Search results for: system models

Authors: Nadarajah I. Ramesh

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Much of the research on stochastic point process models for rainfall has focused on Poisson cluster models constructed from either the Neyman-Scott or Bartlett-Lewis processes. The doubly stochastic Poisson process provides a rich class of point process models, especially for fine-scale rainfall modelling. This paper provides an account of recent development on this topic and presents the results based on some of the fine-scale rainfall models constructed from this class of stochastic point processes. Amongst the literature on stochastic models for rainfall, greater emphasis has been placed on modelling rainfall data recorded at hourly or daily aggregation levels. Stochastic models for sub-hourly rainfall are equally important, as there is a need to reproduce rainfall time series at fine temporal resolutions in some hydrological applications. For example, the study of climate change impacts on hydrology and water management initiatives requires the availability of data at fine temporal resolutions. One approach to generating such rainfall data relies on the combination of an hourly stochastic rainfall simulator, together with a disaggregator making use of downscaling techniques. Recent work on this topic adopted a different approach by developing specialist stochastic point process models for fine-scale rainfall aimed at generating synthetic precipitation time series directly from the proposed stochastic model. One strand of this approach focused on developing a class of doubly stochastic Poisson process (DSPP) models for fine-scale rainfall to analyse data collected in the form of rainfall bucket tip time series. In this context, the arrival pattern of rain gauge bucket tip times N(t) is viewed as a DSPP whose rate of occurrence varies according to an unobserved finite state irreducible Markov process X(t). Since the likelihood function of this process can be obtained, by conditioning on the underlying Markov process X(t), the models were fitted with maximum likelihood methods. The proposed models were applied directly to the raw data collected by tipping-bucket rain gauges, thus avoiding the need to convert tip-times to rainfall depths prior to fitting the models. One advantage of this approach was that the use of maximum likelihood methods enables a more straightforward estimation of parameter uncertainty and comparison of sub-models of interest. Another strand of this approach employed the DSPP model for the arrivals of rain cells and attached a pulse or a cluster of pulses to each rain cell. Different mechanisms for the pattern of the pulse process were used to construct variants of this model. We present the results of these models when they were fitted to hourly and sub-hourly rainfall data. The results of our analysis suggest that the proposed class of stochastic models is capable of reproducing the fine-scale structure of the rainfall process, and hence provides a useful tool in hydrological modelling.

Keywords: fine-scale rainfall, maximum likelihood, point process, stochastic model

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Authors: Guenther Schuh, Michael Riesener, Jan Kantelberg

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Due to the fugacity of markets and the reduction of product lifecycles, manufacturing companies from high-wage countries are nowadays faced with the challenge to place more innovative products within even shorter development time on the market. At the same time, volatile customer requirements have to be satisfied in order to successfully differentiate from market competitors. One potential approach to address the explained challenges is provided by agile values and principles. These agile values and principles already proofed their success within software development projects in the form of management frameworks like Scrum or concrete procedure models such as Extreme Programming or Crystal Clear. Those models lead to significant improvements regarding quality, costs and development time and are therefore used within most software development projects. Motivated by the success within the software industry, manufacturing companies have tried to transfer agile mechanisms of action to the development of hardware products ever since. Though first empirical studies show similar effects in the agile development of hardware products, no comprehensive procedure model for the design of development iterations has been developed for hardware development yet due to different constraints of the domains. For this reason, this paper focusses on the design of agile product development processes by transferring mechanisms of action used in agile software development towards product development. This is conducted by decomposing the individual systems 'product development' and 'agile software development' into relevant elements and symbiotically composing the elements of both systems in respect of the design of agile product development processes afterwards. In a first step, existing product development processes are described following existing approaches of the system theory. By analyzing existing case studies from industrial companies as well as academic approaches, characteristic objectives, activities and artefacts are identified within a target-, action- and object-system. In partial model two, mechanisms of action are derived from existing procedure models of agile software development. These mechanisms of action are classified in a superior strategy level, in a system level comprising characteristic, domain-independent activities and their cause-effect relationships as well as in an activity-based element level. Within partial model three, the influence of the identified agile mechanism of action towards the characteristic system elements of product development processes is analyzed. For this reason, target-, action- and object-system of the product development are compared with the strategy-, system- and element-level of agile mechanism of action by using the graph theory. Furthermore, the necessity of existence of activities within iteration can be determined by defining activity-specific degrees of freedom. Based on this analysis, agile product development processes are designed in form of different types of iterations within a last step. By defining iteration-differentiating characteristics and their interdependencies, a logic for the configuration of activities, their form of execution as well as relevant artefacts for the specific iteration is developed. Furthermore, characteristic types of iteration for the agile product development are identified.

Keywords: activity-based process model, agile mechanisms of action, agile product development, degrees of freedom

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Authors: John Oupa Hlatshwayo

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Background: There seem to be preferred digital business models with varying impacts within hospitality, tourism and catering sub-sectors explored through online commerce, as all are ingrained in the business economics domain. Aim: A study aims to establish if such phenomena (Digital Business Models) exist and to what extent if any, within the hospitality, tourism and catering industries, respectively. Setting: This is a qualitative study conducted by exploring several (Four) institutions globally through Case Studies. Method: This research explored explanatory case studies to answer questions about ‘how’ or ’why’ with little control by a researcher over the occurrence of events. It is qualitative research, deductive, and inductive methods. Hence, a comprehensive approach to analyzing qualitative data was attainable through immersion by reading to understand the information. Findings: The results corroborated the notion that digital business models are applicable, by and large, in business economics. Thus, three sectors wherein enterprises operate in the business economics sphere have been narrowed down i.e. hospitality, tourism and catering, are also referred to as triangular polygons due to the atypical nature of being ‘stand-alone’, yet ‘sub-sectors’, but there are confounding factors to consider. Conclusion: The significance of digital business models and digital transformation shows an inevitable merger between business and technology within Hospitality, Tourism, and Catering. Contribution: Such symbiotic relationship of business and technology, persistent evolution of clients’ interface with end-products, forever changing market, current adaptation as well as adjustment to ‘new world order’ by enterprises must be embraced constantly without fail by Business Practitioners, Academics, Business Students, Organizations and Governments.

Keywords: digital business models, hospitality, tourism, catering, business economics

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Authors: Osayande Pascal Omondiagbe, Sherlock a Licorish

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Stack Overflow is a popular community question and answer portal which is used by practitioners to solve technology-related challenges during software development. Previous studies have shown that this forum is becoming a substitute for official software programming languages documentation. While tools have looked to aid developers by presenting interfaces to explore Stack Overflow, developers often face challenges searching through many possible answers to their questions, and this extends the development time. To this end, researchers have provided ways of predicting acceptable Stack Overflow answers by using various modeling techniques. However, less interest is dedicated to examining the performance and quality of typically used modeling methods, and especially in relation to models’ and features’ complexity. Such insights could be of practical significance to the many practitioners that use Stack Overflow. This study examines the performance and quality of various modeling methods that are used for predicting acceptable answers on Stack Overflow, drawn from 2014, 2015 and 2016. Our findings reveal significant differences in models’ performance and quality given the type of features and complexity of models used. Researchers examining classifiers’ performance and quality and features’ complexity may leverage these findings in selecting suitable techniques when developing prediction models.

Keywords: feature selection, modeling and prediction, neural network, random forest, stack overflow

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Authors: Mario Chiasson, Monique Boudreau

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Problem statement: Innovation in education has become a central topic of discussion at various levels, including schools and scholarly literature, driven by the global technological advancements of Industry 4.0. This study aims to contribute to the ongoing dialogue by examining the role of innovation in transforming school culture through the reimagination of traditional structures. The study argues that such a transformation necessitates an understanding and experience of systems leadership. This paper presents the case of the Francophone South School District, where a transformative initiative created an innovative learning environment by engaging students, teachers, and community members collaboratively through eco-communities. Traditional barriers and structures in education were dismantled to facilitate this process. The research component of this paper focuses on the Intr’Appreneur project, a unique initiative launched by the district team in the New Brunswick, Canada to support a system-wide transformation towards progressive and innovative organizational models. Methods This study is part of a larger research project that focuses on the transformation of educational systems in six pilot schools involved in the Intr’Appreneur project. Due to COVID-19 restrictions, the project was downscaled to three schools, and virtual qualitative interviews were conducted with volunteer teachers and administrators. Data was collected from students, teachers, and principals regarding their perceptions of the new learning environment and experiences. The analysis process involved developing categories, establishing codes for emerging themes, and validating the findings. The study emphasizes the importance of system leadership in achieving successful transformation. Results: The findings demonstrate that school principals played a vital role in enabling system-wide change by fostering a dynamic, collaborative, and inclusive culture, coordinating and mobilizing community members, and serving as educational role models who facilitated active and personalized pedagogy among the teaching staff. These qualities align with the characteristics of Leadership 4.0 and are crucial for successful school system transformations. Conclusion: This paper emphasizes the importance of systems leadership in driving educational transformations that extend beyond pedagogical and technological advancements. The research underscores the potential impact of such a leadership approach on teaching, learning, and leading processes in Education 4.0.

Keywords: leadership, system transformation, innovation, innovative learning environment, Education 4.0, system leadership

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Authors: Asma Ben Yaghlane, Mohamed Naceur Azaiez

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In this paper, we briefly introduce the concept of Poisson attacks in the case of defense/attack strategies where attacks are assumed to be continuous. We suggest a game model in which the attacker will combine both criteria of a sufficient confidence level of a successful attack and a reasonably small size of the estimation error in order to launch an attack. Here, estimation error arises from assessing the system failure upon attack using aggregate data at the system level. The corresponding error is referred to as aggregation error. On the other hand, the defender will attempt to deter attack by making one or both criteria inapplicable. The defender will build his/her strategy by both strengthening the targeted system and increasing the size of error. We will formulate the defender problem based on appropriate optimization models. The attacker will opt for a Bayesian updating in assessing the impact on the improvement made by the defender. Then, the attacker will evaluate the feasibility of the attack before making the decision of whether or not to launch it. We will provide illustrations to better explain the process.

Keywords: attacker, defender, game theory, information

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Authors: Sudipta Ghorai, Ossama Salem

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Pavement maintenance, repair, and rehabilitation (MRR) processes may have considerable environmental impacts due to traffic disruptions associated with work zones. The simulation models in use to predict the emission of work zones were mostly static emission factor models (SEFD). SEFD calculates emissions based on average operation conditions e.g. average speed and type of vehicles. Although these models produce accurate results for large-scale planning studies, they are not suitable for analyzing driving conditions at the micro level such as acceleration, deceleration, idling, cruising, and queuing in a work zone. The purpose of this study is to prepare a comprehensive work zone environmental assessment (WEA) framework to calculate the emissions caused due to disrupted traffic; by integrating traffic microsimulation tools with emission models. This will help highway officials to assess the benefits of accelerated construction and opt for the most suitable TMP not only economically but also from an environmental point of view.

Keywords: accelerated construction, pavement MRR, traffic microsimulation, congestion, emissions

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Authors: Min Kyung An

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In Wireless Sensor Networks which consist of tiny wireless sensor nodes with limited battery power, one of the most fundamental applications is data aggregation which collects nearby environmental conditions and aggregates the data to a designated destination, called a sink node. Important issues concerning the data aggregation are time efficiency and energy consumption due to its limited energy, and therefore, the related problem, named Minimum Latency Aggregation Scheduling (MLAS), has been the focus of many researchers. Its objective is to compute the minimum latency schedule, that is, to compute a schedule with the minimum number of timeslots, such that the sink node can receive the aggregated data from all the other nodes without any collision or interference. For the problem, the two interference models, the graph model and the more realistic physical interference model known as Signal-to-Interference-Noise-Ratio (SINR), have been adopted with different power models, uniform-power and non-uniform power (with power control or without power control), and different antenna models, omni-directional antenna and directional antenna models. In this survey article, as the problem has proven to be NP-hard, we present and compare several state-of-the-art approximation algorithms in various models on the basis of latency as its performance measure.

Keywords: data aggregation, convergecast, gathering, approximation, interference, omni-directional, directional

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Authors: Hamed K. Esfahani, Bithin Datta

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Transport of reactive chemical contaminant species in groundwater aquifers is a complex and highly non-linear physical and geochemical process especially for real life scenarios. Simulating this transport process involves solving complex nonlinear equations and generally requires huge computational time for a given aquifer study area. Development of optimal remediation strategies in aquifers may require repeated solution of such complex numerical simulation models. To overcome this computational limitation and improve the computational feasibility of large number of repeated simulations, Genetic Programming based trained surrogate models are developed to approximately simulate such complex transport processes. Transport process of acid mine drainage, a hazardous pollutant is first simulated using a numerical simulated model: HYDROGEOCHEM 5.0 for a contaminated aquifer in a historic mine site. Simulation model solution results for an illustrative contaminated aquifer site is then approximated by training and testing a Genetic Programming (GP) based surrogate model. Performance evaluation of the ensemble GP models as surrogate models for the reactive species transport in groundwater demonstrates the feasibility of its use and the associated computational advantages. The results show the efficiency and feasibility of using ensemble GP surrogate models as approximate simulators of complex hydrogeologic and geochemical processes in a contaminated groundwater aquifer incorporating uncertainties in historic mine site.

Keywords: geochemical transport simulation, acid mine drainage, surrogate models, ensemble genetic programming, contaminated aquifers, mine sites

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Authors: Michalis Linardakis, Vasilis Grammatikopoulos, Athanasios Gregoriadis, Kalliopi Trouli

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Discrete choice models belong to the family of Conjoint analysis that are applied on the preferences of the respondents towards a set of scenarios that describe alternative choices. The scenarios have been pre-designed to cover all the attributes of the alternatives that may affect the choices. In this study, we examine how preschool educators integrate physical activities into their everyday teaching practices through the use of discrete choice models. One of the advantages of discrete choice models compared to other more traditional data collection methods (e.g. questionnaires and interviews that use ratings) is that the respondent is called to select among competitive and realistic alternatives, rather than objectively rate each attribute that the alternatives may have. We present the effort to construct and choose representative attributes that would cover all possible choices of the respondents, and the scenarios that have arisen. For the purposes of the study, we used a sample of 50 preschool educators in Greece that responded to 4 scenarios (from the total of 16 scenarios that the orthogonal design resulted), with each scenario having three alternative teaching practices. Seven attributes of the alternatives were used in the scenarios. For the analysis of the data, we used multinomial logit model with random effects, multinomial probit model and generalized mixed logit model. The conclusions drawn from the estimated parameters of the models are discussed.

Keywords: conjoint analysis, discrete choice models, educational data, multivariate statistical analysis

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Authors: M. Yilmaz, I. Yilmaz, M. Uysal

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The Earth system generates different phenomena that are observable at the surface of the Earth such as mass deformations and displacements leading to plate tectonics, earthquakes, and volcanism. The dynamic processes associated with the interior, surface, and atmosphere of the Earth affect the three pillars of geodesy: shape of the Earth, its gravity field, and its rotation. Geodesy establishes a characteristic structure in order to define, monitor, and predict of the whole Earth system. The traditional and new instruments, observables, and techniques in geodesy are related to the gravity field. Therefore, the geodesy monitors the gravity field and its temporal variability in order to transform the geodetic observations made on the physical surface of the Earth into the geometrical surface in which positions are mathematically defined. In this paper, the main components of the gravity field modeling, (Free-air and Bouguer) gravity anomalies are calculated via recent global models (EGM2008, EIGEN6C4, and GECO) over a selected study area. The model-based gravity anomalies are compared with the corresponding terrestrial gravity data in terms of standard deviation (SD) and root mean square error (RMSE) for determining the best fit global model in the study area at a regional scale in Turkey. The least SD (13.63 mGal) and RMSE (15.71 mGal) were obtained by EGM2008 for the Free-air gravity anomaly residuals. For the Bouguer gravity anomaly residuals, EIGEN6C4 provides the least SD (8.05 mGal) and RMSE (8.12 mGal). The results indicated that EIGEN6C4 can be a useful tool for modeling the gravity field of the Earth over the study area.

Keywords: free-air gravity anomaly, Bouguer gravity anomaly, global model, land gravity

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Authors: Kassahun Birhanu Tadesse, Megersa Olumana Dinka

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Reliable future river flow information is basic for planning and management of any river systems. For data scarce river system having only a river flow records like the Waterval River, a univariate time series models are appropriate for river flow forecasting. In this study, a univariate Seasonal Autoregressive Integrated Moving Average (SARIMA) model was applied for forecasting Waterval River flow using GRETL statistical software. Mean monthly river flows from 1960 to 2016 were used for modeling. Different unit root tests and Mann-Kendall trend analysis were performed to test the stationarity of the observed flow time series. The time series was differenced to remove the seasonality. Using the correlogram of seasonally differenced time series, different SARIMA models were identified, their parameters were estimated, and diagnostic check-up of model forecasts was performed using white noise and heteroscedasticity tests. Finally, based on minimum Akaike Information (AIc) and Hannan-Quinn (HQc) criteria, SARIMA (3, 0, 2) x (3, 1, 3)12 was selected as the best model for Waterval River flow forecasting. Therefore, this model can be used to generate future river information for water resources development and management in Waterval River system. SARIMA model can also be used for forecasting other similar univariate time series with seasonality characteristics.

Keywords: heteroscedasticity, stationarity test, trend analysis, validation, white noise

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Authors: Nora Arbaoui, Rachid Tadili

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This study focuses on a solar system designed to heat an agricultural greenhouse. This solar system is based on the heating of a transfer fluid that circulates inside the greenhouse through a solar copper coil integrated into the roof of the greenhouse. The thermal energy stored during the day will be released during the night to improve the microclimate of the greenhouse. This system was tested in a small agricultural greenhouse in order to ameliorate the different operational parameters. The climatic and agronomic results obtained with this system are significant in comparison with a greenhouse with no heating system.

Keywords: solar system, agricultural greenhouse, heating, storage, drying

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Authors: Zhuoran Li, Guan Qin

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A robust and efficient compositional equilibrium characterization model for hydrate-containing systems is required, especially for time-critical simulations such as subsea pipeline flow assurance analysis, compositional simulation in hydrate reservoirs etc. A multiphase flash calculation framework, which combines Gibbs energy minimization function and cubic plus association (CPA) EoS, is developed to describe the highly non-ideal phase behavior of hydrate-containing systems. A non-iterative eigenvalue problem-solving approach for the trust-region sub-problem is selected to guarantee efficiency. The developed flash model is based on the state-of-the-art objective function proposed by Michelsen to minimize the Gibbs energy of the multiphase system. It is conceivable that a hydrate-containing system always contains polar components (such as water and hydrate inhibitors), introducing hydrogen bonds to influence phase behavior. Thus, the cubic plus associating (CPA) EoS is utilized to compute the thermodynamic parameters. The solid solution theory proposed by van der Waals and Platteeuw is applied to represent hydrate phase parameters. The trust-region method combined with the trust-region sub-problem non-iterative eigenvalue problem-solving approach is utilized to ensure fast convergence. The developed multiphase flash model's accuracy performance is validated by three available models (one published and two commercial models). Hundreds of published hydrate-containing system equilibrium experimental data are collected to act as the standard group for the accuracy test. The accuracy comparing results show that our model has superior performances over two models and comparable calculation accuracy to CSMGem. Efficiency performance test also has been carried out. Because the trust-region method can determine the optimization step's direction and size simultaneously, fast solution progress can be obtained. The comparison results show that less iteration number is needed to optimize the objective function by utilizing trust-region methods than applying line search methods. The non-iterative eigenvalue problem approach also performs faster computation speed than the conventional iterative solving algorithm for the trust-region sub-problem, further improving the calculation efficiency. A new thermodynamic framework of the multiphase flash model for the hydrate-containing system has been constructed in this work. Sensitive analysis and numerical experiments have been carried out to prove the accuracy and efficiency of this model. Furthermore, based on the current thermodynamic model in the oil and gas industry, implementing this model is simple.

Keywords: equation of state, hydrates, multiphase equilibrium, trust-region method

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Authors: Amal M. Alrayes

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Data and system quality play a central role in organizational success, and the quality of any existing information system has a major influence on the effectiveness of overall system performance.Given the importance of system and data quality to an organization, it is relevant to highlight their importance on organizational performance in the Kingdom of Bahrain. This research aims to discover whether system quality and data quality are related, and to study the impact of system and data quality on organizational success. A theoretical model based on previous research is used to show the relationship between data and system quality, and organizational impact. We hypothesize, first, that system quality is positively associated with organizational impact, secondly that system quality is positively associated with data quality, and finally that data quality is positively associated with organizational impact. A questionnaire was conducted among public and private organizations in the Kingdom of Bahrain. The results show that there is a strong association between data and system quality, that affects organizational success.

Keywords: data quality, performance, system quality, Kingdom of Bahrain

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Authors: Said Alshukri, Mazhar Hussain Malik

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Green hydrogen is hydrogen produced using renewable energy sources. In the last few years, Oman aimed to reduce its dependency on fossil fuels. Recently, the hydrogen economy has become a global trend, and many countries have started to investigate the feasibility of implementing this sector. Oman created an alliance to establish the policy and rules for this sector. With motivation coming from both global and local interest in green hydrogen, this paper investigates the potential of producing hydrogen from wind and solar energies in three different locations in Oman, namely Duqm, Salalah, and Sohar. By using machine learning-based software “WEKA” and local metrological data, the project was designed to figure out which location has the highest wind and solar energy potential. First, various supervised models were tested to obtain their prediction accuracy, and it was found that the Random Forest (RF) model has the best prediction performance. The RF model was applied to 2021 metrological data for each location, and the results indicated that Duqm has the highest wind and solar energy potential. The system of one wind turbine in Duqm can produce 8335 MWh/year, which could be utilized in the water electrolysis process to produce 88847 kg of hydrogen mass, while a solar system consisting of 2820 solar cells is estimated to produce 1666.223 MWh/ year which is capable of producing 177591 kg of hydrogen mass.

Keywords: green hydrogen, machine learning, wind and solar energies, WEKA, supervised models, random forest

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Authors: Ali Hesari, Arezoo Esmaeeli

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Regarding to dramatic changes of fertility and higher order births during recent decades in Iran, access to knowledge about affecting factors on different birth orders has crucial importance. In this study, According to hierarchical structure of many of social sciences data and the effect of variables of different levels of social phenomena that determine different birth orders in 365 days ending to 1390 census have been explored by multilevel approach. In this paper, 2% individual row data for 1390 census is analyzed by HLM software. Three different hierarchical linear regression models are estimated for data analysis of the first and second, third, fourth and more birth order. Research results displays different outcomes for three models. Individual level variables entered in equation are; region of residence (rural/urban), age, educational level and labor participation status and province level variable is GDP per capita. Results show that individual level variables have different effects in these three models and in second level we have different random and fixed effects in these models.

Keywords: fertility, birth order, hierarchical approach, fixe effects, random effects

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Authors: Javier Delgado-Gonzaga, Wilfrido Rivera, David Juárez-Romero

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Cooling and water purification are processes that have contributed to the economic and social development of the modern world. However, these processes require a significant amount of energy globally. Nowadays, absorption heat pumps have been studied with great interest since they are capable of producing cooling and/or purifying water from low-temperature energy sources such as industrial waste heat or renewable energy. In addition, absorption heat pumps require negligible amounts of electricity for their operation and generally use working fluids that do not represent a risk to the environment. The objective of this work is to evaluate a system that integrates an absorption heat transformer and an absorption cooling system to produce fresh water and cooling from a low-temperature heat source. Both cycles operate with the working pair LiBr-H2O. The integration is possible through the interaction of the LiBr-H2O solution streams between both cycles and also by recycling heat from the absorption heat transformer to the absorption cooling system. Mathematical models were developed to compare the performance of four different configurations. The results showed that the configuration in which the hottest streams of LiBr-H2O solution preheated the coldest streams in the economizers of both cycles was one that achieved the best performance. The interaction of the solution currents and the heat recycling analyzed in this work serves as a record of the possibilities of integration between absorption cycles for cogeneration.

Keywords: absorption heat transformer, absorption cooling system, water desalination, integrated system

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Authors: Ehsan Eshtehardian, Saeed Khodaverdi

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This paper surveys the studies on construction change and reveals some of the potential future works. A full-scale investigation of change literature, including change definitions, types, causes and effects, and change management systems, is accomplished to explore some of the coming change trends. It is tried to pick up the critical works in each section to deduct a true timeline of construction changes. The findings show that leaping from best practice guides in late 1990s and generic process models in the early 2000s to very advanced modeling environments in the mid-2000s and the early 2010s have made gaps along with opportunities for change researchers in order to develop some more easy and applicable models. Another finding is that there is a compelling similarity between the change and risk prediction models. Therefore, integrating these two concepts, specifically from proactive management point of view, may lead to a synergy and help project teams avoid rework. Also, the findings show that exploitation of cause-effect relationship models, in order to facilitate the dispute resolutions, seems to be an interesting field for future works.

Keywords: construction change, change management systems, dispute resolutions, change literature

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Authors: Salah Alrabeei, Mohammad Yousuf

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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: integral differential equations, jump–diffusion model, American options, rational approximation

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Authors: Hany Mohamed Abdu, Mohamed Hassan Gadallah, El-Giushi Mokhtar, Yehia Mahmoud Ismail

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Laser beam cutting is one nontraditional machining process. This paper optimizes the parameters of Laser beam cutting machining parameters of Stainless steel (316L) by considering the effect of input parameters viz. power, oxygen pressure, frequency and cutting speed. Statistical design of experiments are carried in three different levels and process responses such as 'Average kerf taper (Ta)' and 'Surface Roughness (Ra)' are measured accordingly. A quadratic mathematical model (RSM) for each of the responses is developed as a function of the process parameters. Responses predicted by the models (as per Taguchi’s L27 OA) are employed to search for an optimal parametric combination to achieve desired yield of the process. RSM models are developed for mean responses, S/N ratio, and standard deviation of responses. Optimization models are formulated as single objective problem subject to process constraints. Models are formulated based on Analysis of Variance (ANOVA) using MATLAB environment. Optimum solutions are compared with Taguchi Methodology results.

Keywords: optimization, laser cutting, robust design, kerf width, Taguchi method, RSM and DOE

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Authors: D. S. C. Soares, D. G. Costa, J. T. S., A. K. S. Abud, T. P. Nunes, A. M. Oliveira Júnior

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Mathematical models of drying are used for the purpose of understanding the drying process in order to determine important parameters for design and operation of the dryer. The jackfruit is a fruit with high consumption in the Northeast and perishability. It is necessary to apply techniques to improve their conservation for longer in order to diffuse it by regions with low consumption. This study aimed to analyse several mathematical models (Page, Lewis, and Midilli) to indicate one that best fits the conditions of convective drying process using performance indicators associated with each model: accuracy (Af) and noise factors (Bf), mean square error (RMSE) and standard error of prediction (% SEP). Jackfruit drying was carried out in convective type tray dryer at a temperature of 50°C for 9 hours. It is observed that the model Midili was more accurate with Af: 1.39, Bf: 1.33, RMSE: 0.01%, and SEP: 5.34. However, the use of the Model Midilli is not appropriate for purposes of control process due to need four tuning parameters. With the performance indicators used in this paper, the Page model showed similar results with only two parameters. It is concluded that the best correlation between the experimental and estimated data is given by the Page’s model.

Keywords: drying, models, jackfruit, biotechnology

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Authors: Anuphan Suttimarn, Natcha Wattanaprapa, Suwaree Yordchim

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The aim of this study is to develop the online journal system using a web application to manage the journal service of Suan Sunandha Rajabhat University in order to improve the journal management of the university. The main structures of the system process consist of 1. journal content management system 2. membership system of the journal and 3. online submission or review process. The investigators developed the system based on a web application using open source OJS software and phpMyAdmin to manage a research database. The system test showed that this online system 'Online Journal System (OJS)' could shorten the time in the period of submission article to journal and helped in managing a journal procedure efficiently and accurately. The quality evaluation of Suan Sunandha Rajabhat online journal system (SSRUOJS) undertaken by experts and researchers in 5 aspects; design, usability, security, reducing time, and accuracy showed the highest average value (X=4.30) on the aspect of reducing time. Meanwhile, the system efficiency evaluation was on an excellent level (X=4.13).

Keywords: online journal system, Journal management, Information system development, OJS

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Authors: A. Zapata, Orlando Arroyo, R. Bonett

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Over the last two decades, the growing demand for housing in Latin American countries has led to the development of construction projects based on low and medium-rise buildings with thin reinforced concrete walls. This system, known as Thin Walls Reinforced Concrete Buildings (TWRCB), uses walls with thicknesses from 100 to 150 millimetres, with flexural reinforcement formed by welded wire mesh (WWM) with diameters between 5 and 7 millimetres, arranged in one or two layers. These walls often have irregular structural configurations, including combinations of rectangular shapes. Experimental and numerical research conducted in regions where this structural system is commonplace indicates inherent weaknesses, such as limited ductility due to the WWM reinforcement and thin element dimensions. Because of its complexity, numerical analyses have relied on two-dimensional models that don't explicitly account for the floor system, even though it plays a crucial role in distributing seismic forces among the resilient elements. Nonetheless, the numerical analyses assume a rigid diaphragm hypothesis. For this purpose, two study cases of buildings were selected, low-rise and mid-rise characteristics of TWRCB in Colombia. The buildings were analyzed in Opensees using the MVLEM-3D for walls and shell elements to simulate the slabs to involve the effect of coupling diaphragm in the nonlinear behaviour. Three cases are considered: a) models without a slab, b) models with rigid slabs, and c) models with flexible slabs. An incremental static (pushover) and nonlinear dynamic analyses were carried out using a set of 44 far-field ground motions of the FEMA P-695, scaled to 1.0 and 1.5 factors to consider the probability of collapse for the design base earthquake (DBE) and the maximum considered earthquake (MCE) for the model, according to the location sites and hazard zone of the archetypes in the Colombian NSR-10. Shear base capacity, maximum displacement at the roof, walls shear base individual demands and probabilities of collapse were calculated, to evaluate the effect of absence, rigid and flexible slabs in the nonlinear behaviour of the archetype buildings. The pushover results show that the building exhibits an overstrength between 1.1 to 2 when the slab is considered explicitly and depends on the structural walls plan configuration; additionally, the nonlinear behaviour considering no slab is more conservative than if the slab is represented. Include the flexible slab in the analysis remarks the importance to consider the slab contribution in the shear forces distribution between structural elements according to design resistance and rigidity. The dynamic analysis revealed that including the slab reduces the collapse probability of this system due to have lower displacements and deformations, enhancing the safety of residents and the seismic performance. The strategy of including the slab in modelling is important to capture the real effect on the distribution shear forces in walls due to coupling to estimate the correct nonlinear behaviour in this system and the adequate distribution to proportionate the correct resistance and rigidity of the elements in the design to reduce the possibility of damage to the elements during an earthquake.

Keywords: thin wall reinforced concrete buildings, coupling slab, rigid diaphragm, flexible diaphragm

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Authors: T. Y. Liu, C. H. Lin, Y. M. Ferng

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Wind energy is one of the clean renewable energy. However, the low frequency (20-200HZ) noise generated from the wind turbine blades, which bothers the residents, becomes the major problem to be developed. It is useful for predicting the aerodynamic noise by flow field and pressure distribution analysis on the wind turbine blades. Therefore, the main objective of this study is to use different turbulence models to analyse the flow field and pressure distributions of the wing blades. Three-dimensional Computation Fluid Dynamics (CFD) simulation of the flow field was used to calculate the flow phenomena for the National Renewable Energy Laboratory (NREL) Phase VI horizontal axis wind turbine rotor. Two different flow cases with different wind speeds were investigated: 7m/s with 72rpm and 15m/s with 72rpm. Four kinds of RANS-based turbulence models, Standard k-ε, Realizable k-ε, SST k-ω, and v2f, were used to predict and analyse the results in the present work. The results show that the predictions on pressure distributions with SST k-ω and v2f turbulence models have good agreements with experimental data.

Keywords: horizontal axis wind turbine, turbulence model, noise, fluid dynamics

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Authors: Raed KOUTA, José-Alcebiades-Ernesto HLUNGUANE, Eric Châtele

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The search for and exploitation of new fossil energy resources is taking place in the context of the gradual depletion of existing deposits. Despite the adoption of international targets to combat global warming, the demand for fuels continues to grow, contradicting the movement towards an energy-efficient society. The increase in the share of offshore in global hydrocarbon production tends to compensate for the depletion of terrestrial reserves, thus constituting a major challenge for the players in the sector. Through the economic potential it represents, and the energy independence it provides, offshore exploitation is also a challenge for States such as Mozambique, which have large maritime areas and whose environmental wealth must be considered. The exploitation of new reserves on economically viable terms depends on available technologies. The development of deep and ultra-deep offshore requires significant research and development efforts. Progress has also been made in managing the multiple risks inherent in this activity. Our study proposes a reliability approach to develop products and processes designed to live at sea. Indeed, the context of an offshore platform requires highly reliable solutions to overcome the difficulties of access to the system for regular maintenance and quick repairs and which must resist deterioration and degradation processes. One of the characteristics of failures that we consider is the actual conditions of use that are considered 'extreme.' These conditions depend on time and the interactions between the different causes. These are the two factors that give the degradation process its dynamic character, hence the need to develop dynamic reliability models. Our work highlights mathematical models that can explicitly manage interactions between components and process variables. These models are accompanied by numerical resolution methods that help to structure a dynamic reliability approach in a physical and probabilistic context. The application developed makes it possible to evaluate the reliability, availability, and maintainability of a floating storage and unloading platform for liquefied natural gas production.

Keywords: dynamic reliability, offshore plateform, stochastic process, uncertainties

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Authors: Abdellatif Chebboub

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Agricultural production is sensitive to weather and thus directly affected by climate change. Plausible estimates of these climate change impacts require combined use of climate, crop, and economic models. Results from previous studies vary substantially due to differences in models, scenarios, and data. This paper is part of a collective effort to systematically integrate these three types of models. We focus on the economic component of the assessment, investigating how nine global economic models of agriculture represent endogenous responses to seven standardized climate change scenarios produced by two climate and five crop models. These responses include adjustments in yields, area, consumption, and international trade. We apply biophysical shocks derived from the Intergovernmental Panel on Climate Change’s representative concentration pathway with end-of-century radiative forcing of 8.5 W/m2. The mean biophysical yield effect with no incremental CO2 fertilization is a 17% reduction globally by 2050 relative to a scenario with unchanging climate. Endogenous economic responses reduce yield loss to 11%, increase area of major crops by 11%, and reduce consumption by 3%. Agricultural production, cropland area, trade, and prices show the greatest degree of variability in response to climate change, and consumption the lowest. The sources of these differences include model structure and specification; in particular, model assumptions about ease of land use conversion, intensification, and trade. This study identifies where models disagree on the relative responses to climate shocks and highlights research activities needed to improve the representation of agricultural adaptation responses to climate change.

Keywords: climate change, agriculture, weather change, danger of climate change

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Authors: Ferhat Demir

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Even if strategic management is highly critical for all types of organizations, only a few maturity models have been proposed in business literature for the area of strategic management activities. This paper updates previous studies and presents a new conceptual model for assessing the maturity of strategic management in any organization. Strategic management maturity model (S-3M) is basically composed of 6 maturity levels with 7 dimensions. The biggest contribution of S-3M is to put innovation into agenda of strategic management. The main objective of this study is to propose a model to align innovation with business strategies. This paper suggests that innovation (breakthrough new products/services and business models) is the only way of creating sustainable growth and strategy studies cannot ignore this aspect. Maturity models should embrace innovation to respond dynamic business environment and rapidly changing customer behaviours.

Keywords: strategic management, innovation, business model, maturity model

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Authors: B. Godefroy, D. Beladjine, K. Beddiar

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In France, construction BIM actors commonly evoke the BIM gains for exploitation by integrating of the life cycle of a building. The standardization of level 7 of development would achieve this stage of the digital model. The householders include local public authorities, social landlords, public institutions (health and education), enterprises, facilities management companies. They have a dual role: owner and manager of their housing complex. In a context of financial constraint, the BIM of exploitation aims to control costs, make long-term investment choices, renew the portfolio and enable environmental standards to be met. It assumes a knowledge of the existing buildings, marked by its size and complexity. The information sought must be synthetic and structured, it concerns, in general, a real estate complex. We conducted a study with professionals about their concerns and ways to use it to see how householders could benefit from this development. To obtain results, we had in mind the recurring interrogation of the project management, on the needs of the operators, we tested the following stages: 1) Inculcate a minimal culture of BIM with multidisciplinary teams of the operator then by business, 2) Learn by BIM tools, the adaptation of their trade in operations, 3) Understand the place and creation of a graphic and technical database management system, determine the components of its library so their needs, 4) Identify the cross-functional interventions of its managers by business (operations, technical, information system, purchasing and legal aspects), 5) Set an internal protocol and define the BIM impact in their digital strategy. In addition, continuity of management by the integration of construction models in the operation phase raises the question of interoperability in the control of the production of IFC files in the operator’s proprietary format and the export and import processes, a solution rivaled by the traditional method of vectorization of paper plans. Companies that digitize housing complex and those in FM produce a file IFC, directly, according to their needs without recourse to the model of construction, they produce models business for the exploitation. They standardize components, equipment that are useful for coding. We observed the consequences resulting from the use of the BIM in the property industry and, made the following observations: a) The value of data prevail over the graphics, 3D is little used b) The owner must, through his organization, promote the feedback of technical management information during the design phase c) The operator's reflection on outsourcing concerns the acquisition of its information system and these services, observing the risks and costs related to their internal or external developments. This study allows us to highlight: i) The need for an internal organization of operators prior to a response to the construction management ii) The evolution towards automated methods for creating models dedicated to the exploitation, a specialization would be required iii) A review of the communication of the project management, management continuity not articulating around his building model, it must take into account the environment of the operator and reflect on its scope of action.

Keywords: information system, interoperability, models for exploitation, property industry

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Authors: Leah Lee

Abstract:

This paper examines the correlation between deep learning models and emotions with noises to see whether or not noises mask emotions. The deep learning models used are plain convolutional neural networks (CNN), auto-encoder, long short-term memory (LSTM), and Visual Geometry Group-16 (VGG-16). Emotion datasets used are Ryerson Audio-Visual Database of Emotional Speech and Song (RAVDESS), Crowd-sourced Emotional Multimodal Actors Dataset (CREMA-D), Toronto Emotional Speech Set (TESS), and Surrey Audio-Visual Expressed Emotion (SAVEE). To make it four times bigger, audio set files, stretch, and pitch augmentations are utilized. From the augmented datasets, five different features are extracted for inputs of the models. There are eight different emotions to be classified. Noise variations are white noise, dog barking, and cough sounds. The variation in the signal-to-noise ratio (SNR) is 0, 20, and 40. In summation, per a deep learning model, nine different sets with noise and SNR variations and just augmented audio files without any noises will be used in the experiment. To compare the results of the deep learning models, the accuracy and receiver operating characteristic (ROC) are checked.

Keywords: auto-encoder, convolutional neural networks, long short-term memory, speech emotion recognition, visual geometry group-16

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