Search results for: reduced order models

Authors: Thi Thao Ninh, Yuri Trusov, José Ramón Botella

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Heterotrimeric G proteins, comprised of three subunits, α, β and γ, are involved in signal transduction pathways that mediate a vast number of processes across the eukaryotic kingdom. 23 Gα subunits are present in humans whereas most plant genomes encode for only one canonical Gα. The disparity observed between Arabidopsis, rice, and maize Gα-deficient mutant phenotypes suggest that Gα functions have diversified between eudicots and monocots during evolution. Alternatively, since the only Gα mutations available in dicots have been produced in Arabidopsis, the possibility exists that this species might be an exception to the rule. In order to test this hypothesis, we studied the G protein α subunit (TGA1) in tomato. Four tga1 knockout lines were generated in tomato cultivar Moneymaker using CRISPR/Cas9. The tga1 mutants exhibit a number of auxin-related phenotypes including changes in leaf shape, reduced plant height, fruit size and number of seeds per fruit. In addition, tga1 mutants have increased sensitivity to abscisic acid during seed germination, reduced sensitivity to exogenous auxin during adventitious root formation from cotyledons and excised hypocotyl explants. Our results suggest that Gα mutant phenotypes in tomato are very similar to those observed in monocots, i.e. rice and maize, and cast doubts about the validity of using Arabidopsis as a model system for plant G protein studies.

Keywords: auxin-related phenotypes, CRISPR/Cas9, G protein α subunit, heterotrimeric G proteins, tomato

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Authors: Subodh Chandra Shakya, Rajendra Sapkota, Aakash Tamang, Shushant Pudasaini, Sujan Adhikari, Sajjan Adhikari

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Lots of efforts have been made in order to measure the semantic similarity between the text corpora in the documents. Techniques have been evolved to measure the similarity of two documents. One such state-of-art technique in the field of Natural Language Processing (NLP) is word to vector models, which converts the words into their word-embedding and measures the similarity between the vectors. We found this to be quite useful for the task of resume ranking. So, this research paper is the implementation of the word2vec model along with other Natural Language Processing techniques in order to rank the resumes for the particular job description so as to automate the process of hiring. The research paper proposes the system and the findings that were made during the process of building the system.

Keywords: chunking, document similarity, information extraction, natural language processing, word2vec, word embedding

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Authors: Snezhana G. Gocheva-Ilieva, Maya P. Stoimenova

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Ambient air pollution with fine particulate matter (PM10) is a systematic permanent problem in many countries around the world. The accumulation of a large number of measurements of both the PM10 concentrations and the accompanying atmospheric factors allow for their statistical modeling to detect dependencies and forecast future pollution. This study applies the classification and regression trees (CART) method for building and analyzing PM10 models. In the empirical study, average daily air data for the city of Pleven, Bulgaria for a period of 5 years are used. Predictors in the models are seven meteorological variables, time variables, as well as lagged PM10 variables and some lagged meteorological variables, delayed by 1 or 2 days with respect to the initial time series, respectively. The degree of influence of the predictors in the models is determined. The selected best CART models are used to forecast future PM10 concentrations for two days ahead after the last date in the modeling procedure and show very accurate results.

Keywords: cross-validation, decision tree, lagged variables, short-term forecasting

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Authors: Nikolaos Konstantopoulos, Aristeidis Samitas, Vasileiou Evangelos

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The purpose of this study is to examine if the financial trends influence not only the stock markets’ returns, but also their anomalies. We choose to study the day of the week effect (DOW) for the Greek stock market during the Euro period (2002-12), because during the specific period there are not significant structural changes and there are long term financial trends. Moreover, in order to avoid possible methodological counterarguments that usually arise in the literature, we apply several linear (OLS) and nonlinear (GARCH family) models to our sample until we reach to the conclusion that the TGARCH model fits better to our sample than any other. Our results suggest that in the Greek stock market there is a long term predisposition for positive/negative returns depending on the weekday. However, the statistical significance is influenced from the financial trend. This influence may be the reason why there are conflict findings in the literature through the time. Finally, we combine the DOW’s empirical findings from 1985-2012 and we may assume that in the Greek case there is a tendency for long lived turn of the week effect.

Keywords: day of the week effect, GARCH family models, Athens stock exchange, economic growth, crisis

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Authors: R. Burahee, B. Chassinat, T. de Laclos, A. Dépée, A. Sastim

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The purpose of this paper is to propose a solution to detect, predict and reconstitute rain drops in real time – during the night – using an embedded material with an infrared camera. To prevent the system from needing too high hardware resources, simple models are considered in a powerful image treatment algorithm reducing considerably calculation time in OpenCV software. Using a smart model – drops will be matched thanks to a process running through two consecutive pictures for implementing a sophisticated tracking system. With this system drops computed trajectory gives information for predicting their future location. Thanks to this technique, treatment part can be reduced. The hardware system composed by a Raspberry Pi is optimized to host efficiently this code for real time execution.

Keywords: reconstitution, prediction, detection, rain drop, real time, raspberry, infrared

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Authors: Jessica Lopez Espejel, Mahaman Sanoussi Yahaya Alassan, Walid Dahhane, El Hassane Ettifouri

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Pretrained transformer-based models have shown high performance in natural language generation tasks. However, a new wave of interest has surged: automatic programming language code generation. This task consists of translating natural language instructions to a source code. Despite the fact that well-known pre-trained models on language generation have achieved good performance in learning programming languages, effort is still needed in automatic code generation. In this paper, we introduce JaCoText, a model based on Transformer neural network. It aims to generate java source code from natural language text. JaCoText leverages the advantages of both natural language and code generation models. More specifically, we study some findings from state of the art and use them to (1) initialize our model from powerful pre-trained models, (2) explore additional pretraining on our java dataset, (3) lead experiments combining the unimodal and bimodal data in training, and (4) scale the input and output length during the fine-tuning of the model. Conducted experiments on CONCODE dataset show that JaCoText achieves new state-of-the-art results.

Keywords: java code generation, natural language processing, sequence-to-sequence models, transformer neural networks

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Authors: Zachary Huffman, Joana Rocha

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Wall-pressure fluctuations induced by the turbulent boundary layer (TBL) developed over aircraft are a significant source of aircraft cabin noise. Since the power spectral density (PSD) of these pressure fluctuations is directly correlated with the amount of sound radiated into the cabin, the development of accurate empirical models that predict the PSD has been an important ongoing research topic. The sound emitted can be represented from the pressure fluctuations term in the Reynoldsaveraged Navier-Stokes equations (RANS). Therefore, early TBL empirical models (including those from Lowson, Robertson, Chase, and Howe) were primarily derived by simplifying and solving the RANS for pressure fluctuation and adding appropriate scales. Most subsequent models (including Goody, Efimtsov, Laganelli, Smol’yakov, and Rackl and Weston models) were derived by making modifications to these early models or by physical principles. Overall, these models have had varying levels of accuracy, but, in general, they are most accurate under the specific Reynolds and Mach numbers they were developed for, while being less accurate under other flow conditions. Despite this, recent research into the possibility of using alternative methods for deriving the models has been rather limited. More recent studies have demonstrated that an artificial neural network model was more accurate than traditional models and could be applied more generally, but the accuracy of other machine learning techniques has not been explored. In the current study, an original model is derived using a stepwise regression algorithm in the statistical programming language R, and TBL wall-pressure fluctuations PSD data gathered at the Carleton University wind tunnel. The theoretical advantage of a stepwise regression approach is that it will automatically filter out redundant or uncorrelated input variables (through the process of feature selection), and it is computationally faster than machine learning. The main disadvantage is the potential risk of overfitting. The accuracy of the developed model is assessed by comparing it to independently sourced datasets.

Keywords: aircraft noise, machine learning, power spectral density models, regression models, turbulent boundary layer wall-pressure fluctuations

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Authors: Chuang-Chun Chiou

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In this study, a systematic framework of graceful ageing has been used to explore the possible human resource utilization models for graceful ageing purpose. This framework is based on the Chinese culture. We call ‘Nine-old’ target. They are ageing gracefully with feeding, accomplishment, usefulness, learning, entertainment, care, protection, dignity, and termination. This study is focused on two areas: accomplishment and usefulness. We exam the current practices of initiatives and laws of promoting labor participation. That is to focus on how to increase Labor Force Participation Rate of the middle aged as well as the elderly and try to promote the elderly to achieve graceful ageing. Then we present the possible models that support graceful ageing.

Keywords: human resource utilization model, labor participation, graceful ageing, employment

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Authors: Robel Wondimu Alemayehu, Sihwa Jung, Manwoo Park, Young K. Ju

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Following the aftermath of the 1994 Northridge earthquake, intensive research on beam to column connections is conducted, leading to the current design basis. The current design codes require the use of either a prequalified connection or a connection that passes the requirements of large-scale cyclic qualification test prior to use in intermediate or special moment frames. The second alternative is expensive both in terms of money and time. On the other hand, the maximum beam depth in most of the prequalified connections is limited to 900mm due to the reduced rotation capacity of deeper beams. However, for long span beams the need to use deeper beams may arise. In this study, a beam to column connection detail suitable for deep beams is presented. The connection detail comprises of thicker-tapered beam flange adjacent to the beam to column connection. Within the thicker-tapered flange region, two reduced beam sections are provided with the objective of forming two plastic hinges within the tapered-thicker flange region. In addition, the length, width, and thickness of the tapered-thicker flange region are proportioned in such a way that a third plastic hinge forms at the end of the tapered-thicker flange region. As a result, the total rotation demand is distributed over three plastic zones. Making it suitable for deeper beams that have lower rotation capacity at one plastic hinge. The effectiveness of this connection detail is studied through finite element analysis. For the study, a beam that has a depth of 1200mm is used. Additionally, comparison with welded unreinforced flange-welded web (WUF-W) moment connection and reduced beam section moment connection is made. The results show that the rotation capacity of a WUF-W moment connection is increased from 2.0% to 2.2% by applying the proposed moment connection detail. Furthermore, the maximum moment capacity, energy dissipation capacity and stiffness of the WUF-W moment connection is increased up to 58%, 49%, and 32% respectively. In contrast, applying the reduced beam section detail to the same WUF-W moment connection reduced the rotation capacity from 2.0% to 1.50% plus the maximum moment capacity and stiffness of the connection is reduced by 22% and 6% respectively. The proposed connection develops three plastic hinge regions as intended and it shows improved performance compared to both WUF-W moment connection and reduced beam section moment connection. Moreover, the achieved rotation capacity satisfies the minimum required for use in intermediate moment frames.

Keywords: connections, finite element analysis, seismic design, steel intermediate moment frame

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Authors: Abdulrahman Sumayli, Saad M. AlShahrani

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For the hydrogenation process, knowing the solubility of hydrogen (H2) in hydrocarbons is critical to improve the efficiency of the process. We investigated the H2 solubility computation in four heavy crude oil feedstocks using machine learning techniques. Temperature, pressure, and feedstock type were considered as the inputs to the models, while the hydrogen solubility was the sole response. Specifically, we employed three different models: Support Vector Regression (SVR), Gaussian process regression (GPR), and Bayesian ridge regression (BRR). To achieve the best performance, the hyper-parameters of these models are optimized using the whale optimization algorithm (WOA). We evaluated the models using a dataset of solubility measurements in various feedstocks, and we compared their performance based on several metrics. Our results show that the WOA-SVR model tuned with WOA achieves the best performance overall, with an RMSE of 1.38 × 10− 2 and an R-squared of 0.991. These findings suggest that machine learning techniques can provide accurate predictions of hydrogen solubility in different feedstocks, which could be useful in the development of hydrogen-related technologies. Besides, the solubility of hydrogen in the four heavy oil fractions is estimated in different ranges of temperatures and pressures of 150 ◦C–350 ◦C and 1.2 MPa–10.8 MPa, respectively

Keywords: temperature, pressure variations, machine learning, oil treatment

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Authors: L. Grinis

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Turbulent flow in complex geometries receives considerable attention due to its importance in many engineering applications. It has been the subject of interest for many researchers. Some of these interests include the design of storm water channels. The design of these channels requires testing through physical models. The main practical limitation of physical models is the so called “scale effect”, that is, the fact that in many cases only primary physical mechanisms can be correctly represented, while secondary mechanisms are often distorted. These observations form the basis of our study, which centered on problems associated with the design of storm water channels near the Dead Sea, in Israel. To help reach a final design decision we used different physical models. Our research showed good coincidence with the results of laboratory tests and theoretical calculations, and allowed us to study different effects of fluid flow in an open channel. We determined that problems of this nature cannot be solved only by means of theoretical calculation and computer simulation. This study demonstrates the use of physical models to help resolve very complicated problems of fluid flow through baffles and similar structures. The study applies these models and observations to different construction and multiphase water flows, among them, those that include sand and stone particles, a significant attempt to bring to the testing laboratory a closer association with reality.

Keywords: open channel, physical modeling, baffles, turbulent flow

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Authors: L. J. de Bessa Neto, V. S. Filho, J. V. Ferreira Nunes, G. C. Bergamo

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There are many situations in which human activities have significant effects on the environment. Damage to the ozone layer is one of them. The objective of this work is to use the Least Squares Method, considering the linear, exponential, logarithmic, power and polynomial models of the second degree, to analyze through the coefficient of determination (R²), which model best fits the behavior of the chlorodifluoromethane (HCFC-142b) in parts per trillion between 1992 and 2018, as well as estimates of future concentrations between 5 and 10 periods, i.e. the concentration of this pollutant in the years 2023 and 2028 in each of the adjustments. A total of 809 observations of the concentration of HCFC-142b in one of the monitoring stations of gases precursors of the deterioration of the ozone layer during the period of time studied were selected and, using these data, the statistical software Excel was used for make the scatter plots of each of the adjustment models. With the development of the present study, it was observed that the logarithmic fit was the model that best fit the data set, since besides having a significant R² its adjusted curve was compatible with the natural trend curve of the phenomenon.

Keywords: chlorodifluoromethane (HCFC-142b), ozone, least squares method, regression models

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Authors: John Okanda Okwaro

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Carbon (IV) oxide (CO₂) is emitted majorly from fossil fuel combustion and industrial production. The sources of interest of carbon (IV) oxide in the study area are mining activities, transport systems, and industrial processes. This study is aimed at building models that will help in monitoring the emissions within the study area. Three scenarios were discussed, namely: pessimistic scenario, business-as-usual scenario, and optimistic scenario. The result showed that there was a reduction in carbon dioxide concentration by approximately 50.5 ppm between March 2020 and January 2021 inclusive. This is majorly due to reduced human activities that led to decreased consumption of energy. Also, the CO₂ concentration trend follows the business-as-usual scenario (BAU) path. From the models, the pessimistic, business-as-usual, and optimistic scenarios give CO₂ concentration of about 545.9 ppm, 408.1 ppm, and 360.1 ppm, respectively, on December 31st, 2021. This research helps paint the picture to the policymakers of the relationship between energy sources and CO₂ emissions. Since the reduction in CO₂ emission was due to decreased use of fossil fuel as there was a decrease in economic activities, then if Kenya relies more on green energy than fossil fuel in the post-COVID-19 period, there will be more CO₂ emission reduction. That is, the CO₂ concentration trend is likely to follow the optimistic scenario path, hence a reduction in CO₂ concentration of about 48 ppm by the end of the year 2021. This research recommends investment in solar energy by energy-intensive companies, mine machinery and equipment maintenance, investment in electric vehicles, and doubling tree planting efforts to achieve the 10% cover.

Keywords: forecasting, greenhouse gas, green energy, hierarchical data format

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Authors: Byeongcheol Kang, Junyi Kim, Hyungsik Jung, Hyungjun Yang, Jaewoo An, Jonggeun Choe

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It is important to figure out reservoir properties for better production management. Due to the limited information, there are geological uncertainties on very heterogeneous or channel reservoir. One of the solutions is to generate multiple equi-probable realizations using geostatistical methods. However, some models have wrong properties, which need to be excluded for simulation efficiency and reliability. We propose a novel method of model selection scheme, based on distance-based clustering for reliable application of production optimization algorithm. Distance is defined as a degree of dissimilarity between the data. We calculate Hausdorff distance to classify the models based on their similarity. Hausdorff distance is useful for shape matching of the reservoir models. We use multi-dimensional scaling (MDS) to describe the models on two dimensional space and group them by K-means clustering. Rather than simulating all models, we choose one representative model from each cluster and find out the best model, which has the similar production rates with the true values. From the process, we can select good reservoir models near the best model with high confidence. We make 100 channel reservoir models using single normal equation simulation (SNESIM). Since oil and gas prefer to flow through the sand facies, it is critical to characterize pattern and connectivity of the channels in the reservoir. After calculating Hausdorff distances and projecting the models by MDS, we can see that the models assemble depending on their channel patterns. These channel distributions affect operation controls of each production well so that the model selection scheme improves management optimization process. We use one of useful global search algorithms, particle swarm optimization (PSO), for our production optimization. PSO is good to find global optimum of objective function, but it takes too much time due to its usage of many particles and iterations. In addition, if we use multiple reservoir models, the simulation time for PSO will be soared. By using the proposed method, we can select good and reliable models that already matches production data. Considering geological uncertainty of the reservoir, we can get well-optimized production controls for maximum net present value. The proposed method shows one of novel solutions to select good cases among the various probabilities. The model selection schemes can be applied to not only production optimization but also history matching or other ensemble-based methods for efficient simulations.

Keywords: distance-based clustering, geological uncertainty, particle swarm optimization (PSO), production optimization

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Authors: Umar Hayatu Sidik

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The natural gas vehicle represents a cost-competitive, lower-emission alternative to the gasoline-fuelled vehicle. The immediate challenge that confronts natural gas is increasing its energy density. This paper addresses the question of energy density by reviewing the storage technologies for natural gas with improved adsorbent. Technical comparisons are made between storage systems containing adsorbent and conventional compressed natural gas based on the associated amount of moles contained with Compressed Natural Gas (CNG) and Adsorbed Natural Gas (ANG). We also compare gas storage in different cylinder types (1, 2, 3 and 4) based on weight factor and storage capacity. For the storage tank system, we discussed the concept of carbon adsorbents, when used in CNG tanks, offer a means of increasing onboard fuel storage and, thereby, increase the driving range of the vehicle. It confirms that the density of the stored gas in ANG is higher than that of compressed natural gas (CNG) operated at the same pressure. The obtained experimental data were correlated using linear regression analysis with common adsorption kinetic (Pseudo-first order and Pseudo-second order) and isotherm models (Sip and Toth). The pseudo-second-order kinetics describe the best fitness with a correlation coefficient of 9945 at 35 bar. For adsorption isotherms, the Sip model shows better fitness with the regression coefficient (R2) of 0.9982 and with the lowest RSMD value of 0.0148. The findings revealed the potential of adsorbent in natural gas storage applications.

Keywords: natural gas, adsorbent, compressed natural gas, adsorption

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Authors: Elida Gastelum-Martinez, Neith A. Pacheco-Lopez, Juan L. Morales-Landa

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Cashew agroindustry obtained from cashew apple crop (Anacardium occidentale L.) generates large amounts of unused waste in Campeche, Mexico. Despite having a high content of nutritional compounds such as ascorbic acid, carotenoids, fiber, carbohydrates, and minerals, it is not consumed due to its astringent sensation. The aim of this work was to develop a processing method for cashew apple waste in order to obtain a powder with reduced astringency able to be used as an additive in the food industry. The processing method consisted first in reducing astringency by inducing tannins from cashew apple peel to react and form precipitating complexes with a colloid rich in proline and histidine. Then cashew apples were processed to obtain a dry powder. Astringency reduction was determined by total phenolic content and evaluated by sensorial analysis in cashew-apple-powder based cookies. Total phenolic content in processed powders showed up to 72% lower concentration compared to control samples. The sensorial evaluation indicated that cookies baked using cashew apple powder with reduced astringency were 96.8% preferred. Sensorial characteristics like texture, color and taste were also well-accepted attributes. In conclusion, the method applied for astringency reduction is a viable tool to produce cashew apple powder with desirable sensorial properties to be used in the development of food products.

Keywords: astringency reduction, cashew apple waste, food industry, sensorial evaluation

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Authors: Bing Yan

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Nanomaterials are widely used in various industrial sectors, biomedicine, and more than 1300 consumer products. Although there is still no standard safety regulation, their potential toxicity is a major concern worldwide. We discovered that nanoparticles target and enter human cells1, perturb cellular signaling pathways2, affect various cell functions3, and cause malfunctions in animals4,5. Because the majority of atoms in nanoparticles are on the surface, chemistry modification on their surface may change their biological properties significantly. We modified nanoparticle surface using nano-combinatorial chemistry library approach6. Novel nanoparticles were discovered to exhibit significantly reduced toxicity6,7, enhance cancer targeting ability8, or re-program cellular signaling machineries7. Using computational chemistry, quantitative nanostructure-activity relationship (QNAR) is established and predictive models have been built to predict biocompatible nanoparticles.

Keywords: nanoparticle, nanotoxicity, nano-bio, nano-combinatorial chemistry, nanoparticle library

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Authors: Yuzhi Cai

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In this paper, we discuss a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. Together with a combining forecasts technique, we then predict USD to GBP currency exchange rates. Combined forecasts contain all the information captured by the fitted QAR models at different quantile levels and are therefore better than those obtained from individual models. Our results show that an unequally weighted combining method performs better than other forecasting methodology. We found that a median AR model can perform well in point forecasting when the predictive density functions are symmetric. However, in practice, using the median AR model alone may involve the loss of information about the data captured by other QAR models. We recommend that combined forecasts should be used whenever possible.

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

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Authors: Jawaad Saleem, Hannah Wright, Peter Sommerville, Adrian Hopper

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Introduction: Inpatient falls are the most commonly reported patient safety incidents, and carry a significant burden on resources, morbidity, and mortality. Ensuring adequate post falls management of patients by staff is therefore paramount to maintaining patient safety especially in out of hours and resource stretched settings. Aims: This quality improvement project aims to improve the current practice of falls management at Guys St Thomas Hospital, London as compared to our 2016 Quality Improvement Project findings. Furthermore, it looks to increase current junior doctors confidence in managing falls and their use of new guidance protocols. Methods: Multifaceted Interventions implemented included: the development of new trust wide guidelines detailing management pathways for patients post falls, available for intranet access. Furthermore, the production of 2000 lanyard cards distributed amongst junior doctors and staff which summarised these guidelines. Additionally, a ‘safety signal’ email was sent from the Trust chief medical officer to all staff raising awareness of falls and the guidelines. Formal falls teaching was also implemented for new doctors at induction. Using an established incident database, 189 consecutive falls in 2017were retrospectively analysed electronically to assess and compared to the variables measured in 2016 post interventions. A separate serious incident database was used to analyse 50 falls from May 2015 to March 2018 to ascertain the statistical significance of the impact of our interventions on serious incidents. A similar questionnaire for the 2017 cohort of foundation year one (FY1) doctors was performed and compared to 2016 results. Results: Questionnaire data demonstrated improved awareness and utility of guidelines and increased confidence as well as an increase in training. 97% of FY1 trainees felt that the interventions had increased their awareness of the impact of falls on patients in the trust. Data from the incident database demonstrated the time to review patients post fall had decreased from an average of 130 to 86 minutes. Improvement was also demonstrated in the reduced time to order and schedule X-ray and CT imaging, 3 and 5 hours respectively. Data from the serious incident database show that ‘the time from fall until harm was detected’ was statistically significantly lower (P = 0.044) post intervention. We also showed the incidence of significant delays in detecting harm ( > 10 hours) reduced post intervention. Conclusions: Our interventions have helped to significantly reduce the average time to assess, order and schedule appropriate imaging post falls. Delays of over ten hours to detect serious injuries after falls were commonplace; since the intervention, their frequency has markedly reduced. We suggest this will lead to identifying patient harm sooner, reduced clinical incidents relating to falls and thus improve overall patient safety. Our interventions have also helped increase clinical staff confidence, management, and awareness of falls in the trust. Next steps include expanding teaching sessions, improving multidisciplinary team involvement to aid this improvement.

Keywords: patient safety, quality improvement, serious incidents, falls, clinical care

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Authors: Ahmed Soltan, Ahmed G. Radwan, Ahmed M. Soliman

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This work aims to generalize the integer order Sallen-Key filters into the fractional-order domain. The analysis in the case of two different fractional-order elements introduced where the general transfer function becomes four terms which are unusual in the conventional case. In addition, the effect of the transfer function parameters on the filter poles and hence the stability is introduced and closed forms for the filter critical frequencies are driven. Finally, different examples of the fractional order Sallen-Key filter design are presented with circuit simulations using ADS where a great matching between the numerical and simulation results is obtained.

Keywords: Sallen-Key, fractance, stability, low-pass filter, analog filter

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Authors: Changhong Guo, Shaomei Fang, Yong He

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In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.

Keywords: European option pricing, fractional Black-Scholes equations, fractional g-Brownian motion, Taylor's series of fractional order, uncertain volatility

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Authors: Jiya Mohammed, Ibrahim Ismail Giwa

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Unsteady squeezing flow of a viscous fluid between parallel plates is considered. The two plates are considered to be approaching each other symmetrically, causing the squeezing flow. Two-dimensional rectangular Cartesian coordinate is considered. The Navier-Stokes equation was reduced using similarity transformation to a single fourth order non-linear ordinary differential equation. The energy equation was transformed to a second order coupled differential equation. We obtained solution to the resulting ordinary differential equations via Homotopy Perturbation Method (HPM). HPM deforms a differential problem into a set of problem that are easier to solve and it produces analytic approximate expression in the form of an infinite power series by using only sixth and fifth terms for the velocity and temperature respectively. The results reveal that the proposed method is very effective and simple. Comparisons among present and existing solutions were provided and it is shown that the proposed method is in good agreement with Variation of Parameter Method (VPM). The effects of appropriate dimensionless parameters on the velocity profiles and temperature field are demonstrated with the aid of comprehensive graphs and tables.

Keywords: coupled differential equation, Homotopy Perturbation Method, plates, squeezing flow

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Authors: Hadda Krarcha, S. Messaasdi

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In order to investigate Hafnium transition metal alloys HfM (M= Co, Ir, Os,Pt, Rh, Ru) phase diagrams in the region of 50/50% atomic ratio, we performed ab initio Full-Potential Linearized Augmented Plane Waves calculations of the enthalpies of formation of HfM compounds at B2 (CsCl) structure type. The obtained enthalpies of formation are discussed and compared to some of the existing models and available experimental data.

Keywords: enthalpy of formation, transition metal, binarry compunds, hafnium

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Authors: Shahrokh Barati

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In this paper, we introduced AIDS disease at first, then proposed dynamic model illustrate its progress, after expression of a short history of nonlinear modeling by polynomial phasing systems, we considered the stability conditions of the systems, which contained a huge amount of researches in order to modeling and control of AIDS in dynamic nonlinear form, in this approach using a frame work of control any polynomial phasing modeling system which have been generalized by part of phasing model of T-S, in order to control the system in better way, the stability conditions were achieved based on polynomial functions, then we focused to design the appropriate controller, firstly we considered the equilibrium points of system and their conditions and in order to examine changes in the parameters, we presented polynomial phase model that was the generalized approach rather than previous Takagi Sugeno models, then with using case we evaluated the equations in both open loop and close loop and with helping the controlling feedback, the close loop equations of system were calculated, to simulate nonlinear model of AIDS disease, we used polynomial phasing controller output that was capable to make the parameters of a nonlinear system to follow a sustainable reference model properly.

Keywords: polynomial fuzzy, AIDS, nonlinear AIDS model, fuzzy control systems

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Authors: Rajneekant Bachan, Dhanush Vijay

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The visualization of operating systems has refined the Turing machine, and current trends suggest that the emulation of 32 bit architectures will soon emerge. After years of technical research into Web services, we demonstrate the synthesis of gigabit switches, which embodies the robust principles of theory. Loam, our new algorithm for forward-error correction, is the solution to all of these challenges.

Keywords: software engineering, architectures, introspective models, operating systems

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Authors: C. Bateira, J. Fernandes, A. Costa

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The Douro Demarked Region (DDR) is a production Porto wine region. On the NE of Portugal, the strong incision of the Douro valley developed very steep slopes, organized with agriculture terraces, have experienced an intense and deep transformation in order to implement the mechanization of the work. The old terrace system, based on stone vertical wall support structure, replaced by terraces with earth embankments experienced a huge terrace instability. This terrace instability has important economic and financial consequences on the agriculture enterprises. This paper presents and develops cartographic tools to access the embankment instability and identify the area prone to instability. The priority on this evaluation is related to the use of physically based mathematical models and develop a validation process based on an inventory of the past embankment instability. We used the shallow landslide stability model (SHALSTAB) based on physical parameters such us cohesion (c’), friction angle(ф), hydraulic conductivity, soil depth, soil specific weight (ϱ), slope angle (α) and contributing areas by Multiple Flow Direction Method (MFD). A terraced area can be analysed by this models unless we have very detailed information representative of the terrain morphology. The slope angle and the contributing areas depend on that. We can achieve that propose using digital elevation models (DEM) with great resolution (pixel with 40cm side), resulting from a set of photographs taken by a flight at 100m high with pixel resolution of 12cm. The slope angle results from this DEM. In the other hand, the MFD contributing area models the internal flow and is an important element to define the spatial variation of the soil saturation. That internal flow is based on the DEM. That is supported by the statement that the interflow, although not coincident with the superficial flow, have important similitude with it. Electrical resistivity monitoring values which related with the MFD contributing areas build from a DEM of 1m resolution and revealed a consistent correlation. That analysis, performed on the area, showed a good correlation with R2 of 0,72 and 0,76 at 1,5m and 2m depth, respectively. Considering that, a DEM with 1m resolution was the base to model the real internal flow. Thus, we assumed that the contributing area of 1m resolution modelled by MFD is representative of the internal flow of the area. In order to solve this problem we used a set of generalized DEMs to build the contributing areas used in the SHALSTAB. Those DEMs, with several resolutions (1m and 5m), were built from a set of photographs with 50cm resolution taken by a flight with 5km high. Using this maps combination, we modelled several final maps of terrace instability and performed a validation process with the contingency matrix. The best final instability map resembles the slope map from a DEM of 40cm resolution and a MFD map from a DEM of 1m resolution with a True Positive Rate (TPR) of 0,97, a False Positive Rate of 0,47, Accuracy (ACC) of 0,53, Precision (PVC) of 0,0004 and a TPR/FPR ratio of 2,06.

Keywords: agricultural terraces, cartography, landslides, SHALSTAB, vineyards

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Authors: Rim Sghiri, Samia Al Shouli, Hana Benhassine, Nejla Elamri, Zahid Shakoor, Foued Slama, Adel Almogren, Hala Zeglaoui, Elyes Bouajina, Ramzi Zemni

Abstract:

Objectives: Little is known about genes predisposing to systemic bone loss (SBL) in rheumatoid arthritis (RA). Therefore, we examined the association between SBL and a variant of CD40 gene, which is known to play a critical role in both immune response and bone homeostasis among patients with RA. Methods: CD40 rs48104850 was genotyped in 176 adult RA patients. Bone mineral density (BMD) was measured using dual-energy X-ray absorptiometry (DXA). Results: Low BMD was observed in 116 (65.9%) patients. Among them, 60 (34.1%) had low femoral neck (FN) Z score, 72 (40.9%) had low total femur (TF) Z score, and 105 (59.6%) had low lumbar spine (LS) Z score. CD40 rs4810485 was found to be associated with reduced TF Z score with the CD40 rs4810485 T allele protecting against reduced TF Z score (OR = 0.40, 95% CI = 0.23-0.68, p = 0.0005). This association was confirmed in the multivariate logistic regression analysis (OR=0.31, 95% CI= 0.16-0.59, p=3.84 x 10₋₄). Moreover, median FN BMD was reduced among RA patients with CD40 rs4810485 GG genotype compared to RA patients harbouring CD40 rs4810485 TT and GT genotypes (0.788± 0.136 versus 0.826± 0.146g/cm², p=0.001). Conclusion: This study, for the first time ever, demonstrated an association between a CD40 genetic variant and SBL among patients with RA.

Keywords: rheumatoid arthritis, CD40 gene, bone mineral density, systemic bone loss, rs48104850

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Authors: Fatima Zahra Mahjoubi, Abderrahim Khalidi, Mohamed Abdennouri, Omar Cherkaoui, Noureddine Barka

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Industrial effluents are one of the major causes of environmental pollution, especially effluents discharged from various dyestuff manufactures, plastic, and paper making industries. These effluents can give rise to certain hazards and environmental problems for their highly colored suspended organic solid. Dye effluents are not only aesthetic pollutants, but coloration of water by the dyes may affect photochemical activities in aquatic systems by reducing light penetration. It has been also reported that several commonly used dyes are carcinogenic and mutagenic for aquatic organisms. Therefore, removing dyes from effluents is of significant importance. Many adsorbent materials have been prepared in the removal of dyes from wastewater, including anionic clay or layered double hydroxyde. The zinc/aluminium (Zn-AlNO₃), magnesium/aluminium (Mg-AlNO₃) and nickel/aluminium (Ni-AlNO₃) layered double hydroxides (LDHs) were successfully synthesized via coprecipitation method. Samples were characterized by XRD, FTIR, TGA/DTA, TEM and pHPZC analysis. XRD patterns showed a basal spacing increase in the order of Zn-AlNO₃ (8.85Å)> Mg-AlNO₃ (7.95Å)> Ni-AlNO₃ (7.82Å). FTIR spectrum confirmed the presence of nitrate anions in the LDHs interlayer. The TEM images indicated that the Zn-AlNO3 presents circular to shaped particles with an average particle size of approximately 30 to 40 nm. Small plates assigned to sheets with hexagonal form were observed in the case of Mg-AlNO₃. Ni-AlNO₃ display nanostructured sphere in diameter between 5 and 10 nm. The LDHs were used as adsorbents for the removal of methyl orange (MO), as a model dye and for the treatment of an effluent generated by a textile factory. Adsorption experiments for MO were carried out as function of solution pH, contact time and initial dye concentration. Maximum adsorption was occurred at acidic solution pH. Kinetic data were tested using pseudo-first-order and pseudo-second-order kinetic models. The best fit was obtained with the pseudo-second-order kinetic model. Equilibrium data were correlated to Langmuir and Freundlich isotherm models. The best conditions for color and COD removal from textile effluent sample were obtained at lower values of pH. Total color removal was obtained with Mg-AlNO₃ and Ni-AlNO₃ LDHs. Reduction of COD to limits authorized by Moroccan standards was obtained with 0.5g/l LDHs dose.

Keywords: chemical oxygen demand, color removal, layered double hydroxides, textile wastewater treatment

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Authors: Aspasia Koutsokosta, Stefanos Katsavounis

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This paper reviews the model-based qualitative and quantitative Operations Management research in the context of Construction Supply Chain Management (CSCM). Construction industry has been traditionally blamed for low productivity, cost and time overruns, waste, high fragmentation and adversarial relationships. The construction industry has been slower than other industries to employ the Supply Chain Management (SCM) concept and develop models that support the decision-making and planning. However the last decade there is a distinct shift from a project-based to a supply-based approach of construction management. CSCM comes up as a new promising management tool of construction operations and improves the performance of construction projects in terms of cost, time and quality. Modeling the Construction Supply Chain (CSC) offers the means to reap the benefits of SCM, make informed decisions and gain competitive advantage. Different modeling approaches and methodologies have been applied in the multi-disciplinary and heterogeneous research field of CSCM. The literature review reveals that a considerable percentage of CSC modeling accommodates conceptual or process models which discuss general management frameworks and do not relate to acknowledged soft OR methods. We particularly focus on the model-based quantitative research and categorize the CSCM models depending on their scope, mathematical formulation, structure, objectives, solution approach, software used and decision level. Although over the last few years there has been clearly an increase of research papers on quantitative CSC models, we identify that the relevant literature is very fragmented with limited applications of simulation, mathematical programming and simulation-based optimization. Most applications are project-specific or study only parts of the supply system. Thus, some complex interdependencies within construction are neglected and the implementation of the integrated supply chain management is hindered. We conclude this paper by giving future research directions and emphasizing the need to develop robust mathematical optimization models for the CSC. We stress that CSC modeling needs a multi-dimensional, system-wide and long-term perspective. Finally, prior applications of SCM to other industries have to be taken into account in order to model CSCs, but not without the consequential reform of generic concepts to match the unique characteristics of the construction industry.

Keywords: construction supply chain management, modeling, operations research, optimization, simulation

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Authors: Nuwan Kuruwitaarachchi, M. K. M. Peiris, C. N. Madawala, K. M. A. R. Perera, V. U. N Perera

Abstract:

Dealing with businesses with the foreign market always took a special place in a country’s economy. Political and social factors came into play making currency rate changes fluctuate rapidly. Currency rate prediction has become an important factor for larger international businesses since large amounts of money exchanged between countries. This research focuses on comparing the accuracy of mainly three models; Autoregressive Integrated Moving Average (ARIMA), Artificial Neural Networks(ANN) and Support Vector Machines(SVM). series of data import, export, USD currency exchange rate respect to LKR has been selected for training using above mentioned algorithms. After training the data set and comparing each algorithm, it was able to see that prediction in SVM performed better than other models. It was improved more by combining SVM and SVR models together.

Keywords: ARIMA, ANN, FFNN, RMSE, SVM, SVR

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