Search results for: optimal smoothing parameter

Authors: Raghunath Arnab

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The two-phase sampling which is also known as double sampling was introduced in 1938. In two-phase sampling, samples are selected in phases. In the first phase, a relatively large sample of size is selected by some suitable sampling design and only information on the auxiliary variable is collected. During the second phase, a sample of size is selected either from, the sample selected in the first phase or from the entire population by using a suitable sampling design and information regarding the study and auxiliary variable is collected. Evidently, two phase sampling is useful if the auxiliary information is relatively easy and cheaper to collect than the study variable as well as if the strength of the relationship between the variables and is high. If the sample is selected in more than two phases, the resulting sampling design is called a multi-phase sampling. In this article we will consider how one can use data collected at the first phase sampling at the stages of estimation of the parameter, stratification, selection of sample and their combinations in the second phase in a unified setup applicable to any sampling design and wider classes of estimators. The problem of the estimation of variance will also be considered. The variance of estimator is essential for estimating precision of the survey estimates, calculation of confidence intervals, determination of the optimal sample sizes and for testing of hypotheses amongst others. Although, the variance is a non-negative quantity but its estimators may not be non-negative. If the estimator of variance is negative, then it cannot be used for estimation of confidence intervals, testing of hypothesis or measure of sampling error. The non-negativity properties of the variance estimators will also be studied in details.

Keywords: auxiliary information, two-phase sampling, varying probability sampling, unbiased estimators

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Authors: Ji-Hun Choi, Kyoung-Suk Cho, Seung-Un Chae

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Consisting of organic compounds, plastic ignites easily and burns fast. In addition, a large amount of toxic gas is produced while it is burning. When plastic is heated, its volume decreases because its surface is melted. The decomposition of its molecular bond generates combustible liquid of low viscosity, which accelerates plastic combustion and spreads the flames. Radiant heat produced in the process propagates the fire to increase the risk of human and property damages. Accordingly, the purpose of this study was to identify chemical, thermal and combustion characteristics of thermoplastic plastics using the fire propagation apparatus based on experimental criteria of ISO 12136 and ASTM E 2058. By the experiment result, as the ignition time increased, the thermal response parameter (TRP) decreased and as the TRP increased, the slope decreased. In other words, the large the TRP was, the longer the time taken for heating and ignition of the material was. It was identified that the fire propagation speed dropped accordingly.

Keywords: fire propagation apparatus (FPA), ISO 12136, thermal response parameter (TRP), fire propagation index (FPI)

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Authors: Ahmad Naqi

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Today, the passively controlled buildings are extensively becoming popular due to its excellent lateral load resistance circumstance. Typically, these buildings are enhanced with a damping device that has high market demand. Some manufacturer falsified the damping device parameter during the production to achieve the market demand. Therefore, this paper evaluates the seismic performance of buildings equipped with damping devices, which their parameter modified to simulate the falsified devices, intentionally. For this purpose, three benchmark buildings of 4-, 10-, and 20-story were selected from JSSI (Japan Society of Seismic Isolation) manual. The buildings are special moment resisting steel frame with oil damper in the longitudinal direction only. For each benchmark buildings, two types of structural elements are designed to resist the lateral load with and without damping devices (hereafter, known as Trimmed & Conventional Building). The target building was modeled using STERA-3D, a finite element based software coded for study purpose. Practicing the software one can develop either three-dimensional Model (3DM) or Lumped Mass model (LMM). Firstly, the seismic performance of 3DM and LMM models was evaluated and found excellent coincide for the target buildings. The simplified model of LMM used in this study to produce 66 cases for both of the buildings. Then, the device parameters were modified by ± 40% and ±20% to predict many possible conditions of falsification. It is verified that the building which is design to sustain the lateral load with support of damping device (Trimmed Building) are much more under threat as a result of device falsification than those building strengthen by damping device (Conventional Building).

Keywords: passive control system, oil damper, seismic assessment, lumped mass model

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Authors: Ali Atashbar Orang, Carlo Massimo Casciola

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A novel numerical approach for the steady incompressible turbulent flows is presented in this paper. The artificial compressibility method (ACM) is applied to the Reynolds Averaged Navier-Stokes (RANS) equations. A new Characteristic-Based Turbulent (CBT) scheme is developed for the convective fluxes. The well-known Spalart–Allmaras turbulence model is employed to check the effectiveness of this new scheme. Comparing the proposed scheme with previous studies, it is found that the present CBT scheme demonstrates accurate results, high stability and faster convergence. In addition, the local time stepping and implicit residual smoothing are applied as the convergence acceleration techniques. The turbulent flows past a backward facing step, circular cylinder, and NACA0012 hydrofoil are studied as benchmarks. Results compare favorably with those of other available schemes.

Keywords: incompressible turbulent flow, method of characteristics, finite volume, Spalart–Allmaras turbulence model

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Authors: J. K. Chawla, S. K. Jain, M. K. Mishra

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Ion-acoustic double layers have been studied in magnetized plasma. The modified Korteweg-de Vries (m-KdV) equation using reductive perturbation method is derived. It is found that for the selected set of parameters, the system supports rarefactive double layers depending upon the value of nonthermal parameters. It is also found that the magnetization affects only the width of the double layer. For a given set of parameter values, increases in the magnetization and the obliqueness angle (θ) between wave vector and magnetic field, affect the width of the double layers, however the amplitude of the double layers have no effect. An increase in the values of nonthermal parameter decreases the amplitude of the rarefactive double layer. The effect of the ion temperature ratio on the amplitude and width of the double layers are also discussed in detail.

Keywords: ion-acoustic double layers, magnetized electronegative plasma, reductive perturbation method, the modified Korteweg-de Vries (KdV) equation

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Authors: Md. Shaheen Shah, Abdelsalam Abugharara, Dipesh Maharjan, Syed Imtiaz, Stephen Butt

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Drilling performance is an essential goal in petroleum and mining industry. Drilling rate of penetration (ROP), which is inversely proportional to the mechanical specific energy (MSE) is influenced by numerous factors among which are the applied parameter: torque (T), weight on bit (WOB), fluid flow rate, revolution per minute (rpm), rock related parameters: rock type, rock homogeneousness, rock anisotropy orientation, and mechanical parameters: bit type, configuration of the bottom hole assembly (BHA). This paper is focused on studying the drilling performance by implementing a passive vibration assisted rotary drilling tool (pVARD) as part of the BHA through using different bit types: coring bit, roller cone bit, and PDC bit and various rock types: rock-like material, granite, sandstone, etc. The results of this study aim to produce a pVARD index for optimal drilling performance considering the recommendations of the pVARD’s spring compression tests and stress-strain analysis of rock samples conducted prior to drilling experiments, analyzing the cutting size distribution, and evaluating the applied drilling parameters as a function of WOB. These results are compared with those obtained from drilling without pVARD, which represents the typical rigid BHA of the conventional drilling.

Keywords: BHA, drilling performance, MSE, pVARD, rate of penetration, ROP, tensile and shear fractures, unconfined compressive strength

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Authors: Anuar Ishak

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The characteristics of stagnation point flow of a nanofluid towards a stretching/shrinking sheet are investigated. The governing partial differential equations are transformed into a set of ordinary differential equations, which are then solved numerically using MATLAB routine boundary value problem solver bvp4c. The numerical results show that dual (upper and lower branch) solutions exist for the shrinking case, while for the stretching case, the solution is unique. A stability analysis is performed to determine the stability of the dual solutions. It is found that the skin friction decreases when the sheet is stretched, but increases when the suction effect is increased. It is also found that increasing the thermophoresis parameter reduces the heat transfer rate at the surface, while increasing the Brownian motion parameter increases the mass transfer rate at the surface.

Keywords: dual solutions, heat transfer, forced convection, nanofluid, stability analysis

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Authors: Amina Sultan, Mohamed Ghonim, Eman Oweida, Aya Abdelaziz

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Objective: To assess the diagnostic reliability of multi-detector CT in pre and post-operative evaluation of cochlear implant candidates. Material and Methods: The study includes 40 patients (18 males and 22 females); mean age 5.6 years. They were classified into two groups: Group A (20 patients): cochlear implant device was Nucleus-22 and Group B (20 patients): the device was MED-EL. Cochlear length (CL) and cochlear height (CH) were measured pre-operatively by 128-multidetector CT. Electrode length (EL) and insertion depth angle (α) were measured post-operatively by MDCT. Results: For Group A mean CL was 9.1 mm ± 0.4 SD; mean CH was 4.1 ± 0.3 SD; mean EL was 18 ± 2.7 SD; mean α angle was 299.05 ± 37 SD. Significant statistical correlation (P < 0.05) was found between preoperative CL and post-operative EL (r²=0.6); as well as EL and α angle (r²=0.7). Group B's mean CL was 9.1 mm ± 0.3 SD; mean CH was 4.1 ± 0.4 SD; mean EL was 27 ± 2.1 SD; mean α angle was 287.6 ± 41.7 SD. Significant statistical correlation was found between CL and EL (r²= 0.6) and α angle (r²=0.5). Also, a strong correlation was found between EL and α angle (r²=0.8). Significant statistical difference was detected between the two devices as regards to the electrode length. Conclusion: Multidetector CT is a reliable tool for preoperative planning and post-operative evaluation of the outcomes of cochlear implant operations. Cochlear length is a valuable prognostic parameter for prediction of the depth of electrode array insertion which can influence criteria of device selection.

Keywords: angle of insertion (α angle), cochlear implant (CI), cochlear length (CL), Multidetector Computed Tomography (MDCT)

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Authors: D. Calogine, O. Chau, S. Dotti, O. Ramiarinjanahary, P. Rasoavonjy, F. Tovondahiniriko

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Mafate is a natural circus in the north-western part of Reunion Island, without an electrical grid and road network. A micro-grid concept is being experimented in this area, composed of a photovoltaic production combined with electrochemical batteries, in order to meet the local population for self-consumption of electricity demands. This work develops a discrete model as well as a stochastic model in order to reach an optimal equilibrium between production and consumptions for a cluster of houses. The management of the energy power leads to a large linearized programming system, where the time interval of interest is 24 hours The experimental data are solar production, storage energy, and the parameters of the different electrical devices and batteries. The unknown variables to evaluate are the consumptions of the various electrical services, the energy drawn from and stored in the batteries, and the inhabitants’ planning wishes. The objective is to fit the solar production to the electrical consumption of the inhabitants, with an optimal use of the energies in the batteries by satisfying as widely as possible the users' planning requirements. In the discrete model, the different parameters and solutions of the linear programming system are deterministic scalars. Whereas in the stochastic approach, the data parameters and the linear programming solutions become random variables, then the distributions of which could be imposed or established by estimation from samples of real observations or from samples of optimal discrete equilibrium solutions.

Keywords: photovoltaic production, power consumption, battery storage resources, random variables, stochastic modeling, estimations of probability distributions, mixed integer linear programming, smart micro-grid, self-consumption of electricity.

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Authors: Minjeong Kim, Seungchul Lee, Iman Janghorban Esfahani, Jeong Tai Kim, ChangKyoo Yoo

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A trajectory of set-point of ventilation control systems plays an important role for efficient ventilation inside subway stations since it affects the level of indoor air pollutants and ventilation energy consumption. To maintain indoor air quality (IAQ) at a comfortable range with lower ventilation energy consumption, the optimal trajectory of the ventilation control system needs to be determined. The concentration of air pollutants inside the station shows a diurnal variation in accordance with the variations in the number of passengers and subway frequency. To consider the diurnal variation of IAQ, an iterative dynamic programming (IDP) that searches for a piecewise control policy by separating whole duration into several stages is used. When outdoor air is contaminated by pollutants, it enters the subway station through the ventilation system, which results in the deteriorated IAQ and adverse effects on passenger health. In this study, to consider the influence of outdoor air quality (OAQ), a new performance index of the IDP with the passenger health risk and OAQ is proposed. This study was carried out for an underground subway station at Seoul Metro, Korea. The optimal set-points of the ventilation control system are determined every 3 hours, then, the ventilation controller adjusts the ventilation fan speed according to the optimal set-point changes. Compared to manual ventilation system which is operated irrespective of the OAQ, the IDP-based ventilation control system saves 3.7% of the energy consumption. Compared to the fixed set-point controller which is operated irrespective of the IAQ diurnal variation, the IDP-based controller shows better performance with a 2% decrease in energy consumption, maintaining the comfortable IAQ range inside the station.

Keywords: indoor air quality, iterative dynamic algorithm, outdoor air information, ventilation control system

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Authors: Foad Nazari, Seyed Mahmood Hosseini, Mohammad Hossein Abolbashari, Mohammad Hassan Abolbashari

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The present study is concerned with the optimal design of functionally graded plates using particle swarm optimization (PSO) algorithm. In this study, meshless local Petrov-Galerkin (MLPG) method is employed to obtain the functionally graded (FG) plate’s natural frequencies. Effects of two parameters including thickness to height ratio and volume fraction index on the natural frequencies and total mass of plate are studied by using the MLPG results. Then the first natural frequency of the plate, for different conditions where MLPG data are not available, is predicted by an artificial neural network (ANN) approach which is trained by back-error propagation (BEP) technique. The ANN results show that the predicted data are in good agreement with the actual one. To maximize the first natural frequency and minimize the mass of FG plate simultaneously, the weighted sum optimization approach and PSO algorithm are used. However, the proposed optimization process of this study can provide the designers of FG plates with useful data.

Keywords: optimal design, natural frequency, FG plate, hybrid meshless method, MLPG method, ANN approach, particle swarm optimization

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Authors: Yongmin You

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Electric machines for office automation device such as printer and scanner have been required the low noise and vibration performance. Many researches about the low noise and vibration of polygon mirror scanner motor have been also progressed. The noise and vibration of polygon mirror scanner motor can be classified by aerodynamic, structural and electromagnetic. Electromagnetic noise and vibration can be occurred by high cogging torque and nonsinusoidal back EMF. To improve the cogging torque and back EMF characteristic, we apply unequal air-gap. To analyze characteristic of a polygon mirror scanner motor, two dimensional finite element method is used. To minimize the cogging torque of a polygon mirror motor, Kriging based on latin hypercube sampling (LHS) is utilized. Compared to the initial model, the torque ripple of the optimized unequal air-gap model was reduced by 23.4 % while maintaining the back EMF and average torque. To verify the optimal design results, the experiment was performed. We measured the vibration in motors at 23,600 rpm which is the rated velocity. The radial and axial gravitational acceleration of the optimal model were declined more than seven times and three times, respectively. From these results, a shape optimized unequal polygon mirror scanner motor has shown the usefulness of an improvement in the torque ripple and electromagnetic vibration characteristic.

Keywords: polygon mirror scanner motor, optimal design, finite element method, vibration

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Authors: Minho Lee, Donghyun Back, Jaemoon Jung, Woojin Park

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The current 3-dimensional (3D) posture prediction models commonly provide only a few optimal postures to achieve a specific objective. The problem with such models is that they are incapable of rapidly providing several optimal posture candidates according to various situations. In order to solve this problem, this paper presents a 3D memory-based posture planning (3D MBPP) model, which is a new digital human model that can analyze the feasible postures in 3D space for reaching tasks that have postural constraints and specific reaching space. The 3D MBPP model can be applied to the types of works that are done with constrained working postures and have specific reaching space. The examples of such works include driving an excavator, driving automobiles, painting buildings, working at an office, pitching/batting, and boxing. For these types of works, a limited amount of space is required to store all of the feasible postures, as the hand reaches boundary can be determined prior to perform the task. This prevents computation time from increasing exponentially, which has been one of the major drawbacks of memory-based posture planning model in 3D space. This paper validates the utility of 3D MBPP model using a practical example of analyzing baseball batting posture. In baseball, batters swing with both feet fixed to the ground. This motion is appropriate for use with the 3D MBPP model since the player must try to hit the ball when the ball is located inside the strike zone (a limited area) in a constrained posture. The results from the analysis showed that the stored and the optimal postures vary depending on the ball’s flying path, the hitting location, the batter’s body size, and the batting objective. These results can be used to establish the optimal postural strategies for achieving the batting objective and performing effective hitting. The 3D MBPP model can also be applied to various domains to determine the optimal postural strategies and improve worker comfort.

Keywords: baseball, memory-based, posture prediction, reaching area, 3D digital human models

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Authors: Jose Juan Peña, J. Morales, J. García-Ravelo

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In the search of potential models applied in the theoretical treatment of diatomic molecules, some of them have been constructed by using standard hyperbolic functions as well as from the so-called q-deformed hyperbolic functions (sc q-dhf) for displacing and modifying the shape of the potential under study. In order to transcend the scope of hyperbolic functions, in this work, a kind of generalized q-deformed hyperbolic functions (g q-dhf) is presented. By a suitable transformation, through the q deformation parameter, it is shown that these g q-dhf can be expressed in terms of their corresponding standard ones besides they can be reduced to the sc q-dhf. As a useful application of the proposed approach, and considering a class of exactly solvable multi-parameter exponential-type potentials, some new q-deformed quantum interactions models that can be used as interesting alternative in quantum physics and quantum states are presented. Furthermore, due that quantum potential models are conditioned on the q-dependence of the parameters that characterize to the exponential-type potentials, it is shown that many specific cases of q-deformed potentials are obtained as particular cases from the proposal.

Keywords: diatomic molecules, exponential-type potentials, hyperbolic functions, q-deformed potentials

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Authors: A. Graa, I. Ziane, F. Benhamida, S. Souag

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This paper presents a comparative analysis study of an efficient and reliable quadratic programming (QP) to solve economic load dispatch (ELD) problem with considering transmission losses in a power system. The proposed QP method takes care of different unit and system constraints to find optimal solution. To validate the effectiveness of the proposed QP solution, simulations have been performed using Algerian test system. Results obtained with the QP method have been compared with other existing relevant approaches available in literatures. Experimental results show a proficiency of the QP method over other existing techniques in terms of robustness and its optimal search.

Keywords: economic dispatch, quadratic programming, Algerian network, dynamic load

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Authors: Faisal Alshuwaier, Ali Areshey

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Text mining techniques are generally applied for classifying the text, finding fuzzy relations and structures in data sets. This research provides plenty text mining capabilities. One common application is text classification and event extraction, which encompass deducing specific knowledge concerning incidents referred to in texts. The main contribution of this paper is the clarification of a concept graph generation mechanism, which is based on a text classification and optimal fuzzy relationship extraction. Furthermore, the work presented in this paper explains the application of fuzzy relationship extraction and branch and bound method to simplify the texts.

Keywords: extraction, max-prod, fuzzy relations, text mining, memberships, classification, memberships, classification

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Authors: Ghorbanali Mohammadi

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New approaches to sequencing mixed-model manufacturing systems are present. These approaches have attracted considerable attention due to their potential to deal with difficult optimization problems. This paper presents Multi-Objective Simulated Annealing Algorithms (MOSAA) approaches to the Just-In-Time (JIT) sequencing problem where workload-smoothing (WL) and the number of set-ups (St) are to be optimized simultaneously. Mixed-model assembly lines are types of production lines where varieties of product models similar in product characteristics are assembled. Moreover, this type of problem is NP-hard. Two annealing methods are proposed to solve the multi-objective problem and find an efficient frontier of all design configurations. The performances of the two methods are tested on several problems from the literature. Experimentation demonstrates the relative desirable performance of the presented methodology.

Keywords: scheduling, just-in-time, mixed-model assembly line, sequencing, simulated annealing

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Authors: H. Nikzad, S. Yoshitomi

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This study investigates and develops the structural optimization method. The effect of size constraints on practical solution of reinforced concrete (RC) building structure with shear wall is proposed. Cross-sections of beam and column, and thickness of shear wall are considered as design variables. The objective function to be minimized is total cost of the structure by using a simple and efficient automated MATLAB platform structural optimization methodology. With modification of mathematical formulations, the result is compared with optimal solution without size constraints. The most suitable combination of section sizes is selected as for the final design application based on linear static analysis. The findings of this study show that defining higher value of upper bound of sectional sizes significantly affects optimal solution, and defining of size constraints play a vital role in finding of global and practical solution during optimization procedures. The result and effectiveness of proposed method confirm the ability and efficiency of optimal solutions for 3D RC shear wall-frame structure.

Keywords: structural optimization, linear static analysis, ETABS, MATLAB, RC shear wall-frame structures

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Authors: Ndana Mohammed, Abdullahi Musa Sabo

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The oils used in this work were extracted from seeds of Ricinuscommunis, Heaveabrasiliensis, Gossypiumhirsutum, Azadirachtaindica, Glycin max and Jatrophacurcasby solvent extraction method using n-hexane, and gave the yield of 48.00±0.00%, 44.30±0.52%, 45.50±0.64%, 47.60±0.51%, 41.50±0.32% and 46.50±0.71% respectively. However these feed stocks are highly challenging to trans-esterification reaction because they were found to contain high amount of free fatty acids (FFA) (6.37±0.18, 17.20±0.00, 6.14±0.05, 8.60±0.14, 5.35±0.07, 4.24±0.02mgKOH/g) in order of the above. As a result, two-stage trans-esterification reactions process was used to produce biodiesel; Acid esterification was used to reduce high FFA to 1% or less, and the second stage involve the alkaline trans-esterification/optimization of process condition to obtain high yield quality biodiesel. The salient features of this study include; characterization of oils using AOAC, AOCS standard methods to reveal some properties that may determine the viability of sample seeds as potential feed stocks for biodiesel production, such as acid value, saponification value, Peroxide value, Iodine value, Specific gravity, Kinematic viscosity, and free fatty acid profile. The optimization of process parameters in biodiesel production was investigated. Different concentrations of alkaline catalyst (KOH) (0.25, 0.5, 0.75, 1.0 and 1.50w/v, methanol/oil molar ratio (3:1, 6:1, 9:1, 12:1, and 15:1), reaction temperature (500 C, 550 C, 600 C, 650 C, 700 C), and the rate of stirring (150 rpm,225 rpm,300 rpm and 375 rpm) were used for the determination of optimal condition at which maximum yield of biodiesel would be obtained. However, while optimizing one parameter other parameters were kept fixed. The result shows the optimal biodiesel yield at a catalyst concentration of 1%, methanol/oil molar ratio of 6:1, except oil from ricinuscommunis which was obtained at 9:1, the reaction temperature of 650 C was observed for all samples, similarly the stirring rate of 300 rpm was also observed for all samples except oil from ricinuscommunis which was observed at 375 rpm. The properties of biodiesel fuel were evaluated and the result obtained conformed favorably to ASTM and EN standard specifications for fossil diesel and biodiesel. Therefore biodiesel fuel produced can be used as substitute for fossil diesel. The work also reports the result of the study on the evaluation of the effect of the biodiesel storage on its physicochemical properties to ascertain the level of deterioration with time. The values obtained for the entire samples are completely out of standard specification for biodiesel before the end of the twelve months test period, and are clearly degraded. This suggests the biodiesels from oils of Ricinuscommunis, Heaveabrasiliensis, Gossypiumhirsutum, Azadirachtaindica, Glycin max and Jatrophacurcascannot be stored beyond twelve months.

Keywords: biodiesel, characterization, esterification, optimization, transesterification

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Authors: M. H. Abedi, A. Jalilvand

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The economic development benefits of wind energy may be the most tangible basis for the local and state officials’ interests. In addition to the direct salaries associated with building and operating wind projects, the wind energy industry provides indirect jobs and benefits. The optimal planning of a wind farm is one most important topic in renewable energy technology. Many methods have been implemented to optimize the cost and output benefit of wind farms, but the contribution of this paper is mentioning different types of service providers and also time of installation of wind turbines during planning horizon years. Genetic algorithm (GA) is used to optimize the problem. It is observed that an appropriate layout of wind farm can cause to minimize the different types of cost.

Keywords: renewable energy, wind farm, optimization, planning

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Authors: Sadaf Saeed

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The consideration of walkability as an urban design parameter in conjunction with transit-oriented development is an established trend in the developed countries but an upcoming trend in developing countries. In Pakistan, the first Bus Rapid Transit (locally called as Metro Bus) has been introduced in the city of Lahore in 2013 where around 40 percent of the riders access to transit stations by walking. To what extent the aspect of walkability has been considered in the local scenario? To address this question, this paper presents an account of urban design parameters regarding pedestrian provisions and quality of walking environment between Metro Bus stations and users’ destination in the transit neighbourhoods (areas up to 500-meter radius). The primary and secondary data for objective and subjective walkability measurements has been used for neighbourhoods of five selected transit stations ranked against the predefined critical assessed factors (CAF). The multi-criteria approach including visual and geospatially-based parameters at street level, along with walkability index score at selected sites linked with CAF evaluation were the selected methods for this study. The acceptability of walkability as an urban design parameter for transit planning in terms of connectivity and social implications of the concept has also been analysed in the local context. The paper highlights that the aspect of walkability in Lahore is being derelict owing to the focus of government on other initiatives such as park and ride and feeder bus services for mobility of passengers. However, the pedestrian-friendly design parameters as a part of future transit planning can enhance social, liveable and interactive walking environment within transit neighbourhoods.

Keywords: walkability, sustainability, transit neighborhoods, social communities

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Authors: Chien-Chih Lin

Abstract:

This study argues that the optimal diversifications for the maximization of bank value are asymmetrical; they depend on the business cycle. During times of expansion, systematic risks are relatively low, and hence there is only a slight effect from raising them with a diversified portfolio. Consequently, the benefit of reducing individual risks dominates any loss from raising systematic risks, leading to a higher value for a bank by holding a diversified portfolio of assets. On the contrary, in times of recession, systematic risks are relatively high. It is more likely that the loss from raising systematic risks surpasses the benefit of reducing individual risks from portfolio diversification. Consequently, more diversification leads to lower bank values. Finally, some empirical evidence from the banks in Taiwan is provided.

Keywords: diversification, default probability, systemic risk, banking, business cycle

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Authors: Serkan Aras, Emrah Gulay

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Combining various forecasting models is an important tool for researchers to attain more accurate forecasts. A great number of papers have shown that selecting single models as dissimilar models, or methods based on different information as possible leads to better forecasting performances. However, there is not a certain rule regarding the number of single models to be used in any combining methods. This study focuses on determining the optimal or near optimal number for single models with the help of statistical tests. An extensive experiment is carried out by utilizing some well-known time series data sets from diverse fields. Furthermore, many rival forecasting methods and some of the commonly used combining methods are employed. The obtained results indicate that some statistically significant performance differences can be found regarding the number of the single models in the combining methods under investigation.

Keywords: combined forecast, forecasting, M-competition, time series

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Authors: Kriuk Boris, Kriuk Fedor

Abstract:

This paper presents a comparative study of fundamental similarity functions for Siamese networks in semantic textual similarity (STS) tasks. We evaluate various similarity functions using the STS Benchmark dataset, analyzing their performance and stability. Additionally, we introduce a multi-objective approach for optimal threshold selection. Our findings provide insights into the effectiveness of different similarity functions and offer a straightforward method for threshold selection optimization, contributing to the advancement of Siamese network architectures in STS applications.

Keywords: siamese networks, semantic textual similarity, similarity functions, STS benchmark dataset, threshold selection

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Authors: Songul Cinaroglu

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Background: Random Forest is an efficient, multi-class machine learning method using for classification, regression and other tasks. This method is operating by constructing each tree using different bootstrap sample of the data. Determining the number of trees in random forests is an open question in the literature for studies about improving classification performance of random forests. Aim: The aim of this study is to analyze whether there is an optimal number of trees in Random Forests and how performance of Random Forests differ according to increase in number of trees using sample health data sets in R programme. Method: In this study we analyzed the performance of Random Forests as the number of trees grows and doubling the number of trees at every iteration using “random forest” package in R programme. For determining minimum and optimal number of trees we performed Mc Nemar test and Area Under ROC Curve respectively. Results: At the end of the analysis it was found that as the number of trees grows, it does not always means that the performance of the forest is better than forests which have fever trees. In other words larger number of trees only increases computational costs but not increases performance results. Conclusion: Despite general practice in using random forests is to generate large number of trees for having high performance results, this study shows that increasing number of trees doesn’t always improves performance. Future studies can compare different kinds of data sets and different performance measures to test whether Random Forest performance results change as number of trees increase or not.

Keywords: classification methods, decision trees, number of trees, random forest

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Authors: Suparman

Abstract:

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: piecewise regression, bayesian, reversible jump MCMC, segmentation

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Authors: Siti Khadijah Che Osmi, Mohammed Ahmad Syed

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Underground tunnels are one of the most popular public facilities for various applications such as transportation, water transfer, network utilities and etc. Experience from the past earthquake reveals that the underground tunnels also become vulnerable components and may damage at certain percentage depending on the level of ground shaking and induced phenomena. In this paper a numerical analysis is conducted in evaluating the sensitivity of two types of circular shallow tunnel lining models to wide ranging changes in the geotechnical design parameter. Critical analysis has been presented about the current methods of analysis, structural typology, ground motion characteristics, effect of soil conditions and associated uncertainties on the tunnel integrity. The response of the tunnel is evaluated through 2D non-linear finite element analysis, which critically assesses the impact of increasing levels of seismic loads. The finding from this study offer significant information on improving methods to assess the vulnerability of underground structures.

Keywords: geotechnical design parameter, seismic response, sensitivity analysis, shallow tunnel

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Authors: Brahim Berbaoui

Abstract:

In this paper, a new particle swarm optimization (PSO) based method is proposed for the implantation of optimal harmonic power flow in power systems. In this algorithm approach, proportional integral controller for reference compensating currents of active power filter is performed in order to minimize the total harmonic distortion (THD). The simulation results show that the new control method using PSO approach is not only easy to be implanted, but also very effective in reducing the unwanted harmonics and compensating reactive power. The studies carried out have been accomplished using the MATLAB Simulink Power System Toolbox.

Keywords: shunt active power filter, power quality, current control, proportional integral controller, particle swarm optimization

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Authors: Azhar Equbal, Anoop Kumar Sood, M. Asif Equbal, M. Israr Equbal

Abstract:

In the present work response surface methodology (RSM) based central composite design (CCD) is used for analyzing the electrical discharge machining (EDM) process. For experimentation, mild steel is selected as work piece and copper is used as electrode. Three machining parameters namely current (I), spark on time (T_on) and spark off time (T_off) are selected as the input variables. The output or response chosen is material removal rate (MRR) which is to be maximized. To reduce the number of runs face centered central composite design (FCCCD) was used. ANOVA was used to determine the significance of parameter and interactions. The suitability of model is tested using Anderson darling (AD) plot. The results conclude that different parameters considered i.e. current, pulse on and pulse off time; all have dominant effect on the MRR. At last, the optimized parameter setting for maximizing MRR is found through main effect plot analysis.

Keywords: EDM, electrode, MRR, RSM, ANOVA

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Authors: Jianhong Xiang, Hao Xiang, Linyu Wang

Abstract:

Compressed sensing (CS) has a wide range of applications in sparse signal reconstruction. Aiming at the problems of low recovery accuracy and long reconstruction time of existing reconstruction algorithms in medical imaging, this paper proposes a corrected smoothing L0 algorithm based on compressed sensing (CSL0). First, an approximate hyperbolic tangent function (AHTF) that is more similar to the L0 norm is proposed to approximate the L0 norm. Secondly, in view of the "sawtooth phenomenon" in the steepest descent method and the problem of sensitivity to the initial value selection in the modified Newton method, the use of the steepest descent method and the modified Newton method are jointly optimized to improve the reconstruction accuracy. Finally, the CSL0 algorithm is simulated on various images. The results show that the algorithm proposed in this paper improves the reconstruction accuracy of the test image by 0-0. 98dB.

Keywords: smoothed L0, compressed sensing, image processing, sparse reconstruction

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