Search results for: structural time series model (STSM)

Authors: Cristian Pauna

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Trading the financial markets is a widespread activity today. A large number of investors, companies, public of private funds are buying and selling every day in order to make profit. Algorithmic trading is the prevalent method to make the trade decisions after the electronic trading release. The orders are sent almost instantly by computers using mathematical models. This paper will present a price prediction methodology based on a multi-dimensional neural network. Using the Fisher transform, the neural network will be instructed for a low-latency auto-adaptive process in order to predict the price evolution for the next period of time. The model is designed especially for algorithmic trading and uses the real-time price series. It was found that the characteristics of the Fisher function applied at the nodes scale level can generate reliable trading signals using the neural network methodology. After real time tests it was found that this method can be applied in any timeframe to trade the financial markets. The paper will also include the steps to implement the presented methodology into an automated trading system. Real trading results will be displayed and analyzed in order to qualify the model. As conclusion, the compared results will reveal that the neural network methodology applied together with the Fisher transform at the nodes level can generate a good price prediction and can build reliable trading signals for algorithmic trading.

Keywords: algorithmic trading, automated trading systems, financial markets, high-frequency trading, neural network

Procedia PDF Downloads 157

Authors: Bernard Igoche Igoche, Olumuyiwa Matthew, Peter Bednar, Alexander Gegov

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This study presents an ontology-driven approach for knowledge discovery and validation from admission databases in Nigerian polytechnic institutions. The research aims to address the challenges of extracting meaningful insights from vast amounts of admission data and utilizing them for decision-making and process improvement. The proposed methodology combines the knowledge discovery in databases (KDD) process with a structural causal model (SCM) ontological framework. The admission database of Benue State Polytechnic Ugbokolo (Benpoly) is used as a case study. The KDD process is employed to mine and distill knowledge from the database, while the SCM ontology is designed to identify and validate the important features of the admission process. The SCM validation is performed using the conditional independence test (CIT) criteria, and an algorithm is developed to implement the validation process. The identified features are then used for machine learning (ML) modeling and prediction of admission status. The results demonstrate the adequacy of the SCM ontological framework in representing the admission process and the high predictive accuracies achieved by the ML models, with k-nearest neighbors (KNN) and support vector machine (SVM) achieving 92% accuracy. The study concludes that the proposed ontology-driven approach contributes to the advancement of educational data mining and provides a foundation for future research in this domain.

Keywords: admission databases, educational data mining, machine learning, ontology-driven knowledge discovery, polytechnic education, structural causal model

Procedia PDF Downloads 57

Authors: Craig Mahlasi

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The Subtropical Thicket Biome has been in peril of transformation. Estimates indicate that as much as 63% of the Subtropical Thicket Biome is severely degraded. Agricultural expansion is the main driver of transformation. While several studies have sought to document and map the long term transformations, there is a lack of information on disturbance events that allow for timely intervention by authorities. Furthermore, tools that seek to perform continuous land cover change detection are often developed for forests and thus tend to perform poorly in thicket ecosystems. This study investigates the utility of Earth Observation data for continuous land cover change detection in Subtropical Thicket ecosystems. Temporal Neural Networks are implemented on a time series of Sentinel-2 observations. The model obtained 0.93 accuracy, a recall score of 0.93, and a precision score of 0.91 in detecting Thicket disturbances. The study demonstrates the potential of continuous land cover change in Subtropical Thicket ecosystems.

Keywords: remote sensing, land cover change detection, subtropical thickets, near-real time

Procedia PDF Downloads 157

Authors: Geraldine Giraldo

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In the research of advanced materials, ceramics based on KNN are an important topic, especially for multifunctional applications. In this work, the physical, structural, and microstructural properties of the (KNN-CaLi-xSm) system were analyzed by varying the concentration of samarium, which was prepared using the conventional solid-state reaction method by mixing oxides. It was found that the increase in Sm+3 concentration led to higher porosity in the sample and, consequently, a decrease in density, which is attributed to the structural vacancies at the A-sites of the perovskite-type structure of the ceramic system. In the structural analysis, a coexistence of Tetragonal (T) and Orthorhombic (O) phases were observed at different rare-earth ion contents, with a higher content of the T phase at xSm=0.010. Furthermore, the structural changes in the calcined powders at different temperatures were studied using the results of DTA-TG, which allowed for the analysis of the system's composition. It was found that the lowest total decomposition temperature occurred when xSm=0.010 at 770°C.

Keywords: perovskite, piezoelectric, multifunctional, Structure, ceramic

Procedia PDF Downloads 65

Authors: Eric Pla Erra, Mariana Jimenez Martinez

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While aggregated loads at a community level tend to be easier to predict, individual household load forecasting present more challenges with higher volatility and uncertainty. Furthermore, the drastic changes that our behavior patterns have suffered due to the COVID-19 pandemic have modified our daily electrical consumption curves and, therefore, further complicated the forecasting methods used to predict short-term electric load. Load forecasting is vital for the smooth and optimized planning and operation of our electric grids, but it also plays a crucial role for individual domestic consumers that rely on a HEMS (Home Energy Management Systems) to optimize their energy usage through self-generation, storage, or smart appliances management. An accurate forecasting leads to higher energy savings and overall energy efficiency of the household when paired with a proper HEMS. In order to study how COVID-19 has affected the accuracy of forecasting methods, an evaluation of the performance of a state-of-the-art LGBM (Light Gradient Boosting Model) will be conducted during the transition between pre-pandemic and lockdowns periods, considering day-ahead electric load forecasting. LGBM improves the capabilities of standard Decision Tree models in both speed and reduction of memory consumption, but it still offers a high accuracy. Even though LGBM has complex non-linear modelling capabilities, it has proven to be a competitive method under challenging forecasting scenarios such as short series, heterogeneous series, or data patterns with minimal prior knowledge. An adaptation of the LGBM model – called “resilient LGBM” – will be also tested, incorporating a concept drift detection technique for time series analysis, with the purpose to evaluate its capabilities to improve the model’s accuracy during extreme events such as COVID-19 lockdowns. The results for the LGBM and resilient LGBM will be compared using standard RMSE (Root Mean Squared Error) as the main performance metric. The models’ performance will be evaluated over a set of real households’ hourly electricity consumption data measured before and during the COVID-19 pandemic. All households are located in the city of Barcelona, Spain, and present different consumption profiles. This study is carried out under the ComMit-20 project, financed by AGAUR (Agència de Gestiód’AjutsUniversitaris), which aims to determine the short and long-term impacts of the COVID-19 pandemic on building energy consumption, incrementing the resilience of electrical systems through the use of tools such as HEMS and artificial intelligence.

Keywords: concept drift, forecasting, home energy management system (HEMS), light gradient boosting model (LGBM)

Procedia PDF Downloads 102

Authors: Yemane Hailu Fissuh, Zhongzhan Zhang

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An estimating equation technique is an alternative method of the widely used maximum likelihood methods, which enables us to ease some complexity due to the complex characteristics of time-varying covariates. In the situations, when both the time-varying covariates and left-truncation are considered in the model, the maximum likelihood estimation procedures become much more burdensome and complex. To ease the complexity, in this study, the modified estimating equations those have been given high attention and considerations in many researchers under semiparametric transformation model was proposed. The purpose of this article was to develop the modified estimating equation under flexible and general class of semiparametric transformation models for left-truncated and right censored survival data with time-varying covariates. Besides the commonly applied Cox proportional hazards model, such kind of problems can be also analyzed with a general class of semiparametric transformation models to estimate the effect of treatment given possibly time-varying covariates on the survival time. The consistency and asymptotic properties of the estimators were intuitively derived via the expectation-maximization (EM) algorithm. The characteristics of the estimators in the finite sample performance for the proposed model were illustrated via simulation studies and Stanford heart transplant real data examples. To sum up the study, the bias for covariates has been adjusted by estimating density function for the truncation time variable. Then the effect of possibly time-varying covariates was evaluated in some special semiparametric transformation models.

Keywords: EM algorithm, estimating equation, semiparametric transformation models, time-to-event outcomes, time varying covariate

Procedia PDF Downloads 150

Authors: Himanshu Chandrakar, Krishnapriya S., Rama Komaragiri, Suja K. J.

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Micro coils are significant components for micro magnetic sensors and actuators especially in biomedical devices. Non-spiral planar microcoils of square, hexagonal and octagonal shapes are introduced for the first time in this paper. Comparison between different planar spiral and non-spiral coils are also discussed. The fabrication advantages and low power dissipation of non-spiral structures make them a strong alternative for conventional spiral planar coils. Series resistance of non-spiral coil is lesser than that of spiral coils though magnetic field is slightly lesser for non-spiral coils. Comparison of different planar microcoils shows that the proposed square non-spiral coil gives better performance than other structures.

Keywords: non-spiral planar microcoil, power dissipation, series resistance, spiral

Procedia PDF Downloads 163

Authors: Wieslaw Marszalek, Zdzislaw Trzaska

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Interesting properties of various one-period loops of singularly perturbed memristive circuits with mixed-mode oscillations (MMOs) are analyzed in this paper. The analysis is mixed, both analytical and numerical and focused on the properties of pinched hysteresis of the memristive element and other one-period loops formed by pairs of time-series solutions for various circuits' variables. The memristive element is the only nonlinear element in the two circuits. A theorem on periods of mixed-mode oscillations of the circuits is formulated and proved. Replacements of memristors by parallel G-C or series R-L circuits for a MMO response with equivalent RMS values is also discussed.

Keywords: mixed-mode oscillations, memristive circuits, pinched hysteresis, one-period loops, singularly perturbed circuits

Procedia PDF Downloads 468

Authors: Azin Shakibabarough, Mojtaba Valinejadshoubi, Ashutosh Bagchi

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Catastrophic bridge failure happens due to the lack of inspection, lack of design and extreme events like flooding, an earthquake. Bridge Management System (BMS) is utilized to diminish such an accident with proper design and frequent inspection. Visual inspection cannot detect any subsurface defects, so using Non-Destructive Evaluation (NDE) techniques remove these barriers as far as possible. Among all NDE techniques, Ground Penetrating Radar (GPR) has been proved as a highly effective device for detecting internal defects in a reinforced concrete bridge deck. GPR is used for detecting rebar location and rebar corrosion in the reinforced concrete deck. GPR profile is composed of hyperbola series in which sound hyperbola denotes sound rebar and blur hyperbola or signal attenuation shows corroded rebar. Interpretation of GPR images is implemented by numerical analysis or visualization. Researchers recently found that interpretation through visualization is more precise than interpretation through numerical analysis, but visualization is time-consuming and a highly subjective process. Automating the interpretation of GPR image through visualization can solve these problems. After interpretation of all scans of a bridge, condition assessment is conducted based on the generated corrosion map. However, this such a condition assessment is not objective and precise. Condition assessment based on structural integrity and strength parameters can make it more objective and precise. The main purpose of this study is to present an automated interpretation method of a reinforced concrete bridge deck through a visualization technique. In the end, the combined analysis of the structural condition in a bridge is implemented.

Keywords: bridge condition assessment, ground penetrating radar, GPR, NDE techniques, visualization

Procedia PDF Downloads 143

Authors: Junwon Seo, Bipin Adhikari, Euiseok Jeong

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This paper is intended to evaluate the structural performance of welded electronic road signs under various damage scenarios (DSs) using a finite element (FE) model calibrated with full-scale ultimate load testing results. The tested electronic road sign specimen was built with a back skin made of 5052 aluminum and two channels and a frame made of 6061 aluminum, where the back skin was connected to the frame by welding. The size of the tested specimen was 1.52 m long, 1.43 m wide, and 0.28 m deep. An actuator applied vertical loads at the center of the back skin of the specimen, resulting in a displacement of 158.7 mm and an ultimate load of 153.46 kN. Using these testing data, generation and calibration of a FE model of the tested specimen were executed in ABAQUS, indicating that the difference in the ultimate load between the calibrated model simulation and full-scale testing was only 3.32%. Then, six different DSs were simulated where the areas of the welded connection in the calibrated model were diminished for the DSs. It was found that the corners at the back skin-frame joint were prone to connection failure for all the DSs, and failure of the back skin-frame connection occurred remarkably from the distant edges.

Keywords: computational analysis, damage scenarios, electronic road signs, finite element, welded connections

Procedia PDF Downloads 89

Authors: Gokhan Erkal, Gulsen Aydin, Muge Yuce, Lokman Sahin

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This study aims to analyze the impacts of involving in mediation of conflicts in the Middle East from the perspective of the economic growth of the mediators. The Middle East is a highly volatile region of the world with rampant crises whose affects spill beyond its borders. Therefore, management and resolution of the conflicts in the region are of great significance. Mediation is an instrument used for abating violence and settling dispute. The recourse to mediation has grown to an important degree in recent years. However, for mediators, it is a daunting task to involve in the mediation of the deadlocks in the Middle East. This study tries to shed light on the positive correlation between economic growth of the mediator and the successful outcome of the mediation process to provide motivation for mediators. To this end, first, it briefly introduces the conflicts ongoing in the region and their negative impacts. Second, the methodology, time series analysis, and the data to be used, International Crisis Behavior Project Data, are presented. Third, the empirical test is carried out and the findings are evaluated. The conclusion highlights the benefits of successful mediation for the economic growth of the mediators of Middle Eastern crises.

Keywords: international crises, mediation, Middle East, times series analysis

Procedia PDF Downloads 174

Authors: Dila Ram Bhandari

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Throughout the 20th century, new governments were created where identities such as ethnic, religious, linguistic, caste, communal, tribal, and others played a part in the development of constitutions and the legal system of victim and criminal justice. Acute issues with extremism, poverty, environmental degradation, cybercrimes, human rights violations, crime against, and victimization of both individuals and groups have recently plagued South Asian nations. Everyday massive number of crimes are steadfast, these frequent crimes have made the lives of common citizens restless. Crimes are one of the major threats to society and also for civilization. Crime is a bone of contention that can create a societal disturbance. The old-style crime solving practices are unable to live up to the requirement of existing crime situations. Crime analysis is one of the most important activities of the majority of intelligent and law enforcement organizations all over the world. The South Asia region lacks such a regional coordination mechanism, unlike central Asia of Asia Pacific regions, to facilitate criminal intelligence sharing and operational coordination related to organized crime, including illicit drug trafficking and money laundering. There have been numerous conversations in recent years about using data mining technology to combat crime and terrorism. The Data Detective program from Sentient as a software company, uses data mining techniques to support the police (Sentient, 2017). The goals of this internship are to test out several predictive model solutions and choose the most effective and promising one. First, extensive literature reviews on data mining, crime analysis, and crime data mining were conducted. Sentient offered a 7-year archive of crime statistics that were daily aggregated to produce a univariate dataset. Moreover, a daily incidence type aggregation was performed to produce a multivariate dataset. Each solution's forecast period lasted seven days. Statistical models and neural network models were the two main groups into which the experiments were split. For the crime data, neural networks fared better than statistical models. This study gives a general review of the applied statistics and neural network models. A detailed image of each model's performance on the available data and generalizability is provided by a comparative analysis of all the models on a comparable dataset. Obviously, the studies demonstrated that, in comparison to other models, Gated Recurrent Units (GRU) produced greater prediction. The crime records of 2005-2019 which was collected from Nepal Police headquarter and analysed by R programming. In conclusion, gated recurrent unit implementation could give benefit to police in predicting crime. Hence, time series analysis using GRU could be a prospective additional feature in Data Detective.

Keywords: time series analysis, forecasting, ARIMA, machine learning

Procedia PDF Downloads 163

Authors: Konstantinos G. Kostinakis, Manthos K. Papadopoulos, Asimina M. Athanatopoulou

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An important area of research in seismic risk analysis is the evaluation of expected seismic damage of structures under a specific earthquake ground motion. Several conventional intensity measures of ground motion have been used to estimate their damage potential to structures. Yet, none of them was proved to be able to predict adequately the seismic damage of any structural system. Therefore, alternative advanced intensity measures which take into account not only ground motion characteristics but also structural information have been proposed. The adequacy of a number of advanced earthquake intensity measures in prediction of structural damage of 3D R/C buildings under seismic excitation which attacks the building with arbitrary incident angle is investigated in the present paper. To achieve this purpose, a symmetric in plan and an asymmetric 5-story R/C building are studied. The two buildings are subjected to 20 bidirectional earthquake ground motions. The two horizontal accelerograms of each ground motion are applied along horizontal orthogonal axes forming 72 different angles with the structural axes. The response is computed by non-linear time history analysis. The structural damage is expressed in terms of the maximum interstory drift as well as the overall structural damage index. The values of the aforementioned seismic damage measures determined for incident angle 0° as well as their maximum values over all seismic incident angles are correlated with 9 structure-specific ground motion intensity measures. The research identified certain intensity measures which exhibited strong correlation with the seismic damage of the two buildings. However, their adequacy for estimation of the structural damage depends on the response parameter adopted. Furthermore, it was confirmed that the widely used spectral acceleration at the fundamental period of the structure is a good indicator of the expected earthquake damage level.

Keywords: damage indices, non-linear response, seismic excitation angle, structure-specific intensity measures

Procedia PDF Downloads 490

Authors: Tatiana Tunon, Gottfried Pestal

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Government agencies responsible for the management of fisheries resources publish many types of grey literature, and these materials are increasingly accessible to the public on agency websites. However, scope and quality vary considerably, and end-users need meta-data about the report series when deciding whether to use the information (e.g. apply the methods, include the results in a systematic review), or when prioritizing materials for archiving (e.g. library holdings, reference databases). A proposed taxonomy for these report series was developed based on a review of 41 report series from 6 government agencies in 4 countries (Canada, New Zealand, Scotland, and United States). Each report series was categorized according to multiple criteria describing peer-review process, content, and purpose. A robust classification tree was then fitted to these descriptions, and the resulting taxonomic groups were used to compare agency output from 4 countries using reports available in their online repositories.

Keywords: classification tree, fisheries, government, grey literature

Procedia PDF Downloads 278

Authors: Chien-Wei Hung, Fu-Hau Hsu, Chuan-Sheng Wang, Chia-Hao Lee

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Nowadays, the abuse of keyloggers is one of the most widespread approaches to steal sensitive information. In this paper, we propose an On-Screen Prompts Approach to Keyloggers (OSPAK) and its analysis, which is installed in public computers. OSPAK utilizes a canvas to cue users when their keystrokes are going to be logged or ignored by OSPAK. This approach can protect computers against recoding sensitive inputs, which obfuscates keyloggers with letters inserted among users' keystrokes. It adds a canvas below each password field in a webpage and consists of three parts: two background areas, a hit area and a moving foreground object. Letters at different valid time intervals are combined in accordance with their time interval orders, and valid time intervals are interleaved with invalid time intervals. It utilizes animation to visualize valid time intervals and invalid time intervals, which can be integrated in a webpage as a browser extension. We have tested it against a series of known keyloggers and also performed a study with 95 users to evaluate how easily the tool is used. Experimental results made by volunteers show that OSPAK is a simple approach.

Keywords: authentication, computer security, keylogger, privacy, information leakage

Procedia PDF Downloads 117

Authors: Heungsu Lee, Youngseok Kim, Jonghwa Yi, Chul Park

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A landing pier is subjected to safety assessment by visual inspection and design data, but it is difficult to check the damage in real-time. In this study, real - time damage detection and safety evaluation methods were studied. As a result of structural analysis of the arbitrary landing pier structure, the inflection point of deformation and moment occurred at 10%, 50%, and 90% of pile length. The critical value of Fiber Bragg Grating (FBG) sensor was set according to the safety factor, and the FBG sensor application method for real - time safety evaluation was derived.

Keywords: FBG sensor, harbor structure, maintenance, safety evaluation system

Procedia PDF Downloads 210

Authors: J. I. Aguwa, S. Sadiku, M. Abdullahi

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This study examined the structural reliability of the Nigerian grown Opepe timber as bridge beam material. The strength of a particular specie of timber depends so much on some factors such as soil and environment in which it is grown. The steps involved are collection of the Opepe timber samples, seasoning/preparation of the test specimens, determination of the strength properties/statistical analysis, development of a computer programme in FORTRAN language and finally structural reliability analysis using FORM 5 software. The result revealed that the Nigerian grown Opepe is a reliable and durable structural bridge beam material for span of 5000mm, depth of 400mm, breadth of 250mm and end bearing length of 150mm. The probabilities of failure in bending parallel to the grain, compression perpendicular to the grain, shear parallel to the grain and deflection are 1.61 x 10^-7, 1.43 x 10^-8, 1.93 x 10^-4 and 1.51 x 10^-15 respectively. The paper recommends establishment of Opepe plantation in various Local Government Areas in Nigeria for structural applications such as in bridges, railway sleepers, generation of income to the nation as well as creating employment for the numerous unemployed youths.

Keywords: bending and deflection, bridge beam, compression, Nigerian Opepe, shear, structural reliability

Procedia PDF Downloads 460

Authors: Shruti Motiwale, Xianlin Zhou, Reuben H. Kraft

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Military and sports personnel are often required to wear heavy helmets for extended periods of time. This leads to excessive cyclic loads on the neck and an increased chance of injury. Computational models offer one approach to understand and predict the time progression of disc degeneration under severe cyclic loading. In this paper, we have applied an analytic non-linear damage evolution model to estimate damage evolution in an intervertebral disc due to cyclic loads over decade-long time periods. We have also proposed a novel strategy for inclusion of recovery in the damage model. Our results show that damage only grows 20% in the initial 75% of the life, growing exponentially in the remaining 25% life. The analysis also shows that it is crucial to include recovery in a damage model.

Keywords: cervical spine, computational biomechanics, damage evolution, intervertebral disc, continuum damage mechanics

Procedia PDF Downloads 566

Authors: Gamze Ozel, Selen Cakmakyapan

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We introduce a new model called the Marshall-Olkin Rayleigh distribution which extends the Rayleigh distribution using Marshall-Olkin transformation and has increasing and decreasing shapes for the hazard rate function. Various structural properties of the new distribution are derived including explicit expressions for the moments, generating and quantile function, some entropy measures, and order statistics are presented. The model parameters are estimated by the method of maximum likelihood and the observed information matrix is determined. The potentiality of the new model is illustrated by means of real life data set.

Keywords: Marshall-Olkin distribution, Rayleigh distribution, estimation, maximum likelihood

Procedia PDF Downloads 498

Authors: Hui Hsin Huang

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The downstream manufactures will order their materials from different upstream suppliers to maintain a certain level of the demand. This paper proposes a bivariate model to portray this phenomenon of material demand. We use empirical data to estimate the parameters of model and evaluate the RMSD of model calibration. The results show that the model has better fitness.

Keywords: recency, ordering time, materials demand quantity, multi-source ordering

Procedia PDF Downloads 530

Authors: Mohammad Kargar Shouraki, Naji Yazdi, Mohsen Emami

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The environmental and social challenges have caused the organizations to put further attention and emphasis on sustainable growth and developing strategies for sustainability. Since human is both the target of development and the agent of development at the same time, one of the most important factors in the development of the sustainability strategy in organizations is the human factor. In addition, organizations have been facing the new challenge of digital transformation which impacts the human factor, meanwhile, undeniably, the human factor contributes to such transformation. Therefore, organizations are facing the challenge of digital human resource management (HRM). Thus, the present study aims to investigate how an HRM model should be so that it not only can help the consideration and of the business sustainability requirements but also can make the highest and the most appropriate positive, not destructive, utilization of the digital transformations. Furthermore, the success of the HRM regarding the two sustainability and digital transformation challenges requires dynamic human competencies, which are addressed as digital/sustainable human dynamic capabilities in this paper. The present study is conducted using a hybrid methodology consisting of the qualitative methods of meta-synthesis and content analysis and the quantitative method of interpretive-structural model (ISM). Finally, a rotatory model, including 3 approaches, 3 perspectives, and 9 dimensions, is presented.

Keywords: sustainable human resource management, digital human resource management, digital/sustainable human dynamic capabilities, talent management

Procedia PDF Downloads 113

Authors: Evelyn Nwamaka Ogbeide-Osaretin, Bright Orhewere

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This study examined the role of the population in the linkage between energy consumption and economic development in Nigeria. Time series data on energy consumption, population, and economic development were used for the period 1995 to 2020. The Autoregressive Distributed Lag -Error Correction Model (ARDL-ECM) was engaged. Economic development had a negative substantial impact on energy consumption in the long run. Population growth had a positive significant effect on energy consumption. Government expenditure was also found to impact the level of energy consumption, while energy consumption is not a function of oil price in Nigeria.

Keywords: dynamic analysis, energy consumption, population, economic development, Nigeria

Procedia PDF Downloads 174

Authors: Mohammad Irfan

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The purpose of this paper is to investigate the relationship among the key macroeconomic variables and Islamic stock market in India. This study is based on the time series data of financial years 2009-2015 to explore the consistency of relationship between macroeconomic variables and Shariah Indices. The ADF (Augmented Dickey–Fuller Test Statistic) and PP (Phillips–Perron Test Statistic) tests are employed to check stationarity of the data. The study depicts the long run relationship between Shariah indices and macroeconomic variables by using the Johansen Co-integration test. BSE Shariah and Nifty Shariah have uni-direct Granger causality. The outcome of VECM is significantly confirming the applicability of best fitted model. Thus, Islamic stock indices are proficiently working for the development of Indian economy. It suggests that by keeping eyes on Islamic stock market which will be more interactive in the future with other macroeconomic variables.

Keywords: Indian Shariah Indices, macroeconomic variables, co-integration, Granger causality, vector error correction model (VECM)

Procedia PDF Downloads 277

Authors: Isidro Perez, Maryam Nazari

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Numerous earthquakes, which have taken place across the world, led to catastrophic damage and collapse of structures (e.g., 1971 San Fernando; 1995 Kobe-Japan; and 2010 Chile earthquakes). Engineers are constantly studying methods to moderate the effect this phenomenon has on structures to further reduce damage, costs, and ultimately to provide life safety to occupants. However, there are regions where structures, cities, or water reservoirs are built near fault lines. When an earthquake occurs near the fault lines, they can be categorized as near-field earthquakes. In contrary, a far-field earthquake occurs when the region is further away from the seismic source. A near-field earthquake generally has a higher initial peak resulting in a larger seismic response, when compared to a far-field earthquake ground motion. These larger responses may result in serious consequences in terms of structural damage which can result in a high risk for the public’s safety. Unfortunately, the response of structures subjected to near-field records are not properly reflected in the current building design specifications. For example, in ASCE 7-10, the design response spectrum is mostly based on the far-field design-level earthquakes. This may result in the catastrophic damage of structures that are not properly designed for near-field earthquakes. This research investigates the knowledge that the effect of near-field earthquakes has on the response of structures. To fully examine this topic, a structure was designed following the current seismic building design specifications, e.g. ASCE 7-10 and ACI 318-14, being analytically modeled, utilizing the SAP2000 software. Next, utilizing the FEMA P695 report, several near-field and far-field earthquakes were selected, and the near-field earthquake records were scaled to represent the design-level ground motions. Upon doing this, the prototype structural model, created using SAP2000, was subjected to the scaled ground motions. A Linear Time History Analysis and Pushover analysis were conducted on SAP2000 for evaluation of the structural seismic responses. On average, the structure experienced an 8% and 1% increase in story drift and absolute acceleration, respectively, when subjected to the near-field earthquake ground motions. The pushover analysis was ran to find and aid in properly defining the hinge formation in the structure when conducting the nonlinear time history analysis. A near-field ground motion is characterized by a high-energy pulse, making it unique to other earthquake ground motions. Therefore, pulse extraction methods were used in this research to estimate the maximum response of structures subjected to near-field motions. The results will be utilized in the generation of a design spectrum for the estimation of design forces for buildings subjected to NF ground motions.

Keywords: near-field, pulse, pushover, time-history

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Authors: Maha Almumaiz, Harry Evdorides

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Change in land value typically occurs when a new interurban road construction causes an increase in accessibility; this change in the adjacent lands values differs according to land characteristics such as geographic location, land use type, land area and sale time (appraisal time). A multiple regression model is obtained to predict the percent change in land value (CLV) based on four independent variables namely land distance from the constructed road, area of land, nature of land use and time from the works completion of the road. The random values of percent change in land value were generated using Microsoft Excel with a range of up to 35%. The trend of change in land value with the four independent variables was determined from the literature references. The statistical analysis and model building process has been made by using the IBM SPSS V23 software. The Regression model suggests, for lands that are located within 3 miles as the straight distance from the road, the percent CLV is between (0-35%) which is depending on many factors including distance from the constructed road, land use, land area and time from works completion of the new road.

Keywords: interurban road, land use types, new road construction, percent CLV, regression model

Procedia PDF Downloads 264

Authors: Igwenagu Chinelo Mercy

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This study is on the concept of Neurostatistics in relation to neuroscience. Neuroscience also known as neurobiology is the scientific study of the nervous system. In the study of neuroscience, it has been noted that brain function and its relations to the process of acquiring knowledge and behaviour can be better explained by the use of various interrelated methods. The scope of neuroscience has broadened over time to include different approaches used to study the nervous system at different scales. On the other hand, Neurostatistics based on this study is viewed as a statistical concept that uses similar techniques of neuron mechanisms to solve some problems especially in the field of life science. This study is imperative in this era of Artificial intelligence/Machine leaning in the sense that clear understanding of the technique and its proper application could assist in solving some medical disorder that are mainly associated with the nervous system. This will also help in layman’s understanding of the technique of the nervous system in order to overcome some of the health challenges associated with it. For this concept to be well understood, an illustrative example using a brain associated disorder was used for demonstration. Structural equation modelling was adopted in the analysis. The results clearly show the link between the techniques of statistical model and nervous system. Hence, based on this study, the appropriateness of Neurostatistics application in relation to neuroscience could be based on the understanding of the behavioural pattern of both concepts.

Keywords: brain, neurons, neuroscience, neurostatistics, structural equation modeling

Procedia PDF Downloads 69

Authors: Mohamed M. El Gendy, Ibrahim A. El Arabi, Rafeek W. Abdel-Missih, Omar A. Kandil

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Nonlinear analysis is one of the most important design and safety tools in structural engineering. Based on the finite-element method, a geometrical and material nonlinear analysis of large span reinforced concrete arches is carried out considering soil-structure interaction. The concrete section details and reinforcement distribution are taken into account. The behavior of soil is considered via Winkler's and continuum models. A computer program (NARC II) is specially developed in order to follow the structural behavior of large span reinforced concrete arches up to failure. The results obtained by the proposed model are compared with available literature for verification. This work confirmed that the geometrical and material nonlinearities, as well as soil structure interaction, have considerable influence on the structural response of reinforced concrete arches.

Keywords: nonlinear analysis, reinforced concrete arched structure, soil-structure interaction, geotechnical engineering

Procedia PDF Downloads 434

Authors: Nicholas Milburn, Yu Liang, Dalei Wu

Abstract:

Athlete performance scoring within the climbing do-main presents interesting challenges as the sport does not have an objective way to assign skill. Assessing skill levels within any sport is valuable as it can be used to mark progress while training, and it can help an athlete choose appropriate climbs to attempt. Machine learning-based methods are popular for complex problems like this. The dataset available was composed of dynamic force data recorded during climbing; however, this dataset came with challenges such as data scarcity, imbalance, and it was temporally heterogeneous. Investigated solutions to these challenges include data augmentation, temporal normalization, conversion of time series to the spectral domain, and cross validation strategies. The investigated solutions to the classification problem included light weight machine classifiers KNN and SVM as well as the deep learning with CNN. The best performing model had an 80% accuracy. In conclusion, there seems to be enough information within climbing force data to accurately categorize climbers by skill.

Keywords: classification, climbing, data imbalance, data scarcity, machine learning, time sequence

Procedia PDF Downloads 139

Authors: Yixin Zhu, Lishengsa Yue, Jian Sun, Lanyue Tang

Abstract:

Modeling driving distraction in microscopic traffic simulation is crucial for enhancing simulation accuracy. Current driving distraction models are mainly derived from physical motion constraints under distracted states, in which distraction-related error terms are added to existing microscopic driver models. However, the model accuracy is not very satisfying, due to a lack of modeling the cognitive mechanism underlying the distraction. This study models driving distraction based on the Queueing Network Human Processor model (QN-MHP). This study utilizes the queuing structure of the model to perform task invocation and switching for distracted operation and control of the vehicle under driver distraction. Based on the assumption of the QN-MHP model about the cognitive sub-network, server F is a structural bottleneck. The latter information must wait for the previous information to leave server F before it can be processed in server F. Therefore, the waiting time for task switching needs to be calculated. Since the QN-MHP model has different information processing paths for auditory information and visual information, this study divides driving distraction into two types: auditory distraction and visual distraction. For visual distraction, both the visual distraction task and the driving task need to go through the visual perception sub-network, and the stimuli of the two are asynchronous, which is called stimulus on asynchrony (SOA), so when calculating the waiting time for switching tasks, it is necessary to consider it. In the case of auditory distraction, the auditory distraction task and the driving task do not need to compete for the server resources of the perceptual sub-network, and their stimuli can be synchronized without considering the time difference in receiving the stimuli. According to the Theory of Planned Behavior for drivers (TPB), this study uses risk entropy as the decision criterion for driver task switching. A logistic regression model is used with risk entropy as the independent variable to determine whether the driver performs a distraction task, to explain the relationship between perceived risk and distraction. Furthermore, to model a driver’s perception characteristics, a neurophysiological model of visual distraction tasks is incorporated into the QN-MHP, and executes the classical Intelligent Driver Model. The proposed driving distraction model integrates the psychological cognitive process of a driver with the physical motion characteristics, resulting in both high accuracy and interpretability. This paper uses 773 segments of distracted car-following in Shanghai Naturalistic Driving Study data (SH-NDS) to classify the patterns of distracted behavior on different road facilities and obtains three types of distraction patterns: numbness, delay, and aggressiveness. The model was calibrated and verified by simulation. The results indicate that the model can effectively simulate the distracted car-following behavior of different patterns on various roadway facilities, and its performance is better than the traditional IDM model with distraction-related error terms. The proposed model overcomes the limitations of physical-constraints-based models in replicating dangerous driving behaviors, and internal characteristics of an individual. Moreover, the model is demonstrated to effectively generate more dangerous distracted driving scenarios, which can be used to construct high-value automated driving test scenarios.

Keywords: computational cognitive model, driving distraction, microscopic traffic simulation, psychological-physical constraints

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Authors: Sherry Ann Ganase, Sandra Sookram

Abstract:

This study examines adaptation measures and factors that influence adaptation decisions in Bequia by using multiple linear regression and a structural equation model. Using survey data, the results suggest that households are knowledgeable and concerned about climate change but lack knowledge about the measures needed to adapt. The findings from the SEM suggest that a positive relationship exist between vulnerability and adaptation, vulnerability and perception, along with a negative relationship between perception and adaptation. This suggests that being aware of the terms associated with climate change and knowledge about climate change is insufficient for implementing adaptation measures; instead the risk and importance placed on climate change, vulnerability experienced with household flooding, drainage and expected threat of future sea level are the main factors that influence the adaptation decision. The results obtained in this study are beneficial to all as adaptation requires a collective effort by stakeholders.

Keywords: adaptation, Bequia, multiple linear regression, structural equation model

Procedia PDF Downloads 460