Search results for: linear complexity
4319 Stability of Hybrid Stochastic Systems
Authors: Manlika Ratchagit
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This paper is concerned with robust mean square stability of uncertain stochastic switched discrete time-delay systems. The system to be considered is subject to interval time-varying delays, which allows the delay to be a fast time-varying function and the lower bound is not restricted to zero. Based on the discrete Lyapunov functional, a switching rule for the robust mean square stability for the uncertain stochastic discrete time-delay system is designed via linear matrix inequalities. Finally, some examples are exploited to illustrate the effectiveness of the proposed schemes.Keywords: robust mean square stability, discrete-time stochastic systems, hybrid systems, interval time-varying delays, Lyapunov functional, linear matrix inequalities
Procedia PDF Downloads 4854318 Non-Linear Dynamic Analyses of Grouted Pile-Sleeve Connection
Authors: Mogens Saberi
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The focus of this article is to present the experience gained from the design of a grouted pile-sleeve connection and to present simple design expressions which can be used in the preliminary design phase of such connections. The grout pile-sleeve connection serves as a connection between an offshore jacket foundation and pre-installed piles located in the seabed. The jacket foundation supports a wind turbine generator resulting in significant dynamic loads on the connection. The connection is designed with shear keys in order to optimize the overall design but little experience is currently available in the use of shear keys in such connections. It is found that the consequence of introducing shear keys in the design is a very complex stress distribution which requires special attention due to significant fatigue loads. An optimal geometrical shape of the shear keys is introduced in order to avoid large stress concentration factors and a relatively easy fabrication. The connection is analysed in ANSYS Mechanical where the grout is modelled by a non-linear material model which allows for cracking of the grout material and captures the elastic-plastic behaviour of the grout material. Special types of finite elements are used in the interface between the pile sleeve and the grout material to model the slip surface between the grout material and the steel. Based on the performed finite element modelling simple design expressions are introduced.Keywords: fatigue design, non-linear finite element modelling, structural dynamics, simple design expressions
Procedia PDF Downloads 3844317 New Results on Stability of Hybrid Stochastic Systems
Authors: Manlika Rajchakit
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This paper is concerned with robust mean square stability of uncertain stochastic switched discrete time-delay systems. The system to be considered is subject to interval time-varying delays, which allows the delay to be a fast time-varying function and the lower bound is not restricted to zero. Based on the discrete Lyapunov functional, a switching rule for the robust mean square stability for the uncertain stochastic discrete time-delay system is designed via linear matrix inequalities. Finally, some examples are exploited to illustrate the effectiveness of the proposed schemes.Keywords: robust mean square stability, discrete-time stochastic systems, hybrid systems, interval time-varying delays, lyapunov functional, linear matrix inequalities
Procedia PDF Downloads 4294316 Loss of the Skin Barrier after Dermal Application of the Low Molecular Methyl Siloxanes: Volatile Methyl Siloxanes, VMS Silicones
Authors: D. Glamowska, K. Szymkowska, K. Mojsiewicz- Pieńkowska, K. Cal, Z. Jankowski
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Introduction: The integrity of the outermost layer of skin (stratum corneum) is vital to the penetration of various compounds, including toxic substances. Barrier function of skin depends of its structure. The barrier function of the stratum corneum is provided by patterned lipid lamellae (binlayer). However, a lot of substances, including the low molecular methyl siloxanes (volatile methyl siloxanes, VMS) have an impact on alteration the skin barrier due to damage of stratum corneum structure. VMS belong to silicones. They are widely used in the pharmaceutical as well as cosmetic industry. Silicones fulfill the role of ingredient or excipient in medicinal products and the excipient in personal care products. Due to the significant human exposure to this group of compounds, an important aspect is toxicology of the compounds and safety assessment of products. Silicones in general opinion are considered as a non-toxic substances, but there are some data about their negative effect on living organisms through the inhaled or oral application. However, the transdermal route has not been described in the literature as a possible alternative route of penetration. The aim of the study was to verify the possibility of penetration of the stratum corneum, further permeation into the deeper layers of the skin (epidermis and dermis) as well as to the fluid acceptor by VMS. Methods: Research methodology was developed based on the OECD and WHO guidelines. In ex-vivo study, the fluorescence microscope and ATR FT-IR spectroscopy was used. The Franz- type diffusion cells were used to application of the VMS on the sample of human skin (A=0.65 cm) for 24h. The stratum corneum at the application site was tape-stripped. After separation of epidermis, relevant dyes: fluorescein, sulforhodamine B, rhodamine B hexyl ester were put on and observations were carried in the microscope. To confirm the penetration and permeation of the cyclic or linear VMS and thus the presence of silicone in the individual layers of the skin, spectra ATR FT-IR of the sample after application of silicone and H2O (control sample) were recorded. The research included comparison of the intesity of bands in characteristic positions for silicones (1263 cm-1, 1052 cm-1 and 800 cm-1). Results: and Conclusions The results present that cyclic and linear VMS are able to overcome the barrier of the skin. Influence of them on damage of corneocytes of the stratum corneum was observed. This phenomenon was due to distinct disturbances in the lipid structure of the stratum corneum. The presence of cyclic and linear VMS were identified in the stratum corneum, epidermis as well as in the dermis by both fluorescence microscope and ATR FT-IR spectroscopy. This confirms that the cyclic and linear VMS can penetrate to stratum corneum and permeate through the human skin layers. Apart from this they cause changes in the structure of the skin. Results show to possible absorption into the blood and lymphathic vessels by the VMS with linear and cyclic structure.Keywords: low molecular methyl siloxanes, volatile methyl siloxanes, linear and cyclic siloxanes, skin penetration, skin permeation
Procedia PDF Downloads 3444315 The Impact of Major Accounting Events on Managerial Ability and the Accuracy of Environmental Capital Expenditure Projections of the Environmentally Sensitive Industries
Authors: Jason Chen, Jennifer Chen, Shiyu Li
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We examine whether managerial ability (MA), the passing of Sarbanes-Oxley in 2002 (SOX), and corporate operational complexity affect the accuracy of environmental capital expenditure projections of the environmentally sensitive industries (ESI). Prior studies found that firms in the ESI manipulated their projected environmental capital expenditures as a tool to achieve corporate legitimation and suggested that human factors must be examined to determine whether they are part of the determinants. We use MA to proxy for the latent human factors to examine whether MA affects the accuracy of financial disclosures in the ESI. To expand Chen and Chen (2020), we further investigate whether (1) SOX and (2) firms with complex operations and financial reporting in conjunction with MA affect firms’ projection accuracy. We find, overall, that MA is positively correlated with firm’s projection accuracy in the annual 10-Ks. Furthermore, results suggest that SOX has a positive, yet temporary, effect on MA, and that leads to better accuracy. Finally, MA matters for firms with more complex operations and financial reporting to make less projection errors than their less-complex counterparts. These results suggest that MA is a determinant that affects the accuracy of environmental capital expenditure projections for the firms in the ESI.Keywords: managerial ability, environmentally sensitive industries, sox, corporate operational complexity
Procedia PDF Downloads 1454314 Visual Preferences of Elementary School Children with Autism Spectrum Disorder: An Experimental Study
Authors: Larissa Pliska, Isabel Neitzel, Michael Buschermöhle, Olga Kunina-Habenicht, Ute Ritterfeld
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Visual preferences, which can be assessed using eye tracking technologies, are considered one of the defining hallmarks of Autism Spectrum Disorder (ASD). Specifically, children with ASD show a decreased preference for social images rather than geometric images compared to typically developed (TD) children. Such differences are already prevalent at a very early age and indicate the severity of the disorder: toddlers with ASD who preferred geometric images when confronted with social and geometric images showed higher ASD symptom severity than toddlers with ASD who showed higher social attention. Furthermore, the complexity of social pictures (one child playing vs. two children playing together) as well as the mode of stimulus presentation (video or image), are not decisive for the marker. The average age of diagnosis for ASD in Germany is 6.5 years, and visual preference data on this age group is missing. In the present study, we therefore investigated whether visual preferences persist into school age. We examined the visual preferences of 16 boys aged 6 to 11 with ASD and unimpaired cognition as well as TD children (1:1 matching based on children's age and the parent's level of education) within an experimental setting. Different stimulus presentation formats (images vs. videos) and different levels of stimulus complexity were included. Children with and without ASD received pairs of social and non-social images and video stimuli on a screen while eye movements (i.e., eye position and gaze direction) were recorded. For this specific use case, KIZMO GmbH developed a customized, native iOS app (KIZMO Face-Analyzer) for use on iPads. Neither the format of stimulus presentation nor the complexity of the social images had a significant effect on the visual preference of children with and without ASD in this study. Despite the tendency for a difference between the groups for the video stimuli, there were no significant differences. Overall, no statistical differences in visual preference occurred between boys with and without ASD, suggesting that gaze preference in these groups is similar at primary school age. One limitation is that the children with ASD were already receiving Autism-specific intervention. The potential of a visual preference task as an indicator of ASD can be emphasized. The article discusses the clinical relevance of this marker in elementary school children.Keywords: autism spectrum disorder, eye tracking, hallmark, visual preference
Procedia PDF Downloads 604313 Developing Offshore Energy Grids in Norway as Capability Platforms
Authors: Vidar Hepsø
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The energy and oil companies on the Norwegian Continental shelf come from a situation where each asset control and manage their energy supply (island mode) and move towards a situation where the assets need to collaborate and coordinate energy use with others due to increased cost and scarcity of electric energy sharing the energy that is provided. Currently, several areas are electrified either with an onshore grid cable or are receiving intermittent energy from offshore wind-parks. While the onshore grid in Norway is well regulated, the offshore grid is still in the making, with several oil and gas electrification projects and offshore wind development just started. The paper will describe the shift in the mindset that comes with operating this new offshore grid. This transition process heralds an increase in collaboration across boundaries and integration of energy management across companies, businesses, technical disciplines, and engagement with stakeholders in the larger society. This transition will be described as a function of the new challenges with increased complexity of the energy mix (wind, oil/gas, hydrogen and others) coupled with increased technical and organization complexity in energy management. Organizational complexity denotes an increasing integration across boundaries, whether these boundaries are company, vendors, professional disciplines, regulatory regimes/bodies, businesses, and across numerous societal stakeholders. New practices must be developed, made legitimate and institutionalized across these boundaries. Only parts of this complexity can be mitigated technically, e.g.: by use of batteries, mixing energy systems and simulation/ forecasting tools. Many challenges must be mitigated with legitimated societal and institutionalized governance practices on many levels. Offshore electrification supports Norway’s 2030 climate targets but is also controversial since it is exploiting the larger society’s energy resources. This means that new systems and practices must also be transparent, not only for the industry and the authorities, but must also be acceptable and just for the larger society. The paper report from ongoing work in Norway, participant observation and interviews in projects and people working with offshore grid development in Norway. One case presented is the development of an offshore floating windfarm connected to two offshore installations and the second case is an offshore grid development initiative providing six installations electric energy via an onshore cable. The development of the offshore grid is analyzed using a capability platform framework, that describes the technical, competence, work process and governance capabilities that are under development in Norway. A capability platform is a ‘stack’ with the following layers: intelligent infrastructure, information and collaboration, knowledge sharing & analytics and finally business operations. The need for better collaboration and energy forecasting tools/capabilities in this stack will be given a special attention in the two use cases that are presented.Keywords: capability platform, electrification, carbon footprint, control rooms, energy forecsting, operational model
Procedia PDF Downloads 674312 Generalized Correlation Coefficient in Genome-Wide Association Analysis of Cognitive Ability in Twins
Authors: Afsaneh Mohammadnejad, Marianne Nygaard, Jan Baumbach, Shuxia Li, Weilong Li, Jesper Lund, Jacob v. B. Hjelmborg, Lene Christensen, Qihua Tan
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Cognitive impairment in the elderly is a key issue affecting the quality of life. Despite a strong genetic background in cognition, only a limited number of single nucleotide polymorphisms (SNPs) have been found. These explain a small proportion of the genetic component of cognitive function, thus leaving a large proportion unaccounted for. We hypothesize that one reason for this missing heritability is the misspecified modeling in data analysis concerning phenotype distribution as well as the relationship between SNP dosage and the phenotype of interest. In an attempt to overcome these issues, we introduced a model-free method based on the generalized correlation coefficient (GCC) in a genome-wide association study (GWAS) of cognitive function in twin samples and compared its performance with two popular linear regression models. The GCC-based GWAS identified two genome-wide significant (P-value < 5e-8) SNPs; rs2904650 near ZDHHC2 on chromosome 8 and rs111256489 near CD6 on chromosome 11. The kinship model also detected two genome-wide significant SNPs, rs112169253 on chromosome 4 and rs17417920 on chromosome 7, whereas no genome-wide significant SNPs were found by the linear mixed model (LME). Compared to the linear models, more meaningful biological pathways like GABA receptor activation, ion channel transport, neuroactive ligand-receptor interaction, and the renin-angiotensin system were found to be enriched by SNPs from GCC. The GCC model outperformed the linear regression models by identifying more genome-wide significant genetic variants and more meaningful biological pathways related to cognitive function. Moreover, GCC-based GWAS was robust in handling genetically related twin samples, which is an important feature in handling genetic confounding in association studies.Keywords: cognition, generalized correlation coefficient, GWAS, twins
Procedia PDF Downloads 1244311 Use of SUDOKU Design to Assess the Implications of the Block Size and Testing Order on Efficiency and Precision of Dulce De Leche Preference Estimation
Authors: Jéssica Ferreira Rodrigues, Júlio Silvio De Sousa Bueno Filho, Vanessa Rios De Souza, Ana Carla Marques Pinheiro
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This study aimed to evaluate the implications of the block size and testing order on efficiency and precision of preference estimation for Dulce de leche samples. Efficiency was defined as the inverse of the average variance of pairwise comparisons among treatments. Precision was defined as the inverse of the variance of treatment means (or effects) estimates. The experiment was originally designed to test 16 treatments as a series of 8 Sudoku 16x16 designs being 4 randomized independently and 4 others in the reverse order, to yield balance in testing order. Linear mixed models were assigned to the whole experiment with 112 testers and all their grades, as well as their partially balanced subgroups, namely: a) experiment with the four initial EU; b) experiment with EU 5 to 8; c) experiment with EU 9 to 12; and b) experiment with EU 13 to 16. To record responses we used a nine-point hedonic scale, it was assumed a mixed linear model analysis with random tester and treatments effects and with fixed test order effect. Analysis of a cumulative random effects probit link model was very similar, with essentially no different conclusions and for simplicity, we present the results using Gaussian assumption. R-CRAN library lme4 and its function lmer (Fit Linear Mixed-Effects Models) was used for the mixed models and libraries Bayesthresh (default Gaussian threshold function) and ordinal with the function clmm (Cumulative Link Mixed Model) was used to check Bayesian analysis of threshold models and cumulative link probit models. It was noted that the number of samples tested in the same session can influence the acceptance level, underestimating the acceptance. However, proving a large number of samples can help to improve the samples discrimination.Keywords: acceptance, block size, mixed linear model, testing order, testing order
Procedia PDF Downloads 3214310 Investigation a New Approach "AGM" to Solve of Complicate Nonlinear Partial Differential Equations at All Engineering Field and Basic Science
Authors: Mohammadreza Akbari, Pooya Soleimani Besheli, Reza Khalili, Davood Domiri Danji
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In this conference, our aims are accuracy, capabilities and power at solving of the complicated non-linear partial differential. Our purpose is to enhance the ability to solve the mentioned nonlinear differential equations at basic science and engineering field and similar issues with a simple and innovative approach. As we know most of engineering system behavior in practical are nonlinear process (especially basic science and engineering field, etc.) and analytical solving (no numeric) these problems are difficult, complex, and sometimes impossible like (Fluids and Gas wave, these problems can't solve with numeric method, because of no have boundary condition) accordingly in this symposium we are going to exposure an innovative approach which we have named it Akbari-Ganji's Method or AGM in engineering, that can solve sets of coupled nonlinear differential equations (ODE, PDE) with high accuracy and simple solution and so this issue will emerge after comparing the achieved solutions by Numerical method (Runge-Kutta 4th). Eventually, AGM method will be proved that could be created huge evolution for researchers, professors and students in whole over the world, because of AGM coding system, so by using this software we can analytically solve all complicated linear and nonlinear partial differential equations, with help of that there is no difficulty for solving all nonlinear differential equations. Advantages and ability of this method (AGM) as follow: (a) Non-linear Differential equations (ODE, PDE) are directly solvable by this method. (b) In this method (AGM), most of the time, without any dimensionless procedure, we can solve equation(s) by any boundary or initial condition number. (c) AGM method always is convergent in boundary or initial condition. (d) Parameters of exponential, Trigonometric and Logarithmic of the existent in the non-linear differential equation with AGM method no needs Taylor expand which are caused high solve precision. (e) AGM method is very flexible in the coding system, and can solve easily varieties of the non-linear differential equation at high acceptable accuracy. (f) One of the important advantages of this method is analytical solving with high accuracy such as partial differential equation in vibration in solids, waves in water and gas, with minimum initial and boundary condition capable to solve problem. (g) It is very important to present a general and simple approach for solving most problems of the differential equations with high non-linearity in engineering sciences especially at civil engineering, and compare output with numerical method (Runge-Kutta 4th) and Exact solutions.Keywords: new approach, AGM, sets of coupled nonlinear differential equation, exact solutions, numerical
Procedia PDF Downloads 4634309 Chemometric QSRR Evaluation of Behavior of s-Triazine Pesticides in Liquid Chromatography
Authors: Lidija R. Jevrić, Sanja O. Podunavac-Kuzmanović, Strahinja Z. Kovačević
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This study considers the selection of the most suitable in silico molecular descriptors that could be used for s-triazine pesticides characterization. Suitable descriptors among topological, geometrical and physicochemical are used for quantitative structure-retention relationships (QSRR) model establishment. Established models were obtained using linear regression (LR) and multiple linear regression (MLR) analysis. In this paper, MLR models were established avoiding multicollinearity among the selected molecular descriptors. Statistical quality of established models was evaluated by standard and cross-validation statistical parameters. For detection of similarity or dissimilarity among investigated s-triazine pesticides and their classification, principal component analysis (PCA) and hierarchical cluster analysis (HCA) were used and gave similar grouping. This study is financially supported by COST action TD1305.Keywords: chemometrics, classification analysis, molecular descriptors, pesticides, regression analysis
Procedia PDF Downloads 3934308 Innovative Food Production and Food Consumption Entrepreneurship: a Recipe for Delivering Global Sustainable Goals in South Africa
Authors: Faith Samkange, Juliet Chipumuro, Henry Wanyama
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Business development and entrepreneurship constitute a major part of economic and human development for many countries within the Southern Africa Development Communities (SADC). While a marked increase in entrepreneurship activity has been registered, more than 70% of these business enterprises are still failing particularly in their conceptual years. One of the major reasons for this failure is that project process trends have tended to be fragmented and linear in approach while focusing primarily on isolated articulation of development aspects such as marketing, operations, accounting and human resources management with limited integration. Given the complexity of environmental, economic and human development issues in the SADC region, a multi-disciplinary, transformative, systematic and coordinated approach towards entrepreneurship development may be a more useful approach. This paper develops a proposed conceptual framework for an innovative and sustainable food production and food consumption Agritech entrepreneurship project in the Eastern Cape Province of South Africa based on a systematic review of existing literature. A thematic analysis of the literature reviewed is applied to develop this theoretical contribution to knowledge. The conceptual framework will be tested in a research driven intervention project designed to improve the quality of life for marginalized indigenous African communities by addressing poverty alleviation, unemployment and gender inequality as stipulated in the global sustainable development goals by the United Nations in 2018.Keywords: innovative entrepreneurship, sustainability, food production and consumption, marginalised communities, poverty alleviation
Procedia PDF Downloads 1224307 Potentials of Additive Manufacturing: An Approach to Increase the Flexibility of Production Systems
Authors: A. Luft, S. Bremen, N. Balc
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The task of flexibility planning and design, just like factory planning, for example, is to create the long-term systemic framework that constitutes the restriction for short-term operational management. This is a strategic challenge since, due to the decision defect character of the underlying flexibility problem, multiple types of flexibility need to be considered over the course of various scenarios, production programs, and production system configurations. In this context, an evaluation model has been developed that integrates both conventional and additive resources on a basic task level and allows the quantification of flexibility enhancement in terms of mix and volume flexibility, complexity reduction, and machine capacity. The model helps companies to decide in early decision-making processes about the potential gains of implementing additive manufacturing technologies on a strategic level. For companies, it is essential to consider both additive and conventional manufacturing beyond pure unit costs. It is necessary to achieve an integrative view of manufacturing that incorporates both additive and conventional manufacturing resources and quantifies their potential with regard to flexibility and manufacturing complexity. This also requires a structured process for the strategic production systems design that spans the design of various scenarios and allows for multi-dimensional and comparative analysis. A respective guideline for the planning of additive resources on a strategic level is being laid out in this paper.Keywords: additive manufacturing, production system design, flexibility enhancement, strategic guideline
Procedia PDF Downloads 1244306 Statistical Analysis and Impact Forecasting of Connected and Autonomous Vehicles on the Environment: Case Study in the State of Maryland
Authors: Alireza Ansariyar, Safieh Laaly
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Over the last decades, the vehicle industry has shown increased interest in integrating autonomous, connected, and electrical technologies in vehicle design with the primary hope of improving mobility and road safety while reducing transportation’s environmental impact. Using the State of Maryland (M.D.) in the United States as a pilot study, this research investigates CAVs’ fuel consumption and air pollutants (C.O., PM, and NOx) and utilizes meaningful linear regression models to predict CAV’s environmental effects. Maryland transportation network was simulated in VISUM software, and data on a set of variables were collected through a comprehensive survey. The number of pollutants and fuel consumption were obtained for the time interval 2010 to 2021 from the macro simulation. Eventually, four linear regression models were proposed to predict the amount of C.O., NOx, PM pollutants, and fuel consumption in the future. The results highlighted that CAVs’ pollutants and fuel consumption have a significant correlation with the income, age, and race of the CAV customers. Furthermore, the reliability of four statistical models was compared with the reliability of macro simulation model outputs in the year 2030. The error of three pollutants and fuel consumption was obtained at less than 9% by statistical models in SPSS. This study is expected to assist researchers and policymakers with planning decisions to reduce CAV environmental impacts in M.D.Keywords: connected and autonomous vehicles, statistical model, environmental effects, pollutants and fuel consumption, VISUM, linear regression models
Procedia PDF Downloads 4454305 Autonomous Flight Control for Multirotor by Alternative Input Output State Linearization with Nested Saturations
Authors: Yong Eun Yoon, Eric N. Johnson, Liling Ren
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Multirotor is one of the most popular types of small unmanned aircraft systems and has already been used in many areas including transport, military, surveillance, and leisure. Together with its popularity, the needs for proper flight control is growing because in most applications it is required to conduct its missions autonomously, which is in many aspects based on autonomous flight control. There have been many studies about the flight control for multirotor, but there is still room for enhancements in terms of performance and efficiency. This paper presents an autonomous flight control method for multirotor based on alternative input output linearization coupled with nested saturations. With alternative choice of the output of the multirotor flight control system, we can reduce computational cost regarding Lie algebra, and the linearized system can be stabilized with the introduction of nested saturations with real poles of our own design. Stabilization of internal dynamics is also based on the nested saturations and accompanies the determination of part of desired states. In particular, outer control loops involving state variables which originally are not included in the output of the flight control system is naturally rendered through this internal dynamics stabilization. We can also observe that desired tilting angles are determined by error dynamics from outer loops. Simulation results show that in any tracking situations multirotor stabilizes itself with small time constants, preceded by tuning process for control parameters with relatively low degree of complexity. Future study includes control of piecewise linear behavior of multirotor with actuator saturations, and the optimal determination of desired states while tracking multiple waypoints.Keywords: automatic flight control, input output linearization, multirotor, nested saturations
Procedia PDF Downloads 2284304 Contrasted Mean and Median Models in Egyptian Stock Markets
Authors: Mai A. Ibrahim, Mohammed El-Beltagy, Motaz Khorshid
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Emerging Markets return distributions have shown significance departure from normality were they are characterized by fatter tails relative to the normal distribution and exhibit levels of skewness and kurtosis that constitute a significant departure from normality. Therefore, the classical Markowitz Mean-Variance is not applicable for emerging markets since it assumes normally-distributed returns (with zero skewness and kurtosis) and a quadratic utility function. Moreover, the Markowitz mean-variance analysis can be used in cases of moderate non-normality and it still provides a good approximation of the expected utility, but it may be ineffective under large departure from normality. Higher moments models and median models have been suggested in the literature for asset allocation in this case. Higher moments models have been introduced to account for the insufficiency of the description of a portfolio by only its first two moments while the median model has been introduced as a robust statistic which is less affected by outliers than the mean. Tail risk measures such as Value-at Risk (VaR) and Conditional Value-at-Risk (CVaR) have been introduced instead of Variance to capture the effect of risk. In this research, higher moment models including the Mean-Variance-Skewness (MVS) and Mean-Variance-Skewness-Kurtosis (MVSK) are formulated as single-objective non-linear programming problems (NLP) and median models including the Median-Value at Risk (MedVaR) and Median-Mean Absolute Deviation (MedMAD) are formulated as a single-objective mixed-integer linear programming (MILP) problems. The higher moment models and median models are compared to some benchmark portfolios and tested on real financial data in the Egyptian main Index EGX30. The results show that all the median models outperform the higher moment models were they provide higher final wealth for the investor over the entire period of study. In addition, the results have confirmed the inapplicability of the classical Markowitz Mean-Variance to the Egyptian stock market as it resulted in very low realized profits.Keywords: Egyptian stock exchange, emerging markets, higher moment models, median models, mixed-integer linear programming, non-linear programming
Procedia PDF Downloads 3144303 Optimality Conditions for Weak Efficient Solutions Generated by a Set Q in Vector Spaces
Authors: Elham Kiyani, S. Mansour Vaezpour, Javad Tavakoli
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In this paper, we first introduce a new distance function in a linear space not necessarily endowed with a topology. The algebraic concepts of interior and closure are useful to study optimization problems without topology. So, we define Q-weak efficient solutions generated by the algebraic interior of a set Q, where Q is not necessarily convex. Studying nonconvex vector optimization is valuable since, for a convex cone K in topological spaces, we have int(K)=cor(K), which means that topological interior of a convex cone K is equal to the algebraic interior of K. Moreover, we used the scalarization technique including the distance function generated by the vectorial closure of a set to characterize these Q-weak efficient solutions. Scalarization is a useful approach for solving vector optimization problems. This technique reduces the optimization problem to a scalar problem which tends to be an optimization problem with a real-valued objective function. For instance, Q-weak efficient solutions of vector optimization problems can be characterized and computed as solutions of appropriate scalar optimization problems. In the convex case, linear functionals can be used as objective functionals of the scalar problems. But in the nonconvex case, we should present a suitable objective function. It is the aim of this paper to present a new distance function that be useful to obtain sufficient and necessary conditions for Q-weak efficient solutions of general optimization problems via scalarization.Keywords: weak efficient, algebraic interior, vector closure, linear space
Procedia PDF Downloads 2284302 The Implementation of Secton Method for Finding the Root of Interpolation Function
Authors: Nur Rokhman
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A mathematical function gives relationship between the variables composing the function. Interpolation can be viewed as a process of finding mathematical function which goes through some specified points. There are many interpolation methods, namely: Lagrange method, Newton method, Spline method etc. For some specific condition, such as, big amount of interpolation points, the interpolation function can not be written explicitly. This such function consist of computational steps. The solution of equations involving the interpolation function is a problem of solution of non linear equation. Newton method will not work on the interpolation function, for the derivative of the interpolation function cannot be written explicitly. This paper shows the use of Secton method to determine the numerical solution of the function involving the interpolation function. The experiment shows the fact that Secton method works better than Newton method in finding the root of Lagrange interpolation function.Keywords: Secton method, interpolation, non linear function, numerical solution
Procedia PDF Downloads 3794301 A Non-Linear Eddy Viscosity Model for Turbulent Natural Convection in Geophysical Flows
Authors: J. P. Panda, K. Sasmal, H. V. Warrior
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Eddy viscosity models in turbulence modeling can be mainly classified as linear and nonlinear models. Linear formulations are simple and require less computational resources but have the disadvantage that they cannot predict actual flow pattern in complex geophysical flows where streamline curvature and swirling motion are predominant. A constitutive equation of Reynolds stress anisotropy is adopted for the formulation of eddy viscosity including all the possible higher order terms quadratic in the mean velocity gradients, and a simplified model is developed for actual oceanic flows where only the vertical velocity gradients are important. The new model is incorporated into the one dimensional General Ocean Turbulence Model (GOTM). Two realistic oceanic test cases (OWS Papa and FLEX' 76) have been investigated. The new model predictions match well with the observational data and are better in comparison to the predictions of the two equation k-epsilon model. The proposed model can be easily incorporated in the three dimensional Princeton Ocean Model (POM) to simulate a wide range of oceanic processes. Practically, this model can be implemented in the coastal regions where trasverse shear induces higher vorticity, and for prediction of flow in estuaries and lakes, where depth is comparatively less. The model predictions of marine turbulence and other related data (e.g. Sea surface temperature, Surface heat flux and vertical temperature profile) can be utilized in short term ocean and climate forecasting and warning systems.Keywords: Eddy viscosity, turbulence modeling, GOTM, CFD
Procedia PDF Downloads 2024300 Non-Linear Static Pushover Analysis of 15 Storied Reinforced Concrete Building Structure with Shear Wall
Authors: Hamid Nikzad, Shinta Yoshitomi
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In this paper, nonlinear static pushover analysis is performed on 15 storied RC building structure with a shear wall to evaluate the seismic performance of the building. Section sizes of the members are obtained based on structural optimization method utilizing MATLAB frame optimizer, then the structure is simulated and designed in ETABS program conforming ACI 318-14 design code. The pushover curve has been generated by pushing the top node of the structure to the limited target displacement. Members failure due to the formation of plastic hinges, considering shear wall-frame structure was observed and the result of this study is presented based on current regulation of FEMA356, ASCE7-10, and ACI 318-14 design criteriaKeywords: structural optimization, linear static analysis, ETABS, MATLAB, RC moment frame, RC shear wall structures
Procedia PDF Downloads 1584299 Effect of Genotype and Sex on Morphometric Traits of Turkey
Authors: I. O. Dudusola, I. Ogunjimi
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This study was carried out to determine the effect of sex and genotype on morphometric traits of turkey (Meleagris gallopavo) in a turkey population. Linear body measurements were taken on 150 turkeys. 70 exotic turkeys which include both males (20) and Females (50) and 80 locally adapted turkeys which include males (30) and females (50). The study was conducted at the Turkey Unit of the Teaching and Research Farm, Obafemi Awolowo University, Ile-Ife, Osun State, Nigeria. The linear body measurements taken and recorded were the beak length, head length, neck length, body length, keel length, wingspan, wing length, drumstick, Shank length, toe length, tail length and body girth all taken in centimetres (cm). The recorded variables were analyzed with SAS (2008). Duncan multiple range test was used to detect differences among means. Variation was noted between male and female turkeys in favour of the male turkeys as an expression of sexual dimorphism for all studied traits. The male is found to be significantly higher (p <0.05) than the females for all the morphometric traits measured both for the local and exotic type. The exotic type is found to be significantly higher (p <0.05) than the local type for all the morphometric traits measured. The interaction is higher significantly (p <0.05) in the exotic genotype and in the male sex in relation with the morphometric trait especially in the beak length, neck length, body length, keel length, drumstick, shank length and the toe length.Keywords: exotic type, linear measurement, local type, morphometric traits, Meleagris gallopavo
Procedia PDF Downloads 3294298 Chemometric Estimation of Inhibitory Activity of Benzimidazole Derivatives by Linear Least Squares and Artificial Neural Networks Modelling
Authors: Sanja O. Podunavac-Kuzmanović, Strahinja Z. Kovačević, Lidija R. Jevrić, Stela Jokić
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The subject of this paper is to correlate antibacterial behavior of benzimidazole derivatives with their molecular characteristics using chemometric QSAR (Quantitative Structure–Activity Relationships) approach. QSAR analysis has been carried out on the inhibitory activity of benzimidazole derivatives against Staphylococcus aureus. The data were processed by linear least squares (LLS) and artificial neural network (ANN) procedures. The LLS mathematical models have been developed as a calibration models for prediction of the inhibitory activity. The quality of the models was validated by leave one out (LOO) technique and by using external data set. High agreement between experimental and predicted inhibitory acivities indicated the good quality of the derived models. These results are part of the CMST COST Action No. CM1306 "Understanding Movement and Mechanism in Molecular Machines".Keywords: Antibacterial, benzimidazoles, chemometric, QSAR.
Procedia PDF Downloads 3164297 Trajectory Tracking Controller Based on Normalized Right Coprime Factorization Technique for the Ball and Plate System
Authors: Martins Olatunbosun Babatunde, Muhammed Bashir Muazu, Emmanuel Adewale Adedokun
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This paper presents the development of a double-loop trajectory-tracking controller for the ball and plate system (BPS) using the Normalized Right Coprime Factorization (NRCF) scheme.The Linear Algebraic (LA) method is used to design the inner loop required to stabilize the ball, while H-infinity NRCF method, that involved the lead-lag compensator design approach, is used to develop the outer loop that controls the plate. Simulation results show that the plate was stabilized at 0.2989 seconds and the ball was able to settle after 0.9646 seconds, with a trajectory tracking error of 0.0036. This shows that the controller has good adaptability and robustness.Keywords: ball and plate system, normalized right coprime factorization, linear algebraic method, compensator, controller, tracking.
Procedia PDF Downloads 1414296 Modeling and Optimal Control of Hybrid Unmanned Aerial Vehicles with Wind Disturbance
Authors: Sunsoo Kim, Niladri Das, Raktim Bhattacharya
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This paper addresses modeling and control of a six-degree-of-freedom unmanned aerial vehicle capable of vertical take-off and landing in the presence of wind disturbances. We design a hybrid vehicle that combines the benefits of both the fixed-wing and the rotary-wing UAVs. A non-linear model for the hybrid vehicle is rapidly built, combining rigid body dynamics, aerodynamics of wing, and dynamics of the motor and propeller. Further, we design a H₂ optimal controller to make the UAV robust to wind disturbances. We compare its results against that of proportional-integral-derivative and linear-quadratic regulator based control. Our proposed controller results in better performance in terms of root mean squared errors and time responses during two scenarios: hover and level- flight.Keywords: hybrid UAVs, VTOL, aircraft modeling, H2 optimal control, wind disturbances
Procedia PDF Downloads 1564295 Pushing the Boundary of Parallel Tractability for Ontology Materialization via Boolean Circuits
Authors: Zhangquan Zhou, Guilin Qi
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Materialization is an important reasoning service for applications built on the Web Ontology Language (OWL). To make materialization efficient in practice, current research focuses on deciding tractability of an ontology language and designing parallel reasoning algorithms. However, some well-known large-scale ontologies, such as YAGO, have been shown to have good performance for parallel reasoning, but they are expressed in ontology languages that are not parallelly tractable, i.e., the reasoning is inherently sequential in the worst case. This motivates us to study the problem of parallel tractability of ontology materialization from a theoretical perspective. That is we aim to identify the ontologies for which materialization is parallelly tractable, i.e., in the NC complexity. Since the NC complexity is defined based on Boolean circuit that is widely used to investigate parallel computing problems, we first transform the problem of materialization to evaluation of Boolean circuits, and then study the problem of parallel tractability based on circuits. In this work, we focus on datalog rewritable ontology languages. We use Boolean circuits to identify two classes of datalog rewritable ontologies (called parallelly tractable classes) such that materialization over them is parallelly tractable. We further investigate the parallel tractability of materialization of a datalog rewritable OWL fragment DHL (Description Horn Logic). Based on the above results, we analyze real-world datasets and show that many ontologies expressed in DHL belong to the parallelly tractable classes.Keywords: ontology materialization, parallel reasoning, datalog, Boolean circuit
Procedia PDF Downloads 2714294 A Multilayer Perceptron Neural Network Model Optimized by Genetic Algorithm for Significant Wave Height Prediction
Authors: Luis C. Parra
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The significant wave height prediction is an issue of great interest in the field of coastal activities because of the non-linear behavior of the wave height and its complexity of prediction. This study aims to present a machine learning model to forecast the significant wave height of the oceanographic wave measuring buoys anchored at Mooloolaba of the Queensland Government Data. Modeling was performed by a multilayer perceptron neural network-genetic algorithm (GA-MLP), considering Relu(x) as the activation function of the MLPNN. The GA is in charge of optimized the MLPNN hyperparameters (learning rate, hidden layers, neurons, and activation functions) and wrapper feature selection for the window width size. Results are assessed using Mean Square Error (MSE), Root Mean Square Error (RMSE), and Mean Absolute Error (MAE). The GAMLPNN algorithm was performed with a population size of thirty individuals for eight generations for the prediction optimization of 5 steps forward, obtaining a performance evaluation of 0.00104 MSE, 0.03222 RMSE, 0.02338 MAE, and 0.71163% of MAPE. The results of the analysis suggest that the MLPNNGA model is effective in predicting significant wave height in a one-step forecast with distant time windows, presenting 0.00014 MSE, 0.01180 RMSE, 0.00912 MAE, and 0.52500% of MAPE with 0.99940 of correlation factor. The GA-MLP algorithm was compared with the ARIMA forecasting model, presenting better performance criteria in all performance criteria, validating the potential of this algorithm.Keywords: significant wave height, machine learning optimization, multilayer perceptron neural networks, evolutionary algorithms
Procedia PDF Downloads 1074293 Nonparametric Sieve Estimation with Dependent Data: Application to Deep Neural Networks
Authors: Chad Brown
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This paper establishes general conditions for the convergence rates of nonparametric sieve estimators with dependent data. We present two key results: one for nonstationary data and another for stationary mixing data. Previous theoretical results often lack practical applicability to deep neural networks (DNNs). Using these conditions, we derive convergence rates for DNN sieve estimators in nonparametric regression settings with both nonstationary and stationary mixing data. The DNN architectures considered adhere to current industry standards, featuring fully connected feedforward networks with rectified linear unit activation functions, unbounded weights, and a width and depth that grows with sample size.Keywords: sieve extremum estimates, nonparametric estimation, deep learning, neural networks, rectified linear unit, nonstationary processes
Procedia PDF Downloads 414292 Estimating Housing Prices Using Automatic Linear Modeling in the Metropolis of Mashhad, Iran
Authors: Mohammad Rahim Rahnama
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Market-transaction price for housing is the main criteria for determining municipality taxes and is determined and announced on an annual basis. Of course, there is a discrepancy between the actual value of transactions in the Bureau of Finance (P for short) or municipality (P´ for short) and the real price on the market (P˝). The present research aims to determine the real price of housing in the metropolis of Mashhad and to pinpoint the price gap with those of the aforementioned apparatuses and identify the factors affecting it. In order to reach this practical objective, Automatic Linear Modeling, which calls for an explanatory research, was utilized. The population of the research consisted of all the residential units in Mashhad, from which 317 residential units were randomly selected. Through cluster sampling, out of the 170 income blocks defined by the municipality, three blocks form high-income (Kosar), middle-income (Elahieh), and low-income (Seyyedi) strata were surveyed using questionnaires during February and March of 2015 and the information regarding the price and specifications of residential units were gathered. In order to estimate the effect of various factors on the price, the relationship between independent variables (8 variables) and the dependent variable of the housing price was calculated using Automatic Linear Modeling in SPSS. The results revealed that the average for housing price index is 788$ per square meter, compared to the Bureau of Finance’s prices which is 10$ and that of municipality’s which is 378$. Correlation coefficient among dependent and independent variables was calculated to be R²=0.81. Out of the eight initial variables, three were omitted. The most influential factor affecting the housing prices is the quality of Quality of construction (Ordinary, Full, Luxury). The least important factor influencing the housing prices is the variable of number of sides. The price gap between low-income (Seyyedi) and middle-income (Elahieh) districts was not confirmed via One-Way ANOVA but their gap with the high-income district (Kosar) was confirmed. It is suggested that city be divided into two low-income and high-income sections, as opposed three, in terms of housing prices.Keywords: automatic linear modeling, housing prices, Mashhad, Iran
Procedia PDF Downloads 2554291 Structural Optimization Method for 3D Reinforced Concrete Building Structure with Shear Wall
Authors: H. Nikzad, S. Yoshitomi
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In this paper, an optimization procedure is applied for 3D Reinforced concrete building structure with shear wall. In the optimization problem, cross sections of beams, columns and shear wall dimensions are considered as design variables and the optimal cross sections can be derived to minimize the total cost of the structure. As for final design application, the most suitable sections are selected to satisfy ACI 318-14 code provision based on static linear analysis. The validity of the method is examined through numerical example of 15 storied 3D RC building with shear wall. This optimization method is expected to assist in providing a useful reference in design early stage, and to be an effective and powerful tool for structural design of RC shear wall structures.Keywords: structural optimization, linear static analysis, ETABS, MATLAB, RC moment frame, RC shear wall structures
Procedia PDF Downloads 2544290 Kalman Filter Gain Elimination in Linear Estimation
Authors: Nicholas D. Assimakis
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In linear estimation, the traditional Kalman filter uses the Kalman filter gain in order to produce estimation and prediction of the n-dimensional state vector using the m-dimensional measurement vector. The computation of the Kalman filter gain requires the inversion of an m x m matrix in every iteration. In this paper, a variation of the Kalman filter eliminating the Kalman filter gain is proposed. In the time varying case, the elimination of the Kalman filter gain requires the inversion of an n x n matrix and the inversion of an m x m matrix in every iteration. In the time invariant case, the elimination of the Kalman filter gain requires the inversion of an n x n matrix in every iteration. The proposed Kalman filter gain elimination algorithm may be faster than the conventional Kalman filter, depending on the model dimensions.Keywords: discrete time, estimation, Kalman filter, Kalman filter gain
Procedia PDF Downloads 195