Search results for: conditional variance coefficient

Authors: Francois Defay, Martim Calao, Jean Francois Dassieu, Laurent Salvetat

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Electrical vehicles are a solution for reducing the pollution using green energy. The shell Eco-Marathon provides rules in order to minimize the battery use for the race. The use of solar panel combined with efficient motor control and race strategy allow driving a 60kg vehicle with one pilot using only the solar energy in the best case. This paper presents a complete modelization of a solar vehicle used for the shell eco-marathon. This project called Helios is cooperation between non-graduated students, academic institutes, and industrials. The prototype is an ultra-energy-efficient vehicle based on one-meter square solar panel and an own-made brushless controller to optimize the electrical part. The vehicle is equipped with sensors and embedded system to provide all the data in real time in order to evaluate the best strategy for the course. A complete modelization with Matlab/Simulink is used to test the optimal strategy to increase the global endurance. Experimental results are presented to validate the different parts of the model: mechanical, aerodynamics, electrical, solar panel. The major finding of this study is to provide solutions to identify the model parameters (Rolling Resistance Coefficient, drag coefficient, motor torque coefficient, etc.) by means of experimental results combined with identification techniques. One time the coefficients are validated, the strategy to optimize the consumption and the average speed can be tested first in simulation before to be implanted for the race. The paper describes all the simulation and experimental parts and provides results in order to optimize the global efficiency of the vehicle. This works have been started four years ago and evolved many students for the experimental and theoretical parts and allow to increase the knowledge on electrical self-efficient vehicle.

Keywords: electrical vehicle, endurance, optimization, shell eco-marathon

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Authors: Sun Zhe, Ruggero Micheletto

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The research of neural network is very important for the development of advanced next generation intelligent devices and the medical treatment. The most important part of the neural network research is the learning. The process of learning in our brain is essentially several adjustment processes of connection strength between neurons. It is very difficult to figure out how this mechanism works in the complex network and how the connection strength influences brain functions. For this reason, we made a model with only two coupled neurons and studied the influence of connection strength between them. To emulate the neuronal activity of realistic neurons, we prefer to use the Izhikevich neuron model. This model can simulate the neuron variables accurately and it’s simplicity is very suitable to implement on computers. In this research, the parameter ρ is used to estimate the correlation coefficient between spike train of two coupling neurons.We think the results is very important for figuring out the mechanism between synchronization of coupling neurons and synaptic plasticity. The result also presented the importance of the spike frequency adaptation in complex systems.

Keywords: neural networks, noise, stochastic processes, coupled neurons, correlation coefficient, synchronization, pacemaker, synaptic plasticity

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Authors: Atwari Rawani, Hari Narayan Singh, K. D. P. Singh

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In this paper, an analytical investigation of the enhancement of thermal performance of parabolic trough collector (PTC) with twisted tape inserts in the absorber tube is being reported. A comparative study between the absorber with various types of twisted tape inserts and plain tube collector has been performed in turbulent flows conditions. The parametric studies were conducted to investigate the effects of system and operating parameters on the performance of the collector. The parameters such as heat gain, overall heat loss coefficient, air rise temperature and efficiency are used to analyze the relative performance of PTC. The results show that parabolic through collector with serrated twisted tape insert shows the best performance under same set of conditions under range of parameters investigated. Results reveal that for serrated twisted tape with x=1, Nusselt number/heat transfer coefficient is found to be 4.38 and 3.51 times over plain absorber of PTC at mass flow rate of 0.06 kg/s and 0.16 kg/s respectively; while corresponding enhancement in thermal efficiency is 15.7% and 5.41% respectively.

Keywords: efficiency, heat transfer, twisted tape ratio, turbulent flow

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Authors: Rakesh Mishra, Rajni Singh, Mukunda Upadhyay

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Since the last few decades, the prima facie of development has shifted towards the working population in India. There has been a paradigm shift in the development approach with the realization that the present demographic dividend has to be harnessed for sustainable development. Rapid urbanization and improved socioeconomic characteristics experienced within its territory has catalyzed various forms of migration into it, resulting in massive transference of workforce between its states. Workforce in any country plays a very crucial role in deciding development of both the places, from where they have out-migrated and the place they are residing currently. In India, people are found to be migrating from relatively less developed states to a well urbanized and developed state for satisfying their neediness. Linking migration to HDI at place of destination, the regression coefficient (β ̂) shows affirmative association between them, because higher the HDI of the place would be, higher would be chance of earning and hence likeliness of the migrants would be more to choose that place as a new destination and vice versa. So the push factor is compromised by the cost of rearing and provides negative impulse on the in migrants letting down their numbers to metro cities or megacities of the states but increasing their mobility to the suburban areas and vice versa. The main objective of the study is to check the role of migration in deciding the dividend of the place of destination as well as people at the place of their usual residence with special focus to highly urban states in India. Idealized scenario of Indian migrants refers to some new theories in making. On analyzing the demographic dividend of the places we got to know that Uttar Pradesh provides maximum dividend to Maharashtra, West Bengal and Delhi, and the demographic divided of migrants are quite comparable to the native’s shares in the demographic dividend in these places. On analyzing the data from National Sample Survey 64th round and Census of India-2001, we have observed that for males in rural areas, the share of unemployed person declined by 9 percentage points (from 45% before migration to 36 % after migration) and for females in rural areas the decline was nearly 12 percentage points (from 79% before migration to 67% after migration. It has been observed that the shares of unemployed males in both rural and urban areas, which were significant before migration, got reduced after migration while the share of unemployed females in the rural as well as in the urban areas remained almost negligible both for before and after migration. So increase in the number of employed after migration provides an indication of changes in the associated cofactors like health and education of the place of destination and arithmetically to the place from where they have migrated out. This paper presents the evidence on the patterns of prevailing migration dynamics and corresponding demographic benefits in India and its states, examines trends and effects, and discusses plausible explanations.

Keywords: migration, demographic shift, human development index, multilevel analysis

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Authors: Traore Papa Touty

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This article presents a numerical method for determining the thermal conductivity of local materials, kapok plaster and tow plaster. It consists of heating the front face of a wall made from these two materials and at the same time insulating its rear face. We simultaneously study the curves of the evolution of the heat flux density as a function of time on the rear face and the evolution of the temperature gradient as a function of time between the heated face and the insulated face. Thermal conductivity is obtained when reaching a steady state when the evolution of the heat flux density and the temperature gradient no longer depend on time. The results showed that the theoretical value of thermal conductivity is obtained when the material has reached its equilibrium state. And the values obtained for different values of the convective exchange coefficients are appreciably equal to the experimental value.

Keywords: thermal conductivity, numerical method, heat exchange coefficient, transitional regime

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Authors: Iannick Gagnon, Alain April

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The performance of a metaheuristic on a given problem class depends on the class itself and the choice of parameters. Parameter tuning is the most time-consuming phase of the optimization process after the main calculations and it often nullifies the speed advantage of metaheuristics over traditional optimization algorithms. Several off-the-shelf parameter tuning algorithms are available, but when the objective function is expensive to evaluate, these can be prohibitively expensive to use. This paper presents a surrogate-like method for finding adequate parameters using fitness landscape analysis on simple benchmark functions and real-world objective functions. The result is a simple compound similarity metric based on the empirical correlation coefficient and a measure of convexity. It is then used to find the best benchmark functions to serve as surrogates. The near-optimal parameter set is then found using fractional factorial design. The real-world problem of NACA airfoil lift coefficient maximization is used as a preliminary proof of concept. The overall aim of this research is to reduce the computational overhead of metaheuristics parameterization.

Keywords: metaheuristics, stochastic optimization, particle swarm optimization, exploratory landscape analysis

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Authors: J. Szpor, K. Witczak, M. Storman, A. Orchel, D. Hodorowicz-Zaniewska, K. Okoń, A. Klimkowska

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Core needle biopsy (CNB) is well established as an important diagnostic tool in diagnosing breast cancer and it is now considered the initial method of choice for diagnosing breast disease. In comparison to fine needle aspiration (FNA), CNB provides more architectural information allowing for the evaluation of prognostic and predictive factors for breast cancer, including histological grade—one of three prognostic factors used to calculate the Nottingham Prognostic Index. Several studies have previously described the concordance rate between CNB and surgical excision specimen in determination of histological grade (HG). The concordance rate previously ascribed to overall grade varies widely across literature, ranging from 59-91%. The aim of this study is to see how the data looks like in material at authors’ institution and are the results as compared to those described in previous literature. The study population included 157 women with a breast tumor who underwent a core needle biopsy for breast carcinoma and a subsequent surgical excision of the tumor. Both materials were evaluated for the determination of histological grade (scale from 1 to 3). HG was assessed only in core needle biopsies containing at least 10 well preserved HPF with invasive tumor. The degree of concordance between CNB and surgical excision specimen for the determination of tumor grade was assessed by Cohen’s kappa coefficient. The level of agreement between core needle biopsy and surgical resection specimen for overall histologic grading was 73% (113 of 155 cases). CNB correctly predicted the grade of the surgical excision specimen in 21 cases for grade 1 tumors (Kappa coefficient κ = 0.525 95% CI (0.3634; 0.6818), 52 cases for grade 2 (Kappa coefficient κ = 0.5652 95% CI (0.458; 0.667) and 40 cases for stage 3 tumors (Kappa coefficient κ = 0.6154 95% CI (0.4862; 0.7309). The highest level of agreement was observed in grade 3 malignancies. In 9 of 42 (21%) discordant cases, the grade was higher in the CNB than in the surgical excision. This composed 6% of the overall discordance. These results correspond to the noted in the literature, showing that underestimation occurs more frequently than overestimation. This study shows that authors’ institution’s histologic grading of CNBs and surgical excisions shows a fairly good correlation and is consistent with findings in previous reports. Despite the inevitable limitations of CNB, CNB is an effective method for diagnosing breast cancer and managing treatment options. Assessment of tumour grade by CNB is useful for the planning of treatment, so in authors’ opinion it is worthy to implement it in daily practice.

Keywords: breast cancer, concordance, core needle biopsy, histological grade

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Authors: Mitra Saberi, Saeideh Fakhari, Amir Karam, Ali Ahmadabadi

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Geomorphology is the scientific study of the characteristics of form and shape of the Earth's surface. The existence of types of landforms and their variation is mainly controlled by changes in the shape and position of land and topography. In fact, the interest and application of fractal issues in geomorphology is due to the fact that many geomorphic landforms have fractal structures and their formation and transformation can be explained by mathematical relations. The purpose of this study is to identify and analyze the fractal behavior of landforms of macro geomorphologic regions of Iran, as well as studying and analyzing topographic and landform characteristics based on fractal relationships. In this study, using the Iranian digital elevation model in the form of slopes, coefficients of deposition and alluvial fan, the fractal dimensions of the curves were calculated through the box counting method. The morphometric characteristics of the landforms and their fractal dimension were then calculated for 4criteria (height, slope, profile curvature and planimetric curvature) and indices (maximum, Average, standard deviation) using ArcMap software separately. After investigating their correlation with fractal dimension, two-way regression analysis was performed and the relationship between fractal dimension and morphometric characteristics of landforms was investigated. The results show that the fractal dimension in different pixels size of 30, 90 and 200m, topographic curves of different landform units of Iran including mountain, hill, plateau, plain of Iran, from1.06in alluvial fans to1.17in The mountains are different. Generally, for all pixels of different sizes, the fractal dimension is reduced from mountain to plain. The fractal dimension with the slope criterion and the standard deviation index has the highest correlation coefficient, with the curvature of the profile and the mean index has the lowest correlation coefficient, and as the pixels become larger, the correlation coefficient between the indices and the fractal dimension decreases.

Keywords: box counting method, fractal dimension, geomorphology, Iran, landform

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Authors: Abulbasit G. Abdulsayid, Zinab F. Abdulla, Asma A. Omer

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On the ground that the orifice plate is relatively inexpensive, requires very little maintenance and only calibrated during the occasion of plant turnaround, the orifice plate has turned to be in a real prevalent use in gas industry. Inaccuracy of measurement in the fiscal metering stations may highly be accounted to be the most vital factor for mischarges in the natural gas industry in Libya. A very trivial error in measurement can add up a fast escalating financial burden to the custodian transactions. The unaccounted gas quantity transferred annually via orifice plates in Libya, could be estimated in an extent of multi-million dollars. As the oil and gas wealth is the solely source of income to Libya, every effort is now being exerted to improve the accuracy of existing orifice metering facilities. Discharge coefficient has become pivotal in current researches undertaken in this regard. Hence, increasing the knowledge of the flow field in a typical orifice meter is indispensable. Recently and in a drastic pace, the CFD has become the most time and cost efficient versatile tool for in-depth analysis of fluid mechanics, heat and mass transfer of various industrial applications. Getting deeper into the physical phenomena lied beneath and predicting all relevant parameters and variables with high spatial and temporal resolution have been the greatest weighing pros counting for CFD. In this paper, flow phenomena for air passing through an orifice meter were numerically analyzed with CFD code based modeling, giving important information about the effect of orifice plate specifications on the discharge coefficient for three different tappings locations, i.e., flange tappings, D and D/2 tappings compared with vena contracta tappings. Discharge coefficients were paralleled with discharge coefficients estimated by ISO 5167. The influences of orifice plate bore thickness, orifice plate thickness, beveled angle, perpendicularity and buckling of the orifice plate, were all duly investigated. A case of an orifice meter whose pipe diameter of 2 in, beta ratio of 0.5 and Reynolds number of 91100, was taken as a model. The results highlighted that the discharge coefficients were highly responsive to the variation of plate specifications and under all cases, the discharge coefficients for D and D/2 tappings were very close to that of vena contracta tappings which were believed as an ideal arrangement. Also, in general sense, it was appreciated that the standard equation in ISO 5167, by which the discharge coefficient was calculated, cannot capture the variation of the plate specifications and thus further thorough considerations would be still needed.

Keywords: CFD, discharge coefficients, orifice meter, orifice plate specifications

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Authors: Molla Tadesse Lakew

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This study was intended to identify the factors influencing the use of mobile phones in vegetable marketing in Fogera district. The use of mobile phones in vegetable marketing and factors influencing mobile phone use were specific objectives of the study. Three kebeles from the Fogera district were selected purposively based on their vegetable production potential. A simple random sampling technique (lottery method) was used to select 153 vegetable producer farmers. Interview schedule and key informants interviews were used to collect primary data. For analyzing the data, descriptive statistics like frequency and percentage, two independent t-tests, and chi-square were used. Furthermore, econometric analysis (binary logistic model) was used to assess the factors influencing mobile phone use for vegetable market information. Contingency coefficient and variance inflation factor were used to check multicollinearity problems between the independent variables. Of 153 respondents, 82 (61.72%) were mobile phone users, while 71 (38.28 %) were mobile phone nonusers. Moreover, the main use of mobile phones in vegetable marketing includes communicating at a distance to save time and minimizing transport costs, getting vegetable marketing price information, identifying markets and buyers to sell the vegetable, deciding when to sell the vegetable, negotiating with buyers for better vegetable prices and for searching of the fast market to avoid from losing of product through perishing. The model result indicated that the level of education, size of land, income, access to credit, and age were significant variables affecting the use of mobile phones in vegetable marketing. It could be recommended to encourage adult education or give training for farmers on how to operate mobile phones and create awareness for the elderly rural farmers as they are able to use the mobile phone for their vegetable marketing. Moreover, farmers should be aware that mobile phones are very important for those who own very small land to get maximum returns from their production. Lastly, providing access to credit and improving and diversifying income sources for the farmers to have mobile phones were recommended to improve the livelihood of farmers.

Keywords: mobile phone, farmers, vegetable marketing, Fogera District

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Authors: Amrit Pal Singh Arora

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The paper reports the results of a study undertaken to study the effects of addition of steel fibres of different aspect ratios on the permeability and strength characteristics of steel fiber reinforced fly ash concrete (SFRC). Corrugated steel fibres having a diameter of 0.6 mm and lengths of 12.5 mm, 30 mm and 50 mm were used in this study. Cube samples of 100 mm x 100 mm x 100 mm were cast from mixes replacing 0%, 10%, 20% and 30% cement content by fly ash with and without fibres and tested for the determination of coefficient of water permeability, compressive and split tensile strengths after 7 and 28 days of curing. Plain concrete samples were also cast and tested for reference purposes. Permeability was observed to decrease significantly for all concrete mixes with the addition of steel fibers as compared to plain concrete. The replacement of cement content by fly ash results in an increase in the coefficient of water permeability. With the addition of fly ash to the plain mix the7 day compressive and split tensile strengths decreased, however both the compressive and split tensile strengths increased with increase in curing age.

Keywords: curing age, fiber shape, fly ash, Darcy’s law, Ppermeability

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Authors: Muhammad Abdullah Arafat, Nahrin Nowrose

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Wireless charging of electric vehicles is becoming more and more attractive as large amount of power can now be transferred to a reasonable distance using magnetic resonance coupling method. However, proper tuning of the compensation network is required to achieve maximum power transmission. Due to the variation of coil distance from the nominal value as a result of change in tire condition, change in weight or uneven road condition, the tuning of the compensation network has become challenging. In this paper, a tuning method has been described to determine the optimum values of the compensation network in order to maximize the average output power. The simulation results show that 5.2 percent increase in average output power is obtained for 10 percent variation in coupling coefficient using the optimum values without the need of additional space and electro-mechanical components. The proposed method is applicable to both static and dynamic charging of electric vehicles.

Keywords: coupling coefficient, electric vehicles, magnetic resonance coupling, tuning capacitor, wireless power transfer

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Authors: Denis V. Shutin, Alexander Yu. Babin, Leonid A. Savin

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One of the ways of reducing vibroactivity of rotor systems is to apply active hybrid bearings. Their design allows correction of the rotor’s location by means of separately controlling the supply pressure of the lubricant into the friction area. In a most simple case, the control system is based on a P-regulator. Increase of the gain coefficient allows decreasing the amplitude of rotor’s vibrations. The same effect can be achieved by means of increasing the pressure in the collector of a traditional passive hybrid bearing. However, these approaches affect the dynamic characteristics of the bearing differently. Theoretical studies show that the increase of the gain coefficient of an active bearing increases the stiffness of the bearing, as well as the increase of the pressure in the collector. Nevertheless, in case of a passive bearing, the damping properties deteriorate, whereas the active hybrid bearings obtain higher damping properties, which allow effectively providing the energy dissipation of the rotor vibrations and reducing the load on the constructional elements of a machine.

Keywords: active bearings, control system, damping, hybrid bearings, stiffness

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Authors: Ahmed Bolaji Alarape, Oluwatobi Damilola Aba

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The growth pattern of Oreochromis niloticus and Sarotherodon galilaeus in Epe Lagoon Lagos State was investigated. One hundred (100) samples of each species were collected from fishermen at the landing site. They were transported to the Fisheries Laboratory of National Institute of Oceanography for identification, sexing morphometric measurement. The results showed that 58.0% and 56.0 % of the O.niloticus and S.galilaeus were female respectively while 42.0% and 44.0% were male respectively. The length-weight relationship of O.niloticus showed a strong regression coefficient (r = 0.944) (p<0.05) for the combined sex, (r =0.901) (p<0.05) for female and (r=0.985) (p<.05) for male with b-value of 2.5, 3.1 and 2.8 respectively. The S.galilaeus also showed a regression coefficient of r=0.970; p<0.05 for the combined sex, r=0.953; p<0.05 for the female and r= 0.979; p<0.05 for the male with b-value of 3.4, 3.1 and 3.6 respectively. O.niloticus showed an isometric growth pattern both in male and female. The condition factor in O.niloticus are 1.93 and 1.95 for male and female respectively while that of S.galilaeus is 1.95 for both sexes. Positive allometric was observed in both species except the male O.niloticus that showed negative allometric growth pattern. From the results of this study, the growth pattern of the two species indicated a good healthy environment.

Keywords: Epe Lagoon, length-weight relationship, Oreochromis niloticus, Sarotherodon galilaeus

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Authors: Seyed Hamid Mirmohammad Sadeghi, Raffaella Sesana, Daniela Maffiodo

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This study presents a procedure for friction calculation of column electric power steering (C-EPS) system which affects handling and comfort in driving. The friction losses estimation is obtained from experimental tests and mathematical calculation. Parts in C-EPS mainly involved in friction losses are bearings and worm gear. In the theoretical approach, the gear geometry and Hertz law were employed to measure the normal load and the sliding velocity and contact areas from the worm gears driving conditions. The viscous friction generated in the worm gear was obtained with a theoretical approach and the result was applied to model the friction in the steering system. Finally, by viscous friction coefficient and Coulomb friction coefficient, values of friction in worm gear were calculated. According to the Bearing Company and the characteristics of each bearing, the friction torques due to load and due to speed were calculated. A MATLAB Simulink model for calculating the friction in bearings and worm gear in C-EPS were done and the total friction value was estimated.

Keywords: friction, worm gear, column electric power steering system, simulink, bearing, EPS

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Authors: El-Sadek H. Nour El-deen, K. Harby

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Energy saving and environment friendly applications are turning out to be one of the most important topics nowadays. In this work, a simulation analysis using TRNSYS software has been carried out to study the benefit of employing a solar adsorption cooling system under the climatic conditions of Al-Minya city, Egypt. A theoretical model was carried out on a two bed adsorption cooling system employing granular activated carbon-HFC-404A as working pair. Temporal and averaged history of solar collector, adsorbent beds, evaporator and condenser has been shown. System performance in terms of daily average cooling capacity and average coefficient of performance around the year has been investigated. The results showed that maximum yearly average coefficient of performance (COP) and cooling capacity are about 0.26 and 8 kW respectively. The maximum value of the both average cooling capacity and COP cyclic is directly proportional to the maximum solar radiation. The system performance was found to be increased with the average ambient temperature. Finally, the proposed solar powered adsorption cooling systems can be used effectively under Al-Minya climatic conditions.

Keywords: adsorption, cooling, Egypt, environment, solar energy

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Authors: Ih-Ching Hsu

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Inspired by the so called Jacobi Identity (x y) z + (y z) x + (z x) y = 0, the following class of functional equations EQ I: F [F (x, y), z] + F [F (y, z), x] + F [F (z, x), y] = 0 is proposed, researched and generalized. Research methodologies begin with classical methods for functional equations, then evolve into discovering of any implicit algebraic structures. One of this paper’s major findings is that EQ I, under two additional conditions F (x, x) = 0 and F (x, y) + F (y, x) = 0, proves to be a fundamental functional equation for Lie Algebras. Existence of non-trivial solutions for EQ I can be proven by defining F (p, q) = [p q] = pq –qp, where p and q are quaternions, and pq is the quaternion product of p and q. EQ I can be generalized to the following class of functional equations EQ II: F [G (x, y), z] + F [G (y, z), x] + F [G (z, x), y] = 0. Concluding Statement: With a major finding proven, and non-trivial solutions derived, this research paper illustrates and provides a new functional equation scheme for studies in two major areas: (1) What underlying algebraic structures can be defined and/or derived from EQ I or EQ II? (2) What conditions can be imposed so that conditional general solutions to EQ I and EQ II can be found, investigated and applied?

Keywords: fundamental functional equation, generalized functional equations, Lie algebras, quaternions

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Authors: Kalu Ram Meena, Aditi Kar Gangopadhyay, Satrajit Mandal

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Two normal populations with different means and same variance are considered, where the variances are known. The population with the smaller sample mean is selected. Various estimators are constructed for the mean of the selected normal population. Finally, they are compared with respect to the bias and MSE risks by the method of Monte-Carlo simulation and their performances are analysed with the help of graphs.

Keywords: estimation after selection, Brewster-Zidek technique, estimators, selected populations

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Authors: Harjot Singh Gill, Neelkanth Grover, Jwala Parshad Singla

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The main aim of this research work is to present the effect of coating on two different grades of grey cast iron using detonation spray method. Ni20Cr and Al2O3-13TiO2 powders were sprayed using detonation gun onto GI250 and GIHC substrates and the results as well as coating surface morphology of the coating is studied by XRD and SEM/EDAX analysis. The wear resistance of Ni20Cr and Al2O3-13TiO2 has been investigated on pin-on-disc tribometer using ASTM G99 standards. Cumulative wear rate and coefficient of friction (µ) were calculated under three normal load of 30N, 40N, 50N at constant sliding velocity of 1m/s. Worn out surfaces were analyzed by SEM/EDAX. The results show significant resistance to wear with Al2O3-13TiO2 coating as compared to Ni20Cr and bare substrates. SEM/EDAX analysis and cumulative wear loss bar charts clearly explain the wear behavior of coated as well as bare sample of GI250 and GIHC.

Keywords: detonation spray, grey cast iron, wear rate, coefficient of friction

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Authors: Yuzhi Cai

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This talk presents a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. We establish that the joint posterior distribution of the model parameters and future values is well defined. The associated MCMC algorithm for parameter estimation and forecasting converges to the posterior distribution quickly. We also present a combining forecasts technique to produce more accurate out-of-sample forecasts by using a weighted sequence of fitted QAR models. A moving window method to check the quality of the estimated conditional quantiles is developed. We verify our methodology using simulation studies and then apply it to currency exchange rate data. An application of the method to the USD to GBP daily currency exchange rates will also be discussed. The results obtained show that an unequally weighted combining method performs better than other forecasting methodology.

Keywords: combining forecasts, MCMC, quantile modelling, quantile forecasting, predictive density functions

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Authors: J. B. Frisch, D. Evandiloff, P. Martin, N. Ouizille, F. Pires

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Smart Beta strategies intend to be an asset management revolution with reference to classical cap-weighted indices. Indeed, these strategies allow a better control on portfolios risk factors and an optimized asset allocation by taking into account specific risks or wishes to generate alpha by outperforming indices called 'Beta'. Among many strategies independently used, this paper focuses on four of them: Minimum Variance Portfolio, Equal Risk Contribution Portfolio, Maximum Diversification Portfolio, and Equal-Weighted Portfolio. Their efficiency has been proven under constraints like momentum or market phenomenon, suggesting a reconsideration of cap-weighting.
 To further increase strategy return efficiency, it is proposed here to compare their strengths and weaknesses inside time intervals corresponding to specific identifiable market phases, in order to define adapted strategies depending on pre-specified situations. 
Results are presented as performance curves from different combinations compared to a benchmark. If a combination outperforms the applicable benchmark in well-defined actual market conditions, it will be preferred. It is mainly shown that such investment 'rules', based on both historical data and evolution of Smart Beta strategies, and implemented according to available specific market data, are providing very interesting optimal results with higher return performance and lower risk.
 Such combinations have not been fully exploited yet and justify present approach aimed at identifying relevant elements characterizing them.

Keywords: smart beta, minimum variance portfolio, equal risk contribution portfolio, maximum diversification portfolio, equal weighted portfolio, combinations

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Authors: Andrew Terhemen Tyowua, Zhibing Zhang, Michael J. Adams

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Water vapor sorption data at a range of temperatures (25–70 °C) have been obtained for starch (corn and wheat) and non-starch (carrageenan and xanthan gum) hydrocolloid particles in the form of a thin slab. The results reveal that the data may be more accurately described by an existing sigmoidal rather than a Fickian model. The sigmoidal model accounts for the initial surface sorption before the onset of bulk diffusion. At relatively small water activities (≤ 0.3), the absorption of the moisture caused the particles to be plasticized, but at greater activity values (> 0.3), anti-plasticization was induced. However, it was found that for the whole range of water activities and temperatures studied, the data could be characterized by a single non-dimensional number, which was termed the non-Fickian diffusion number where τ is the characteristic time of surface sorption, D is the bulk diffusion coefficient and L is the thickness of the layer of particles. The activation energy suggested that the anti-plasticization mechanism was the result of a reduction in the molecular free volume or an increase in crystallinity.

Keywords: anti-plasticization, arrhenius behavior, diffusion coefficient, hygroscopic polymers, moisture migration, non-fickian sigmoidal model

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Authors: Adham M. Salah, Tariq A. Nagem, Raed A. Abd-Alhameed, James M. Noras

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Recently, the demand for wireless communications systems to cover more than one frequency band (multi-band) with high data rate has been increased for both fixed and mobile services. Multiple Input Multiple Output (MIMO) technology is one of the significant solutions for attaining these requirements and to achieve the maximum channel capacity of the wireless communications systems. The main issue associated with MIMO antennas especially in portable devices is the compact space between the radiating elements which leads to limit the physical separation between them. This issue exacerbates the performance of the MIMO antennas by increasing the mutual coupling between the radiating elements. In other words, the mutual coupling will be stronger if the radiating elements of the MIMO antenna are closer. This paper presents a low–profile dual-band (2×1) MIMO antenna that works at 2.4GHz, 5.3GHz and 5.8GHz for wireless local area networks (WLAN) applications. A neutralization line (NL) technique for enhancing the isolation has been used by introducing a strip line with a length of λg/4 at the isolation frequency (2.4GHz) between the radiating elements. The overall dimensions of the antenna are 33.5 x 36 x 1.6 mm³. The fabricated prototype shows a good agreement between the simulated and measured results. The antenna impedance bandwidths are 2.38–2.75 GHz and 4.4–6 GHz for the lower and upper band respectively; the reflection coefficient and mutual coupling are better than -25 dB in both lower and higher bands. The MIMO antenna performance characteristics are reported in terms of the scattering parameters, envelope correlation coefficient (ECC), total active reflection coefficient, capacity loss, antenna gain, and radiation patterns. Analysis of these characteristics indicates that the design is appropriate for the WLAN terminal applications.

Keywords: ECC, neutralization line, MIMO antenna, multi-band, mutual coupling, WLAN

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Authors: Yi-Min Lan, Hung-Wen Cheng, Hsuan-Ling Chang, Jou-Ping Yu

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The study applies machine learning models to construct momentum strategies and utilizes the information coefficient as an indicator for selecting stocks with strong and weak momentum characteristics. Through this approach, the study has built investment portfolios capable of generating superior returns and conducted a thorough analysis. Compared to existing research on momentum strategies, machine learning is incorporated to capture non-linear interactions. This approach enhances the conventional stock selection process, which is often impeded by difficulties associated with timeliness, accuracy, and efficiency due to market risk factors. The study finds that implementing bidirectional momentum strategies outperforms unidirectional ones, and momentum factors with longer observation periods exhibit stronger correlations with returns. Optimizing the number of stocks in the portfolio while staying within a certain threshold leads to the highest level of excess returns. The study presents a novel framework for momentum strategies that enhances and improves the operational aspects of asset management. By introducing innovative financial technology applications to traditional investment strategies, this paper can demonstrate significant effectiveness.

Keywords: information coefficient, machine learning, momentum, portfolio, return prediction

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Authors: Anjali Uday, Yuting Wang, Andres Alfonso Pena Olare

Abstract:

The Discrete Element Method is a promising approach to modeling microscopic behaviors of granular materials. The quality of the simulations however depends on the model parameters utilized. The present study focuses on calibration and validation of the discrete element parameters for Cuxhaven sand based on the experimental data from triaxial and oedometer tests. A sensitivity analysis was conducted during the sample preparation stage and the shear stage of the triaxial tests. The influence of parameters like rolling resistance, inter-particle friction coefficient, confining pressure and effective modulus were investigated on the void ratio of the sample generated. During the shear stage, the effect of parameters like inter-particle friction coefficient, effective modulus, rolling resistance friction coefficient and normal-to-shear stiffness ratio are examined. The calibration of the parameters is carried out such that the simulations reproduce the macro mechanical characteristics like dilation angle, peak stress, and stiffness. The above-mentioned calibrated parameters are then validated by simulating an oedometer test on the sand. The oedometer test results are in good agreement with experiments, which proves the suitability of the calibrated parameters. In the next step, the calibrated and validated model parameters are applied to forecast the micromechanical behavior including the evolution of contact force chains, buckling of columns of particles, observation of non-coaxiality, and sample inhomogeneity during a simple shear test. The evolution of contact force chains vividly shows the distribution, and alignment of strong contact forces. The changes in coordination number are in good agreement with the volumetric strain exhibited during the simple shear test. The vertical inhomogeneity of void ratios is documented throughout the shearing phase, which shows looser structures in the top and bottom layers. Buckling of columns is not observed due to the small rolling resistance coefficient adopted for simulations. The non-coaxiality of principal stress and strain rate is also well captured. Thus the micromechanical behaviors are well described using the calibrated and validated material parameters.

Keywords: discrete element model, parameter calibration, triaxial test, oedometer test, simple shear test

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Authors: Sobhan Sobhani

Abstract:

This study examined the behavioral patterns of student and their determinants according to the "symbolic interaction" sociological perspective in the form of 7 hypotheses. Behavioral patterns of students were classified in 8 categories: religious, scientific, political, artistic, sporting, national, parents and teachers. They were evaluated by student opinions by a five-point Likert rating scale. The statistical population included all male and female students of Islamic Azad University, Behabahan branch, among which 600 patients (268 females and 332 males) were selected randomly. The following statistical methods were used: frequency and percentage, mean, t-test, Pearson correlation coefficient and multi-way analysis of variance. The results obtained from statistical analysis showed that: 1-There is a significant difference between male and female students in terms of disposition to religious figures, artists, teachers and parents. 2-There is a significant difference between students of urban and rural areas in terms of assuming behavioral patterns of religious, political, scientific, artistic, national figures and teachers. 3-The most important criterion for selecting behavioral patterns of students is intellectual understanding with the pattern. 4-The most important factor influencing the behavioral patterns of male and female students is parents followed by friends. 5-Boys are affected by teachers, the Internet and satellite programs more than girls. Girls assume behavioral patterns from books more than boys. 6-There is a significant difference between students in human sciences, technical, medical and engineering disciplines in terms of selecting religious and political figures as behavioral patterns. 7-There is a significant difference between students belonging to different subcultures in terms of assuming behavioral patterns of religious, scientific and cultural figures. 8-Between the first and fourth year students in terms of selecting behavioral patterns, there is a significant difference only in selecting religious figures. 9-There is a significant negative correlation between the education level of parents and the selection of religious and political figures and teachers. 10-There is a significant negative correlation between family income and the selection of political and religious figures.

Keywords: behavioral patterns, behavioral patterns, male and female students, Islamic Azad University

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Authors: Seungho Shin, Keunwoo Choi, Ali Akbar, Sukkee Um

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In this study, the nanoscale transport properties and catalyst utilization of vertically aligned carbon nanotube (VACNT) catalyst layers are computationally predicted by the three-dimensional lattice Boltzmann simulation based on the quasi-random nanostructural model in pursuance of fuel cell catalyst performance improvement. A series of catalyst layers are randomly generated with statistical significance at the 95% confidence level to reflect the heterogeneity of the catalyst layer nanostructures. The nanoscale gas transport phenomena inside the catalyst layers are simulated by the D3Q19 (i.e., three-dimensional, 19 velocities) lattice Boltzmann method, and the corresponding mass transport characteristics are mathematically modeled in terms of structural properties. Considering the nanoscale reactant transport phenomena, a transport-based effective catalyst utilization factor is defined and statistically analyzed to determine the structure-transport influence on catalyst utilization. The tortuosity of the reactant mass transport path of VACNT catalyst layers is directly calculated from the streaklines. Subsequently, the corresponding effective mass diffusion coefficient is statistically predicted by applying the pre-estimated tortuosity factors to the Knudsen diffusion coefficient in the VACNT catalyst layers. The statistical estimation results clearly indicate that the morphological structures of VACNT catalyst layers reduce the tortuosity of reactant mass transport path when compared to conventional catalyst layer and significantly improve consequential effective mass diffusion coefficient of VACNT catalyst layer. Furthermore, catalyst utilization of the VACNT catalyst layer is substantially improved by enhanced mass diffusion and electric current paths despite the relatively poor interconnections of the ion transport paths.

Keywords: Lattice Boltzmann method, nano transport phenomena, polymer electrolyte fuel cells, vertically aligned carbon nanotube

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Authors: Chaiyaset Promsri

Abstract:

Based on the synthesis of related literatures, this research found thirteen related dimensions that involved the development of natural disaster preparedness awareness including hazard knowledge, hazard attitude, training for disaster preparedness, rehearsal and practice for disaster preparedness, cultural development for preparedness, public relations and communication, storytelling, disaster awareness game, simulation, past experience to natural disaster, information sharing with family members, and commitment to the community (time of living).  The 40-item of natural disaster preparedness awareness questionnaire was developed based on these thirteen dimensions. Data were collected from 595 participants in Bangkok metropolitan and vicinity. Cronbach's alpha was used to examine the internal consistency for this instrument. Reliability coefficient was 97, which was highly acceptable.  Exploratory Factor Analysis where principal axis factor analysis was employed. The Kaiser-Meyer-Olkin index of sampling adequacy was .973, indicating that the data represented a homogeneous collection of variables suitable for factor analysis. Bartlett's test of Sphericity was significant for the sample as Chi-Square = 23168.657, df = 780, and p-value < .0001, which indicated that the set of correlations in the correlation matrix was significantly different and acceptable for utilizing EFA. Factor extraction was done to determine the number of factors by using principal component analysis and varimax.  The result revealed that four factors had Eigen value greater than 1 with more than 60% cumulative of variance. Factor #1 had Eigen value of 22.270, and factor loadings ranged from 0.626-0.760. This factor was named as "Knowledge and Attitude of Natural Disaster Preparedness".  Factor #2 had Eigen value of 2.491, and factor loadings ranged from 0.596-0.696. This factor was named as "Training and Development". Factor #3 had Eigen value of 1.821, and factor loadings ranged from 0.643-0.777. This factor was named as "Building Experiences about Disaster Preparedness".  Factor #4 had Eigen value of 1.365, and factor loadings ranged from 0.657-0.760. This was named as "Family and Community". The results of this study provided support for the reliability and construct validity of natural disaster preparedness awareness for utilizing with populations similar to sample employed.

Keywords: natural disaster, disaster preparedness, disaster awareness, Thai citizens

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Authors: Zbigniew Czyz, Krzysztof Skiba, Miroslaw Wendeker

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This paper discusses the results of aerodynamic investigation of the Tajfun gyroplane body designed by a Polish company, Aviation Artur Trendak. This gyroplane has been studied as a 1:8 scale model. Scaling objects for aerodynamic investigation is an inherent procedure in any kind of designing. If scaling, the criteria of similarity need to be satisfied. The basic criteria of similarity are geometric, kinematic and dynamic. Despite the results of aerodynamic research are often reduced to aerodynamic coefficients, one should pay attention to how values of coefficients behave if certain criteria are to be satisfied. To satisfy the dynamic criterion, for example, the Reynolds number should be focused on. This is the correlation of inertial to viscous forces. With the multiplied flow speed by the specific dimension as a numerator (with a constant kinematic viscosity coefficient), flow speed in a wind tunnel research should be increased as many times as an object is decreased. The aerodynamic coefficients specified in this research depend on the real forces that act on an object, its specific dimension, medium speed and variations in its density. Rapid prototyping with a 3D printer was applied to create the research object. The research was performed with a T-1 low-speed wind tunnel (its diameter of the measurement volume is 1.5 m) and a six-element aerodynamic internal scales, WDP1, at the Institute of Aviation in Warsaw. This T-1 wind tunnel is low-speed continuous operation with open space measurement. The research covered a number of the selected speeds of undisturbed flow, i.e. V = 20, 30 and 40 m/s, corresponding to the Reynolds numbers (as referred to 1 m) Re = 1.31∙106, 1.96∙106, 2.62∙106 for the angles of attack ranging -15° ≤ α ≤ 20°. Our research resulted in basic aerodynamic characteristics and observing the impact of undisturbed flow speed on the correlation of aerodynamic coefficients as a function of the angle of attack of the gyroplane body. If the speed of undisturbed flow in the wind tunnel changes, the aerodynamic coefficients are significantly impacted. At speed from 20 m/s to 30 m/s, drag coefficient, Cx, changes by 2.4% up to 9.9%, whereas lift coefficient, Cz, changes by -25.5% up to 15.7% if the angle of attack of 0° excluded or by -25.5% up to 236.9% if the angle of attack of 0° included. Within the same speed range, the coefficient of a pitching moment, Cmy, changes by -21.1% up to 7.3% if the angles of attack -15° and -10° excluded or by -142.8% up to 618.4% if the angle of attack -15° and -10° included. These discrepancies in the coefficients of aerodynamic forces definitely need to consider while designing the aircraft. For example, if load of certain aircraft surfaces is calculated, additional correction factors definitely need to be applied. This study allows us to estimate the discrepancies in the aerodynamic forces while scaling the aircraft. This work has been financed by the Polish Ministry of Science and Higher Education.

Keywords: aerodynamics, criteria of similarity, gyroplane, research tunnel

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Authors: B. Mavhuru, N. S. Nethengwe

Abstract:

Human activities on land degradation have triggered several environmental problems especially in rural areas that are underdeveloped. The main aim of this study is to analyze the contribution of different land uses to gully development and sediment load on the Nzhelele River Valley in the Limpopo Province. Data was collected using different methods such as observation, field data techniques and experiments. Satellite digital images, topographic maps, aerial photographs and the sediment load static model also assisted in determining how land use affects gully development and sediment load. For data analysis, the researcher used the following methods: Analysis of Variance (ANOVA), descriptive statistics, Pearson correlation coefficient and statistical correlation methods. The results of the research illustrate that high land use activities create negative changes especially in areas that are highly fragile and vulnerable. Distinct impact on land use change was observed within settlement area (9.6 %) within a period of 5 years. High correlation between soil organic matter and soil moisture (R=0.96) was observed. Furthermore, a significant variation (p ≤ 0.6) between the soil organic matter and soil moisture was also observed. A very significant variation (p ≤ 0.003) was observed in bulk density and extreme significant variations (p ≤ 0.0001) were observed in organic matter and soil particle size. The sand mining and agricultural activities has contributed significantly to the amount of sediment load in the Nzhelele River. A high significant amount of total suspended sediment (55.3 %) and bed load (53.8 %) was observed within the agricultural area. The connection which associates the development of gullies to various land use activities determines the amount of sediment load. These results are consistent with other previous research and suggest that land use activities are likely to exacerbate the development of gullies and sediment load in the Nzhelele River Valley.

Keywords: drainage basin, geomorphological processes, gully development, land degradation, riparian land use and sediment load

Procedia PDF Downloads 283