacerbated by the part's low rigidity and varying dynamic characteristics along the tool path. This research presents a dynamic model specifically developed to predict machining stability for such curved thin-walled components. The model employs the semi-discretization method, segmenting the tool trajectory into small, straight elements to locally approximate the behavior of an inclined plane. Dynamic characteristics for each segment are extracted through experimental modal analysis and incorporated into the simulation model to generate global stability lobe diagrams. Validation of the model is conducted through cutting tests where acoustic intensity is measured to detect instabilities. The experimental data align closely with the predicted stability limits, confirming the model's accuracy and effectiveness. This work provides a comprehensive approach to enhancing machining stability predictions, thereby improving the efficiency and quality of high-speed milling operations for thin-walled parts.Keywords: chatter, curved thin-walled part, semi-discretization method, stability lobe diagrams
Procedia PDF Downloads 12725 Supersonic Flow around a Dihedral Airfoil: Modeling and Experimentation Investigation
Authors: A. Naamane, M. Hasnaoui
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Numerical modeling of fluid flows, whether compressible or incompressible, laminar or turbulent presents a considerable contribution in the scientific and industrial fields. However, the development of an approximate model of a supersonic flow requires the introduction of specific and more precise techniques and methods. For this purpose, the object of this paper is modeling a supersonic flow of inviscid fluid around a dihedral airfoil. Based on the thin airfoils theory and the non-dimensional stationary Steichen equation of a two-dimensional supersonic flow in isentropic evolution, we obtained a solution for the downstream velocity potential of the oblique shock at the second order of relative thickness that characterizes a perturbation parameter. This result has been dealt with by the asymptotic analysis and characteristics method. In order to validate our model, the results are discussed in comparison with theoretical and experimental results. Indeed, firstly, the comparison of the results of our model has shown that they are quantitatively acceptable compared to the existing theoretical results. Finally, an experimental study was conducted using the AF300 supersonic wind tunnel. In this experiment, we have considered the incident upstream Mach number over a symmetrical dihedral airfoil wing. The comparison of the different Mach number downstream results of our model with those of the existing theoretical data (relative margin between 0.07% and 4%) and with experimental results (concordance for a deflection angle between 1° and 11°) support the validation of our model with accuracy.Keywords: asymptotic modelling, dihedral airfoil, supersonic flow, supersonic wind tunnel
Procedia PDF Downloads 127724 Numerical Solution of Space Fractional Order Linear/Nonlinear Reaction-Advection Diffusion Equation Using Jacobi Polynomial
Authors: Shubham Jaiswal
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During modelling of many physical problems and engineering processes, fractional calculus plays an important role. Those are greatly described by fractional differential equations (FDEs). So a reliable and efficient technique to solve such types of FDEs is needed. In this article, a numerical solution of a class of fractional differential equations namely space fractional order reaction-advection dispersion equations subject to initial and boundary conditions is derived. In the proposed approach shifted Jacobi polynomials are used to approximate the solutions together with shifted Jacobi operational matrix of fractional order and spectral collocation method. The main advantage of this approach is that it converts such problems in the systems of algebraic equations which are easier to be solved. The proposed approach is effective to solve the linear as well as non-linear FDEs. To show the reliability, validity and high accuracy of proposed approach, the numerical results of some illustrative examples are reported, which are compared with the existing analytical results already reported in the literature. The error analysis for each case exhibited through graphs and tables confirms the exponential convergence rate of the proposed method.Keywords: space fractional order linear/nonlinear reaction-advection diffusion equation, shifted Jacobi polynomials, operational matrix, collocation method, Caputo derivative
Procedia PDF Downloads 440723 Geochemistry Identification of Volcanic Rocks Product of Krakatau Volcano Eruption for Katastropis Mitigation Planning
Authors: Agil Gemilang Ramadhan, Novian Triandanu
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Since 1929, the first appearance in sea level, Anak Krakatau volcano growth relatively quickly. During the 80 years up to 2010 has reached the height of 320 meter above sea level. The possibility of catastrophic explosive eruption could happen again if the chemical composition of rocks from the eruption changed from alkaline magma into acid magma. Until now Anak Krakatau volcanic activity is still quite active as evidenced by the frequency of eruptions that produced ash sized pyroclastic deposits - bomb. Purpose of this study was to identify changes in the percentage of rock geochemistry any results eruption of Anak Krakatau volcano to see consistency change the percentage content of silica in the magma that affect the type of volcanic eruptions. Results from this study will be produced in the form of a diagram the data changes the chemical composition of rocks of Anak Krakatau volcano. Changes in the composition of any silica eruption are illustrated in a graph. If the increase in the percentage of silica is happening consistently and it is assumed to increase in the time scale of a few percent, then to achieve silica content of 68 % (acid composition) that will produce an explosive eruption will know the approximate time. All aspects of the factors driving the increased threat of danger to the public should be taken into account. Catastrophic eruption katatropis mitigation can be planned early so that when these disasters happen later, casualties can be minimized.Keywords: Krakatau volcano, rock geochemistry, catastrophic eruption, mitigation
Procedia PDF Downloads 274722 An Efficient Backward Semi-Lagrangian Scheme for Nonlinear Advection-Diffusion Equation
Authors: Soyoon Bak, Sunyoung Bu, Philsu Kim
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In this paper, a backward semi-Lagrangian scheme combined with the second-order backward difference formula is designed to calculate the numerical solutions of nonlinear advection-diffusion equations. The primary aims of this paper are to remove any iteration process and to get an efficient algorithm with the convergence order of accuracy 2 in time. In order to achieve these objects, we use the second-order central finite difference and the B-spline approximations of degree 2 and 3 in order to approximate the diffusion term and the spatial discretization, respectively. For the temporal discretization, the second order backward difference formula is applied. To calculate the numerical solution of the starting point of the characteristic curves, we use the error correction methodology developed by the authors recently. The proposed algorithm turns out to be completely iteration-free, which resolves the main weakness of the conventional backward semi-Lagrangian method. Also, the adaptability of the proposed method is indicated by numerical simulations for Burgers’ equations. Throughout these numerical simulations, it is shown that the numerical results are in good agreement with the analytic solution and the present scheme offer better accuracy in comparison with other existing numerical schemes. Semi-Lagrangian method, iteration-free method, nonlinear advection-diffusion equation, second-order backward difference formulaKeywords: Semi-Lagrangian method, iteration free method, nonlinear advection-diffusion equation, second-order backward difference formula
Procedia PDF Downloads 315721 Co-Precipitation Method for the Fabrication of Charge-Transfer Molecular Crystal Nanocapsules
Authors: Rabih Al-Kaysi
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When quasi-stable solutions of 9-methylanthracene (pi-electron donor, 0.0005 M) and 1,2,4,5-Tetracyanobenzene (pi-electron acceptor, 0.0005 M) in aqueous sodium dodecyl sulfate (SDS, 0.025 M) were gently mixed, uniform-shaped rectangular charge-transfer nanocrystals precipitated out. These red colored charge-transfer (CT) crystals were composed of a 1:1-mole ratio of acceptor/ donor and are highly insoluble in water/SDS solution. The rectangular crystals morphology is semi hollow with symmetrical twin pockets reminiscent of nanocapsules. For a typical crop of nanocapsules, the dimensions are 21 x 6 x 0.5 microns with an approximate hollow volume of 1.5 x 105 nm3. By varying the concentration of aqueous SDS, mixing duration and incubation temperature, we can control the size and volume of the nanocapsules. The initial number of CT seed nanoparticles, formed by mixing the D and A solutions, determined the number and dimensions of the obtained nanocapsules formed after several hours of incubation under still conditions. Prolonged mixing of the donor and acceptor solutions resulted in plenty of initial seeds hence smaller nanocapsules. Short mixing times yields less seed formation and larger micron-sized capsules. The addition of Doxorubicin in situ with the quasi-stable solutions while mixing leads to the formation of CT nanocapsules with Doxorubicin sealed inside. The Doxorubicin can be liberated from the nanocapsules by cracking them using ultrasonication. This method can be extended to other binary CT complex crystals as well.Keywords: charge-transfer, nanocapsules, nanocrystals, doxorubicin
Procedia PDF Downloads 206720 An Inverse Approach for Determining Creep Properties from a Miniature Thin Plate Specimen under Bending
Authors: Yang Zheng, Wei Sun
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This paper describes a new approach which can be used to interpret the experimental creep deformation data obtained from miniaturized thin plate bending specimen test to the corresponding uniaxial data based on an inversed application of the reference stress method. The geometry of the thin plate is fully defined by the span of the support, l, the width, b, and the thickness, d. Firstly, analytical solutions for the steady-state, load-line creep deformation rate of the thin plates for a Norton’s power law under plane stress (b → 0) and plane strain (b → ∞) conditions were obtained, from which it can be seen that the load-line deformation rate of the thin plate under plane-stress conditions is much higher than that under the plane-strain conditions. Since analytical solution is not available for the plates with random b-values, finite element (FE) analyses are used to obtain the solutions. Based on the FE results obtained for various b/l ratios and creep exponent, n, as well as the analytical solutions under plane stress and plane strain conditions, an approximate, numerical solutions for the deformation rate are obtained by curve fitting. Using these solutions, a reference stress method is utilised to establish the conversion relationships between the applied load and the equivalent uniaxial stress and between the creep deformations of thin plate and the equivalent uniaxial creep strains. Finally, the accuracy of the empirical solution was assessed by using a set of “theoretical” experimental data.Keywords: bending, creep, thin plate, materials engineering
Procedia PDF Downloads 466719 A Fourier Method for Risk Quantification and Allocation of Credit Portfolios
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
Procedia PDF Downloads 159718 A Multi Cordic Architecture on FPGA Platform
Authors: Ahmed Madian, Muaz Aljarhi
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Coordinate Rotation Digital Computer (CORDIC) is a unique digital computing unit intended for the computation of mathematical operations and functions. This paper presents a multi-CORDIC processor that integrates different CORDIC architectures on a single FPGA chip and allows the user to select the CORDIC architecture to proceed with based on what he wants to calculate and his/her needs. Synthesis show that radix 2 CORDIC has the lowest clock delay, radix 8 CORDIC has the highest LUT usage and lowest register usage while Hybrid Radix 4 CORDIC had the highest clock delay.Keywords: multi, CORDIC, FPGA, processor
Procedia PDF Downloads 463717 Realization of Autonomous Guidance Service by Integrating Information from NFC and MEMS
Authors: Dawei Cai
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In this paper, we present an autonomous guidance service by combining the position information from NFC and the orientation information from a 6 axis acceleration and terrestrial magnetism sensor. We developed an algorithm to calculate the device orientation based on the data from acceleration and terrestrial magnetism sensor. If visitors want to know some explanation about an exhibit in front of him, what he has to do is just lift up his mobile device. The identification program will automatically identify the status based on the information from NFC and MEMS, and start playing explanation content for him. This service may be convenient for old people or disables or children.Keywords: NFC, ubiquitous computing, guide sysem, MEMS
Procedia PDF Downloads 402716 Efficient Wind Fragility Analysis of Concrete Chimney under Stochastic Extreme Wind Incorporating Temperature Effects
Authors: Soumya Bhattacharjya, Avinandan Sahoo, Gaurav Datta
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Wind fragility analysis of chimney is often carried out disregarding temperature effect. However, the combined effect of wind and temperature is the most critical limit state for chimney design. Hence, in the present paper, an efficient fragility analysis for concrete chimney is explored under combined wind and temperature effect. Wind time histories are generated by Davenports Power Spectral Density Function and using Weighed Amplitude Wave Superposition Technique. Fragility analysis is often carried out in full Monte Carlo Simulation framework, which requires extensive computational time. Thus, in the present paper, an efficient adaptive metamodelling technique is adopted to judiciously approximate limit state function, which will be subsequently used in the simulation framework. This will save substantial computational time and make the approach computationally efficient. Uncertainty in wind speed, wind load related parameters, and resistance-related parameters is considered. The results by the full simulation approach, conventional metamodelling approach and proposed adaptive metamodelling approach will be compared. Effect of disregarding temperature in wind fragility analysis will be highlighted.Keywords: adaptive metamodelling technique, concrete chimney, fragility analysis, stochastic extreme wind load, temperature effect
Procedia PDF Downloads 212715 Meat Products Demand in Oyo West Local Government: An Application of Almost Ideal Demand System (LA/AIDS)
Authors: B. A. Adeniyi, S. A. Daud, O. Amao
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The study investigates consumer demand for meat products in Oyo West Local Government using linear approximate almost ideal demand system (LA/AIDS). Questions that were addressed by the study include: first, what is the type and quantity of meat products available to the household and their demand pattern? Second is the investigation of the factors that affect meat products demand pattern and proportion of income that is spent on them. For the above purpose cross-sectional data were collected from 156 households of the study area and analyzed to reveal the functional relationship between meat products consumption and some socio-economic variables of the household. Results indicated that per capita meat consumption increased as household income and education increased but decreased with age. It was also found that male tend to consume more meat products than their female counterparts and that increase in household size will first increased per caput meat consumption but later decreased it. Price also tends to greatly influence the demand pattern of meat products. The results of elasticity computed from the results of regression analysis revealed that own price elasticity for all meat products were negative which indicated that they were normal products while cross and expenditure elasticity were positive which further confirmed that meat products were normal and substitute products. This study therefore concludes that the relevance of these variables imposed a great challenge to the policy makers and the government, in the sense that more cost effective methods of meat production technology have to be devised in other to make consumption of meat products more affordable.Keywords: meat products, consumption, animal production, technology
Procedia PDF Downloads 240714 Thermal and Hydraulic Design of Shell and Tube Heat Exchangers
Authors: Ahmed R. Ballil
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Heat exchangers are devices used to transfer heat between two fluids. These devices are utilized in many engineering and industrial applications such as heating, cooling, condensation and boiling processes. The fluids might be in direct contact (mixed), or they separated by a solid wall to avoid mixing. In the present paper, interactive computer-aided design of shell and tube heat exchangers is developed using Visual Basic computer code as a framework. This design is based on the Bell-Delaware method, which is one of the very well known methods reported in the literature for the design of shell and tube heat exchangers. Physical properties for either the tube or the shell side fluids are internally evaluated by calling on an enormous data bank composed of more than a hundred fluid compounds. This contributes to increase the accuracy of the present design. The international system of units is considered in the developed computer program. The present design has an added feature of being capable of performing modification based upon a preset design criterion, such that an optimum design is obtained at satisfying constraints set either by the user or by the method itself. Also, the present code is capable of giving an estimate of the approximate cost of the heat exchanger based on the predicted surface area of the exchanger evaluated by the program. Finally, the present thermal and hydraulic design code is tested for accuracy and consistency against some of existed and approved designs of shell and tube heat exchangers.Keywords: bell-delaware method, heat exchangers, shell and tube, thermal and hydraulic design
Procedia PDF Downloads 141713 Forecasting of Grape Juice Flavor by Using Support Vector Regression
Authors: Ren-Jieh Kuo, Chun-Shou Huang
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The research of juice flavor forecasting has become more important in China. Due to the fast economic growth in China, many different kinds of juices have been introduced to the market. If a beverage company can understand their customers’ preference well, the juice can be served more attractively. Thus, this study intends to introduce the basic theory and computing process of grapes juice flavor forecasting based on support vector regression (SVR). Applying SVR, BPN and LR to forecast the flavor of grapes juice in real data, the result shows that SVR is more suitable and effective at predicting performance.Keywords: flavor forecasting, artificial neural networks, Support Vector Regression, China
Procedia PDF Downloads 487712 Radionuclide Contents and Exhalation Studies in Soil Samples from Sub-Mountainous Region of Jammu and Kashmir
Authors: Manpreet Kaur
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The effect of external and internal exposure in outdoor and indoor environment can be significantly gauged by natural radionuclides. Therefore, it is a consequential to approximate the level of radionuclide contents in soil samples of any area and the risks associated with it. Rate of radon emerging from soil is also one of the prominent parameters for the assessment of radon levels in environmental. In present study, natural radionuclide contents viz. ²³²Th, ²³⁸U and ⁴⁰K and radon/thoron exhalation rates were evaluated operating thallium doped sodium iodide gamma radiation detector and advanced Smart Rn Duo technique in the soil samples from 30 villages of Jammu district, Jammu and Kashmir, India. Radon flux rate was also measured by using surface chamber technique. Results obtained with two different methods were compared to investigate the cause of emanation factor in the soil profile. The radon mass exhalation rate in the soil samples has been found varying from 15 ± 0.4 to 38 ± 0.8 mBq kg⁻¹ h⁻¹ while thoron surface exhalation rate has been found varying from 90 ± 22 to 4880 ± 280 Bq m⁻² h⁻¹. The mean value of radium equivalent activity (99 ± 27 Bq kg⁻¹) was appeared to be well within the admissible limit of 370 Bq kg⁻¹ suggested by Organization for Economic Cooperation and Development (2009) report. The values of various parameters related to radiological hazards were also calculated and all parameters have been found to be well below the safe limits given by various organizations. The outcomes pointed out that region was protected from danger as per health risks effects associated with these radionuclide contents is concerned.Keywords: absorbed dose rate, exhalation rate, human health, radionuclide
Procedia PDF Downloads 132711 Decentralised Edge Authentication in the Industrial Enterprise IoT Space
Authors: C. P. Autry, A.W. Roscoe
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Authentication protocols based on public key infrastructure (PKI) and trusted third party (TTP) are no longer adequate for industrial scale IoT networks thanks to issues such as low compute and power availability, the use of widely distributed and commercial off-the-shelf (COTS) systems, and the increasingly sophisticated attackers and attacks we now have to counter. For example, there is increasing concern about nation-state-based interference and future quantum computing capability. We have examined this space from first principles and have developed several approaches to group and point-to-point authentication for IoT that do not depend on the use of a centralised client-server model. We emphasise the use of quantum resistant primitives such as strong cryptographic hashing and the use multi-factor authentication.Keywords: authentication, enterprise IoT cybersecurity, PKI/TTP, IoT space
Procedia PDF Downloads 160710 The History of Sambipitu Formation Temperature during the Early Miocene Epooch at Kali Ngalang, Nglipar, Gunung Kidul Regency
Authors: R. Harman Dwi, Ryan Avirsa, P. Abraham Ivan
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Understanding of temperatures in the past, present, and future temperatures can be possible to do by analysis abundance of fossil foraminifera. This research was conducted in Sambipitu Formation, Ngalang River, Nglipar, Gunung Kidul Regency. The research method is divided into 3 stages: 1) study of literature, research based on previous researchers, 2) spatial, observation and sampling every 5-10 meters, 3) descriptive, analyzing samples consisting of a 10-gram sample weight, washing sample using 30% peroxide, biostratigraphy analysis, paleotemperature analysis using abundance of fossil, diversity analysis using Simpson diversity index method, and comparing current temperature data. There are two phases based on the appearance of Globorotalia menardii and Pulleniatina obliqueculata pointed to Phase Tropical Area, and the appearance of fossil Globigerinoides ruber and Orbulina universa fossil shows the phase of Subtropical Area. Paleotemperatur based on the appearance of Globorotalia menardii, Globigerinoides trilobus, Globigerinoides ruber, Orbulina universa, and Pulleniatina obliqueculata pointed to Warm Water Area and Warm Water Area (average surface water approximate 25°C).Keywords: abundance, biostratigraphy, Simpson diversity index method, paleotemperature
Procedia PDF Downloads 167709 Computer Science and Mathematics Collaborating to Create New Educational Opportunities While Developing Interactive Calculus Apps
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Since 2006, the School of Computing and the Department of Mathematical Sciences have collaborated on several industry and NSF grants to develop new uses of technology in teaching and learning. Clemson University’s Creative Inquiry Program allowed computer science and mathematics students to earn credit each semester for participating in seminars which introduced them to new areas for independent research. We will discuss how the development of three interactive instructional apps for Calculus resulted not only in a useful product, but also in unique educational benefits for both the computer science students and the mathematics students, graduate and undergraduate, involved in the development process.Keywords: calculus, apps, programming, mathematics
Procedia PDF Downloads 397