Search results for: order allocation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 14227

Search results for: order allocation

13627 Portfolio Optimization under a Hybrid Stochastic Volatility and Constant Elasticity of Variance Model

Authors: Jai Heui Kim, Sotheara Veng

Abstract:

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

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

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13626 Copper Coil Heat Exchanger Performance for Greenhouse Heating: An Experimental and Theoretical Study

Authors: Maha Bakkari, R.Tadili

Abstract:

The present work is a study of the performance of a solar copper coil heating system in a greenhouse microclimate. Our system is based on the circulation of a Heat transfer fluid, which is water in our case, in a closed loop under the greenhouse's roof in order to store heat all day, and then this heat will supply the greenhouse during the night. In order to evaluate our greenhouse, we made an experimental study in two identical greenhouses, where the first one is equipped with a heating system and the second (without heating) is used for control. The heating system allows the establishment of the thermal balance and determines the mass of water necessary for the process in order to ensure its functioning during the night. The results obtained showed that this solar heating system and the climatic parameters inside the experimental greenhouse were improved, and it presents a significant gain compared to a controlled greenhouse without a heating system. This research is one of the solutions that help to reduce the greenhouse effect of the planet Earth, a problem that worries the world.

Keywords: solar energy, energy storage, greenhouse, environment

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13625 Impact of the Xanthan Gum on Rheological Properties of Ceramic Slip

Authors: Souad Hassene Daouadji, Larbi Hammadi, Abdelkrim Hazzab

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The slips intended for the manufacture of ceramics must have rheological properties well-defined in order to bring together the qualities required for the casting step (good fluidity for feeding the molds easily settles while generating a regular settling of the dough and for the dehydration phase of the dough in the mold a setting time relatively short is required to have a sufficient refinement which allows demolding both easy and fast). Many additives haveadded in slip of ceramic in order to improve their rheological properties. In this study, we investigated the impact of xanthan gumon rheological properties of ceramic Slip. The modified Cross model is used to fit the stationary flow curves of ceramic slip at different concentration of xanthan added. The thixotropic behavior studied of mixture ceramic slip-xanthan gumat constant temperature is analyzed by using a structural kinetic model (SKM) in order to account for time dependent effect.

Keywords: ceramic slip, xanthan gum, modified cross model, thixotropy, viscosity

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13624 Automatic Facial Skin Segmentation Using Possibilistic C-Means Algorithm for Evaluation of Facial Surgeries

Authors: Elham Alaee, Mousa Shamsi, Hossein Ahmadi, Soroosh Nazem, Mohammad Hossein Sedaaghi

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Human face has a fundamental role in the appearance of individuals. So the importance of facial surgeries is undeniable. Thus, there is a need for the appropriate and accurate facial skin segmentation in order to extract different features. Since Fuzzy C-Means (FCM) clustering algorithm doesn’t work appropriately for noisy images and outliers, in this paper we exploit Possibilistic C-Means (PCM) algorithm in order to segment the facial skin. For this purpose, first, we convert facial images from RGB to YCbCr color space. To evaluate performance of the proposed algorithm, the database of Sahand University of Technology, Tabriz, Iran was used. In order to have a better understanding from the proposed algorithm; FCM and Expectation-Maximization (EM) algorithms are also used for facial skin segmentation. The proposed method shows better results than the other segmentation methods. Results include misclassification error (0.032) and the region’s area error (0.045) for the proposed algorithm.

Keywords: facial image, segmentation, PCM, FCM, skin error, facial surgery

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13623 On Generalized Cumulative Past Inaccuracy Measure for Marginal and Conditional Lifetimes

Authors: Amit Ghosh, Chanchal Kundu

Abstract:

Recently, the notion of past cumulative inaccuracy (CPI) measure has been proposed in the literature as a generalization of cumulative past entropy (CPE) in univariate as well as bivariate setup. In this paper, we introduce the notion of CPI of order α (alpha) and study the proposed measure for conditionally specified models of two components failed at different time instants called generalized conditional CPI (GCCPI). We provide some bounds using usual stochastic order and investigate several properties of GCCPI. The effect of monotone transformation on this proposed measure has also been examined. Furthermore, we characterize some bivariate distributions under the assumption of conditional proportional reversed hazard rate model. Moreover, the role of GCCPI in reliability modeling has also been investigated for a real-life problem.

Keywords: cumulative past inaccuracy, marginal and conditional past lifetimes, conditional proportional reversed hazard rate model, usual stochastic order

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13622 Sorption of Congo Red from Aqueous Solution by Surfactant-Modified Bentonite: Kinetic and Factorial Design Study

Authors: B. Guezzen, M. A. Didi, B. Medjahed

Abstract:

An organoclay (HDTMA-B) was prepared from sodium bentonite (Na-B). The starting material was modified using the hexadecyltrimethylammonium ion (HDTMA+) in the amounts corresponding to 100 % of the CEC value. Batch experiments were carried out in order to model and optimize the sorption of Congo red dye from aqueous solution. The pseudo-first order and pseudo-second order kinetic models have been developed to predict the rate constant and the sorption capacity at equilibrium with the effect of temperature, the solid/solution ratio and the initial dye concentration. The equilibrium time was reached within 60 min. At room temperature (20 °C), optimum dye sorption of 49.4 mg/g (98.9%) was achieved at pH 6.6, sorbent dosage of 1g/L and initial dye concentration of 50 mg/L, using surfactant modified bentonite. The optimization of adsorption parameters mentioned above on dye removal was carried out using Box-Behnken design. The sorption parameters were analyzed statistically by means of variance analysis by using the Statgraphics Centurion XVI software.

Keywords: adsorption, dye, factorial design, kinetic, organo-bentonite

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13621 Statistical Analysis of Cables in Long-Span Cable-Stayed Bridges

Authors: Ceshi Sun, Yueyu Zhao, Yaobing Zhao, Zhiqiang Wang, Jian Peng, Pengxin Guo

Abstract:

With the rapid development of transportation, there are more than 100 cable-stayed bridges with main span larger than 300 m in China. In order to ascertain the statistical relationships among the design parameters of stay cables and their distribution characteristics, 1500 cables were selected from 25 practical long-span cable-stayed bridges. A new relationship between the first order frequency and the length of cable was found by conducting the curve fitting. Then, based on this relationship other interesting relationships were deduced. Several probability density functions (PDFs) were used to investigate the distributions of the parameters of first order frequency, stress level and the Irvine parameter. It was found that these parameters obey the Lognormal distribution, the Weibull distribution and the generalized Pareto distribution, respectively. Scatter diagrams of the three parameters were plotted and their 95% confidence intervals were also investigated.

Keywords: cable, cable-stayed bridge, long-span, statistical analysis

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13620 In-situ Mental Health Simulation with Airline Pilot Observation of Human Factors

Authors: Mumtaz Mooncey, Alexander Jolly, Megan Fisher, Kerry Robinson, Robert Lloyd, Dave Fielding

Abstract:

Introduction: The integration of the WingFactors in-situ simulation programme has transformed the education landscape at the Whittington Health NHS Trust. To date, there have been a total of 90 simulations - 19 aimed at Paediatric trainees, including 2 Child and Adolescent Mental Health (CAMHS) scenarios. The opportunity for joint debriefs provided by clinical faculty and airline pilots, has created a new exciting avenue to explore human factors within psychiatry. Through the use of real clinical environments and primed actors; the benefits of high fidelity simulation, interdisciplinary and interprofessional learning has been highlighted. The use of in-situ simulation within Psychiatry is a newly emerging concept and its success here has been recognised by unanimously positive feedback from participants and acknowledgement through nomination for the Health Service Journal (HSJ) Award (Best Education Programme 2021). Methodology: The first CAMHS simulation featured a collapsed patient in the toilet with a ligature tied around her neck, accompanied by a distressed parent. This required participants to consider:; emergency physical management of the case, alongside helping to contain the mother and maintaining situational awareness when transferring the patient to an appropriate clinical area. The second simulation was based on a 17- year- old girl attempting to leave the ward after presenting with an overdose, posing potential risk to herself. The safe learning environment enabled participants to explore techniques to engage the young person and understand their concerns, and consider the involvement of other members of the multidisciplinary team. The scenarios were followed by an immediate ‘hot’ debrief, combining technical feedback with Human Factors feedback from uniformed airline pilots and clinicians. The importance of psychological safety was paramount, encouraging open and honest contributions from all participants. Key learning points were summarized into written documents and circulated. Findings: The in-situ simulations demonstrated the need for practical changes both in the Emergency Department and on the Paediatric ward. The presence of airline pilots provided a novel way to debrief on Human Factors. The following key themes were identified: -Team-briefing (‘Golden 5 minutes’) - Taking a few moments to establish experience, initial roles and strategies amongst the team can reduce the need for conversations in front of a distressed patient or anxious relative. -Use of checklists / guidelines - Principles associated with checklist usage (control of pace, rigor, team situational awareness), instead of reliance on accurate memory recall when under pressure. -Read-back - Immediate repetition of safety critical instructions (e.g. drug / dosage) to mitigate the risks associated with miscommunication. -Distraction management - Balancing the risk of losing a team member to manage a distressed relative, versus it impacting on the care of the young person. -Task allocation - The value of the implementation of ‘The 5A’s’ (Availability, Address, Allocate, Ask, Advise), for effective task allocation. Conclusion: 100% of participants have requested more simulation training. Involvement of airline pilots has led to a shift in hospital culture, bringing to the forefront the value of Human Factors focused training and multidisciplinary simulation. This has been of significant value in not only physical health, but also mental health simulation.

Keywords: human factors, in-situ simulation, inter-professional, multidisciplinary

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13619 The Use of Thermally Modified Diatomite to Remove Lead Ions

Authors: Hilary Limo Rutto

Abstract:

To better understand the application of diatomite as an adsorbent for the removal of Pb2+ from heavy metal-contaminated water, in this paper, diatomite was used to adsorb Pb2+ from aqueous solution under various conditions. The intrinsic exchange properties were further improved by heating the raw diatomite with fluxing agent at different temperatures and modification with manganese oxides. It is evident that the mass of the adsorbed Pb2+ generally increases after thermal treatment and modification with manganese oxides. The adsorption characteristics of lead on diatomite were studied at pH range of 2.5–12. The favourable pH range was found to be 7.5-8.5. The thermodynamic parameters (i.e.,∆H° ∆G° ∆S°) were evaluated from the temperature dependent adsorption isotherms. The results indicated that the adsorption process of Pb2+ on diatomite was spontaneous, endothermic and physical in nature. The equilibrium data have been analyzed using Langmuir and freundlich isotherm. The Langmuir isotherm was demonstrated to provide the best correlation for the adsorption of lead onto diatomite. The kinetics was studied using Pseudo- first and second-order model on the adsorption of lead onto diatomite. The results give best fit in second-order studies and it can be concluded that the adsorption of lead onto diatomite is second order reaction.

Keywords: thermally modified, diatomite, adsorption, lead

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13618 A Study on the Role of Human Rights in the Aid Allocations of China and the United States

Authors: Shazmeen Maroof

Abstract:

The study is motivated by a desire to investigate whether there is substance to claims that, relative to traditional donors, China disregards human rights considerations when allocating overseas aid. While the stated policy of the U.S. is that consideration of potential aid recipients’ respect for human rights is mandatory, some quantitative studies have cast doubt on whether this is reflected in actual allocations. There is a lack of academic literature that formally assesses the extent to which the two countries' aid allocations differ; which is essential to test whether the criticisms of China's aid policy in comparison to that of the U.S. are justified. Using data on two standard human rights measures, 'Political Terror Scale' and 'Civil Liberties', the study analyse the two donors’ aid allocations among 125 countries over the period 2000 to 2014. The bivariate analysis demonstrated that a significant share of China’s aid flow to countries with poor human rights record. At the same time, the U.S. seems little different in providing aid to these countries. The empirical results obtained from the Fractional Logit model also provided some support to the general pessimism regarding China’s provision of aid to countries with poor human rights record, yet challenge the optimists expecting better targeted aid from the U.S. These findings are consistent with the split between humanitarian and non-humanitarian aid and in the sample of countries whose human rights record is below some threshold level.

Keywords: China's aid policy, foreign aid allocation, human rights, United States Foreign Assistance Act

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13617 Review of Models of Consumer Behaviour and Influence of Emotions in the Decision Making

Authors: Mikel Alonso López

Abstract:

In order to begin the process of studying the task of making consumer decisions, the main decision models must be analyzed. The objective of this task is to see if there is a presence of emotions in those models, and analyze how authors that have created them consider their impact in consumer choices. In this paper, the most important models of consumer behavior are analysed. This review is useful to consider an unproblematic background knowledge in the literature. The order that has been established for this study is chronological.

Keywords: consumer behaviour, emotions, decision making, consumer psychology

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13616 Testing the Life Cycle Theory on the Capital Structure Dynamics of Trade-Off and Pecking Order Theories: A Case of Retail, Industrial and Mining Sectors

Authors: Freddy Munzhelele

Abstract:

Setting: the empirical research has shown that the life cycle theory has an impact on the firms’ financing decisions, particularly the dividend pay-outs. Accordingly, the life cycle theory posits that as a firm matures, it gets to a level and capacity where it distributes more cash as dividends. On the other hand, the young firms prioritise investment opportunities sets and their financing; thus, they pay little or no dividends. The research on firms’ financing decisions also demonstrated, among others, the adoption of trade-off and pecking order theories on the dynamics of firms capital structure. The trade-off theory talks to firms holding a favourable position regarding debt structures particularly as to the cost and benefits thereof; and pecking order is concerned with firms preferring a hierarchical order as to choosing financing sources. The case of life cycle hypothesis explaining the financial managers’ decisions as regards the firms’ capital structure dynamics appears to be an interesting link, yet this link has been neglected in corporate finance research. If this link is to be explored as an empirical research, the financial decision-making alternatives will be enhanced immensely, since no conclusive evidence has been found yet as to the dynamics of capital structure. Aim: the aim of this study is to examine the impact of life cycle theory on the capital structure dynamics trade-off and pecking order theories of firms listed in retail, industrial and mining sectors of the JSE. These sectors are among the key contributors to the GDP in the South African economy. Design and methodology: following the postpositivist research paradigm, the study is quantitative in nature and utilises secondary data obtainable from the financial statements of sampled firm for the period 2010 – 2022. The firms’ financial statements will be extracted from the IRESS database. Since the data will be in panel form, a combination of the static and dynamic panel data estimators will used to analyse data. The overall data analyses will be done using STATA program. Value add: this study directly investigates the link between the life cycle theory and the dynamics of capital structure decisions, particularly the trade-off and pecking order theories.

Keywords: life cycle theory, trade-off theory, pecking order theory, capital structure, JSE listed firms

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13615 Breast Cancer Detection Using Machine Learning Algorithms

Authors: Jiwan Kumar, Pooja, Sandeep Negi, Anjum Rouf, Amit Kumar, Naveen Lakra

Abstract:

In modern times where, health issues are increasing day by day, breast cancer is also one of them, which is very crucial and really important to find in the early stages. Doctors can use this model in order to tell their patients whether a cancer is not harmful (benign) or harmful (malignant). We have used the knowledge of machine learning in order to produce the model. we have used algorithms like Logistic Regression, Random forest, support Vector Classifier, Bayesian Network and Radial Basis Function. We tried to use the data of crucial parts and show them the results in pictures in order to make it easier for doctors. By doing this, we're making ML better at finding breast cancer, which can lead to saving more lives and better health care.

Keywords: Bayesian network, radial basis function, ensemble learning, understandable, data making better, random forest, logistic regression, breast cancer

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13614 Dynamic Behaviors of a Floating Bridge with Mooring Lines under Wind and Wave Excitations

Authors: Chungkuk Jin, Moohyun Kim, Woo Chul Chung

Abstract:

This paper presents global performance and dynamic behaviors of a discrete-pontoon-type floating bridge with mooring lines in time domain under wind and wave excitations. The structure is designed for long-distance and deep-water crossing and consists of the girder, columns, pontoons, and mooring lines. Their functionality and behaviors are investigated by using elastic-floater/mooring fully-coupled dynamic simulation computer program. Dynamic wind, first- and second-order wave forces, and current loads are considered as environmental loads. Girder’s dynamic responses and mooring tensions are analyzed under different analysis methods and environmental conditions. Girder’s lateral responses are highly influenced by the second-order wave and wind loads while the first-order wave load mainly influences its vertical responses.

Keywords: floating bridge, mooring line, pontoon, wave excitation

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13613 Fractional-Order PI Controller Tuning Rules for Cascade Control System

Authors: Truong Nguyen Luan Vu, Le Hieu Giang, Le Linh

Abstract:

The fractional–order proportional integral (FOPI) controller tuning rules based on the fractional calculus for the cascade control system are systematically proposed in this paper. Accordingly, the ideal controller is obtained by using internal model control (IMC) approach for both the inner and outer loops, which gives the desired closed-loop responses. On the basis of the fractional calculus, the analytical tuning rules of FOPI controller for the inner loop can be established in the frequency domain. Besides, the outer loop is tuned by using any integer PI/PID controller tuning rules in the literature. The simulation study is considered for the stable process model and the results demonstrate the simplicity, flexibility, and effectiveness of the proposed method for the cascade control system in compared with the other methods.

Keywords: Bode’s ideal transfer function, fractional calculus, fractional–order proportional integral (FOPI) controller, cascade control system

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13612 Surface Induced Alteration of Nanosized Amorphous Alumina

Authors: A. Katsman, L. Bloch, Y. Etinger, Y. Kauffmann, B. Pokroy

Abstract:

Various nanosized amorphous alumina thin films in the range of (2.4 - 63.1) nm were deposited onto amorphous carbon and amorphous Si3N4 membrane grids. Transmission electron microscopy (TEM), electron energy loss spectroscopy (EELS), X-ray photoelectron spectroscopy (XPS) and differential scanning calorimetry (DSC) techniques were used to probe the size effect on the short range order and the amorphous to crystalline phase transition temperature. It was found that the short-range order changes as a function of size: the fraction of tetrahedral Al sites is greater in thinner amorphous films. This result correlates with the change of amorphous alumina density with the film thickness demonstrated by the reflectivity experiments: the thinner amorphous films have the less density. These effects are discussed in terms of surface reconstruction of the amorphous alumina films. The average atomic binding energy in the thin film layer decreases with decease of the thickness, while the average O-Al interatomic distance increases. The reconstruction of amorphous alumina is induced by the surface reconstruction, and the short range order changes being dependent on the density. Decrease of the surface energy during reconstruction is the driving force of the alumina reconstruction (density change) followed by relaxation process (short range order change). The amorphous to crystalline phase transition temperature measured by DSC rises with the decrease in thickness from 997.6°C for 13.9 nm to 1020.4 °C for 2.7 nm thick. This effect was attributed to the different film densities: formation of nanovoids preceding and accompanying crystallization process influences the crystallization rate, and by these means, the temperature of crystallization peak.

Keywords: amorphous alumina, density, short range order, size effect

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13611 A Combined High Gain-Higher Order Sliding Mode Controller for a Class of Uncertain Nonlinear Systems

Authors: Abderraouf Gaaloul, Faouzi Msahli

Abstract:

The use of standard sliding mode controller, usually, leads to the appearing of an undesirable chattering phenomenon affecting the control signal. Such problem can be overcome using a higher-order sliding mode controller (HOSMC) which preserves the main properties of the standard sliding mode and deliberately increases the control smoothness. In this paper, we propose a new HOSMC for a class of uncertain multi-input multi-output nonlinear systems. Based on high gain and integral sliding mode paradigms, the established control scheme removes theoretically the chattering phenomenon and provides the stability of the control system. Numerical simulations are developed to show the effectiveness of the proposed controller when applied to solve a control problem of two water levels into a quadruple-tank process.

Keywords: nonlinear systems, sliding mode control, high gain, higher order

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13610 Dynamical Analysis of the Fractional-Order Mathematical Model of Hashimoto’s Thyroiditis

Authors: Neelam Singha

Abstract:

The present work intends to analyze the system dynamics of Hashimoto’s thyroiditis with the assistance of fractional calculus. Hashimoto’s thyroiditis or chronic lymphocytic thyroiditis is an autoimmune disorder in which the immune system attacks the thyroid gland, which gradually results in interrupting the normal thyroid operation. Consequently, the feedback control of the system gets disrupted due to thyroid follicle cell lysis. And, the patient perceives life-threatening clinical conditions like goiter, hyperactivity, euthyroidism, hyperthyroidism, etc. In this work, we aim to obtain the approximate solution to the posed fractional-order problem describing Hashimoto’s thyroiditis. We employ the Adomian decomposition method to solve the system of fractional-order differential equations, and the solutions obtained shall be useful to provide information about the effect of medical care. The numerical technique is executed in an organized manner to furnish the associated details of the progression of the disease and to visualize it graphically with suitable plots.

Keywords: adomian decomposition method, fractional derivatives, Hashimoto's thyroiditis, mathematical modeling

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13609 Scheduling of Cross-Docking Center: An Auction-Based Algorithm

Authors: Eldho Paul, Brijesh Paul

Abstract:

This work proposes an auction mechanism based solution methodology for the optimum scheduling of trucks in a cross-docking centre. The cross-docking centre is an important element of lean supply chain. It reduces the amount of storage and transportation costs in the distribution system compared to an ordinary warehouse. Better scheduling of trucks in a cross-docking center is the best way to reduce storage and transportation costs. Auction mechanism is commonly used for allocation of limited resources in different real-life applications. Here, we try to schedule inbound trucks by integrating auction mechanism with the functioning of a cross-docking centre. A mathematical model is developed for the optimal scheduling of inbound trucks based on the auction methodology. The determination of exact solution for problems involving large number of trucks was found to be computationally difficult, and hence a genetic algorithm based heuristic methodology is proposed in this work. A comparative study of exact and heuristic solutions is done using five classes of data sets. It is observed from the study that the auction-based mechanism is capable of providing good solutions to scheduling problem in cross-docking centres.

Keywords: auction mechanism, cross-docking centre, genetic algorithm, scheduling of trucks

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13608 Automatic Diagnosis of Electrical Equipment Using Infrared Thermography

Authors: Y. Laib Dit Leksir, S. Bouhouche

Abstract:

Analysis and processing of data bases resulting from infrared thermal measurements made on the electrical installation requires the development of new tools in order to obtain correct and additional information to the visual inspections. Consequently, the methods based on the capture of infrared digital images show a great potential and are employed increasingly in various fields. Although, there is an enormous need for the development of effective techniques to analyse these data base in order to extract relevant information relating to the state of the equipments. Our goal consists in introducing recent techniques of modeling based on new methods, image and signal processing to develop mathematical models in this field. The aim of this work is to capture the anomalies existing in electrical equipments during an inspection of some machines using A40 Flir camera. After, we use binarisation techniques in order to select the region of interest and we make comparison between these methods of thermal images obtained to choose the best one.

Keywords: infrared thermography, defect detection, troubleshooting, electrical equipment

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13607 A New Approach for Solving Fractional Coupled Pdes

Authors: Prashant Pandey

Abstract:

In the present article, an effective Laguerre collocation method is used to obtain the approximate solution of a system of coupled fractional-order non-linear reaction-advection-diffusion equation with prescribed initial and boundary conditions. In the proposed scheme, Laguerre polynomials are used together with an operational matrix and collocation method to obtain approximate solutions of the coupled system, so that our proposed model is converted into a system of algebraic equations which can be solved employing the Newton method. The solution profiles of the coupled system are presented graphically for different particular cases. The salient feature of the present article is finding the stability analysis of the proposed method and also the demonstration of the lower variation of solute concentrations with respect to the column length in the fractional-order system compared to the integer-order system. To show the higher efficiency, reliability, and accuracy of the proposed scheme, a comparison between the numerical results of Burger’s coupled system and its existing analytical result is reported. There are high compatibility and consistency between the approximate solution and its exact solution to a higher order of accuracy. The exhibition of error analysis for each case through tables and graphs confirms the super-linearly convergence rate of the proposed method.

Keywords: fractional coupled PDE, stability and convergence analysis, diffusion equation, Laguerre polynomials, spectral method

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13606 Dynamic Measurement System Modeling with Machine Learning Algorithms

Authors: Changqiao Wu, Guoqing Ding, Xin Chen

Abstract:

In this paper, ways of modeling dynamic measurement systems are discussed. Specially, for linear system with single-input single-output, it could be modeled with shallow neural network. Then, gradient based optimization algorithms are used for searching the proper coefficients. Besides, method with normal equation and second order gradient descent are proposed to accelerate the modeling process, and ways of better gradient estimation are discussed. It shows that the mathematical essence of the learning objective is maximum likelihood with noises under Gaussian distribution. For conventional gradient descent, the mini-batch learning and gradient with momentum contribute to faster convergence and enhance model ability. Lastly, experimental results proved the effectiveness of second order gradient descent algorithm, and indicated that optimization with normal equation was the most suitable for linear dynamic models.

Keywords: dynamic system modeling, neural network, normal equation, second order gradient descent

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13605 Artificial Neural Network for Forecasting of Daily Reservoir Inflow: Case Study of the Kotmale Reservoir in Sri Lanka

Authors: E. U. Dampage, Ovindi D. Bandara, Vinushi S. Waraketiya, Samitha S. R. De Silva, Yasiru S. Gunarathne

Abstract:

The knowledge of water inflow figures is paramount in decision making on the allocation for consumption for numerous purposes; irrigation, hydropower, domestic and industrial usage, and flood control. The understanding of how reservoir inflows are affected by different climatic and hydrological conditions is crucial to enable effective water management and downstream flood control. In this research, we propose a method using a Long Short Term Memory (LSTM) Artificial Neural Network (ANN) to assist the aforesaid decision-making process. The Kotmale reservoir, which is the uppermost reservoir in the Mahaweli reservoir complex in Sri Lanka, was used as the test bed for this research. The ANN uses the runoff in the Kotmale reservoir catchment area and the effect of Sea Surface Temperatures (SST) to make a forecast for seven days ahead. Three types of ANN are tested; Multi-Layer Perceptron (MLP), Convolutional Neural Network (CNN), and LSTM. The extensive field trials and validation endeavors found that the LSTM ANN provides superior performance in the aspects of accuracy and latency.

Keywords: convolutional neural network, CNN, inflow, long short-term memory, LSTM, multi-layer perceptron, MLP, neural network

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13604 On the Fourth-Order Hybrid Beta Polynomial Kernels in Kernel Density Estimation

Authors: Benson Ade Eniola Afere

Abstract:

This paper introduces a family of fourth-order hybrid beta polynomial kernels developed for statistical analysis. The assessment of these kernels' performance centers on two critical metrics: asymptotic mean integrated squared error (AMISE) and kernel efficiency. Through the utilization of both simulated and real-world datasets, a comprehensive evaluation was conducted, facilitating a thorough comparison with conventional fourth-order polynomial kernels. The evaluation procedure encompassed the computation of AMISE and efficiency values for both the proposed hybrid kernels and the established classical kernels. The consistently observed trend was the superior performance of the hybrid kernels when compared to their classical counterparts. This trend persisted across diverse datasets, underscoring the resilience and efficacy of the hybrid approach. By leveraging these performance metrics and conducting evaluations on both simulated and real-world data, this study furnishes compelling evidence in favour of the superiority of the proposed hybrid beta polynomial kernels. The discernible enhancement in performance, as indicated by lower AMISE values and higher efficiency scores, strongly suggests that the proposed kernels offer heightened suitability for statistical analysis tasks when compared to traditional kernels.

Keywords: AMISE, efficiency, fourth-order Kernels, hybrid Kernels, Kernel density estimation

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13603 Data-Driven Analysis of Velocity Gradient Dynamics Using Neural Network

Authors: Nishant Parashar, Sawan S. Sinha, Balaji Srinivasan

Abstract:

We perform an investigation of the unclosed terms in the evolution equation of the velocity gradient tensor (VGT) in compressible decaying turbulent flow. Velocity gradients in a compressible turbulent flow field influence several important nonlinear turbulent processes like cascading and intermittency. In an attempt to understand the dynamics of the velocity gradients various researchers have tried to model the unclosed terms in the evolution equation of the VGT. The existing models proposed for these unclosed terms have limited applicability. This is mainly attributable to the complex structure of the higher order gradient terms appearing in the evolution equation of VGT. We investigate these higher order gradients using the data from direct numerical simulation (DNS) of compressible decaying isotropic turbulent flow. The gas kinetic method aided with weighted essentially non-oscillatory scheme (WENO) based flow- reconstruction is employed to generate DNS data. By applying neural-network to the DNS data, we map the structure of the unclosed higher order gradient terms in the evolution of the equation of the VGT with VGT itself. We validate our findings by performing alignment based study of the unclosed higher order gradient terms obtained using the neural network with the strain rate eigenvectors.

Keywords: compressible turbulence, neural network, velocity gradient tensor, direct numerical simulation

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13602 An Advanced Method of Minimizing Unforeseen Disruptions within a Manufacturing System: A Case Study of Amico, South Africa

Authors: Max Moleke

Abstract:

Manufacturing industries are faced with different types of problems. One of the most important role of controlling and monitoring a production process is to actually determine how to deal with unforeseen disruption when they arise. A majority of manufacturing tern to spend huge amount of money in order to meet up with their customers requirements and demand but due to instabilities within the manufacturing process, this objectives and goals are difficult to be achieved. In this research, we have developed a feedback control system that can minimize instability within the manufacturing system in order to boost the system output and productivity.

Keywords: disruption, scheduling, manufacturing, instability

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13601 Kinetics, Equilibrium and Thermodynamics of the Adsorption of Triphenyltin onto NanoSiO₂/Fly Ash/Activated Carbon Composite

Authors: Olushola S. Ayanda, Olalekan S. Fatoki, Folahan A. Adekola, Bhekumusa J. Ximba, Cecilia O. Akintayo

Abstract:

In the present study, the kinetics, equilibrium and thermodynamics of the adsorption of triphenyltin (TPT) from TPT-contaminated water onto nanoSiO2/fly ash/activated carbon composite was investigated in batch adsorption system. Equilibrium adsorption data were analyzed using Langmuir, Freundlich, Temkin and Dubinin–Radushkevich (D-R) isotherm models. Pseudo first- and second-order, Elovich and fractional power models were applied to test the kinetic data and in order to understand the mechanism of adsorption, thermodynamic parameters such as ΔG°, ΔSo and ΔH° were also calculated. The results showed a very good compliance with pseudo second-order equation while the Freundlich and D-R models fit the experiment data. Approximately 99.999 % TPT was removed from the initial concentration of 100 mg/L TPT at 80oC, contact time of 60 min, pH 8 and a stirring speed of 200 rpm. Thus, nanoSiO2/fly ash/activated carbon composite could be used as effective adsorbent for the removal of TPT from contaminated water and wastewater.

Keywords: isotherm, kinetics, nanoSiO₂/fly ash/activated carbon composite, tributyltin

Procedia PDF Downloads 293
13600 ATM Location Problem and Cash Management in ATM's

Authors: M. Erol Genevois, D. Celik, H. Z. Ulukan

Abstract:

Automated teller machines (ATMs) can be considered among one of the most important service facilities in the banking industry. The investment in ATMs and the impact on the banking industry is growing steadily in every part of the world. The banks take into consideration many factors like safety, convenience, visibility, cost in order to determine the optimum locations of ATMs. Today, ATMs are not only available in bank branches but also at retail locations. Another important factor is the cash management in ATMs. A cash demand model for every ATM is needed in order to have an efficient cash management system. This forecasting model is based on historical cash demand data which is highly related to the ATMs location. So, the location and the cash management problem should be considered together. Although the literature survey on facility location models is quite large, it is surprising that there are only few studies which handle together ATMs location and cash management problem. In order to fulfill the gap, this paper provides a general review on studies, efforts and development in ATMs location and cash management problem.

Keywords: ATM location problem, cash management problem, ATM cash replenishment problem, literature review in ATMs

Procedia PDF Downloads 480
13599 Development of Time Series Forecasting Model for Dengue Cases in Nakhon Si Thammarat, Southern Thailand

Authors: Manit Pollar

Abstract:

Identifying the dengue epidemic periods early would be helpful to take necessary actions to prevent the dengue outbreaks. Providing an accurate prediction on dengue epidemic seasons will allow sufficient time to take the necessary decisions and actions to safeguard the situation for local authorities. This study aimed to develop a forecasting model on number of dengue incidences in Nakhon Si Thammarat Province, Southern Thailand using time series analysis. We develop Seasonal Autoregressive Moving Average (SARIMA) models on the monthly data collected between 2003-2011 and validated the models using data collected between January-September 2012. The result of this study revealed that the SARIMA(1,1,0)(1,2,1)12 model closely described the trends and seasons of dengue incidence and confirmed the existence of dengue fever cases in Nakhon Si Thammarat for the years between 2003-2011. The study showed that the one-step approach for predicting dengue incidences provided significantly more accurate predictions than the twelve-step approach. The model, even if based purely on statistical data analysis, can provide a useful basis for allocation of resources for disease prevention.

Keywords: SARIMA, time series model, dengue cases, Thailand

Procedia PDF Downloads 358
13598 Smooth Second Order Nonsingular Terminal Sliding Mode Control for a 6 DOF Quadrotor UAV

Authors: V. Tabrizi, A. Vali, R. GHasemi, V. Behnamgol

Abstract:

In this article, a nonlinear model of an under actuated six degrees of freedom (6 DOF) quadrotor UAV is derived on the basis of the Newton-Euler formula. The derivation comprises determining equations of the motion of the quadrotor in three dimensions and approximating the actuation forces through the modeling of aerodynamic coefficients and electric motor dynamics. The robust nonlinear control strategy includes a smooth second order non-singular terminal sliding mode control which is applied to stabilizing this model. The control method is on the basis of super twisting algorithm for removing the chattering and producing smooth control signal. Also, nonsingular terminal sliding mode idea is used for introducing a nonlinear sliding variable that guarantees the finite time convergence in sliding phase. Simulation results show that the proposed algorithm is robust against uncertainty or disturbance and guarantees a fast and precise control signal.

Keywords: quadrotor UAV, nonsingular terminal sliding mode, second order sliding mode t, electronics, control, signal processing

Procedia PDF Downloads 440