Search results for: analytical game-theoretic model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 18389

Search results for: analytical game-theoretic model

17669 Modeling and Simulation Methods Using MATLAB/Simulink

Authors: Jamuna Konda, Umamaheswara Reddy Karumuri, Sriramya Muthugi, Varun Pishati, Ravi Shakya,

Abstract:

This paper investigates the challenges involved in mathematical modeling of plant simulation models ensuring the performance of the plant models much closer to the real time physical model. The paper includes the analysis performed and investigation on different methods of modeling, design and development for plant model. Issues which impact the design time, model accuracy as real time model, tool dependence are analyzed. The real time hardware plant would be a combination of multiple physical models. It is more challenging to test the complete system with all possible test scenarios. There are possibilities of failure or damage of the system due to any unwanted test execution on real time.

Keywords: model based design (MBD), MATLAB, Simulink, stateflow, plant model, real time model, real-time workshop (RTW), target language compiler (TLC)

Procedia PDF Downloads 341
17668 Mixture statistical modeling for predecting mortality human immunodeficiency virus (HIV) and tuberculosis(TB) infection patients

Authors: Mohd Asrul Affendi Bi Abdullah, Nyi Nyi Naing

Abstract:

The purpose of this study was to identify comparable manner between negative binomial death rate (NBDR) and zero inflated negative binomial death rate (ZINBDR) with died patients with (HIV + T B+) and (HIV + T B−). HIV and TB is a serious world wide problem in the developing country. Data were analyzed with applying NBDR and ZINBDR to make comparison which a favorable model is better to used. The ZINBDR model is able to account for the disproportionately large number of zero within the data and is shown to be a consistently better fit than the NBDR model. Hence, as a results ZINBDR model is a superior fit to the data than the NBDR model and provides additional information regarding the died mechanisms HIV+TB. The ZINBDR model is shown to be a use tool for analysis death rate according age categorical.

Keywords: zero inflated negative binomial death rate, HIV and TB, AIC and BIC, death rate

Procedia PDF Downloads 430
17667 An Analytical View of Albanian and French Legislation on Access to Health Care Benefits

Authors: Oljana Hoxhaj

Abstract:

The integration process of Albania into the European family carries many difficulties. In this context, the Albanian legislator is inclined to implement in the domestic legal framework models which have been successful in other countries. Our paper aims to present an analytical and comparative approach to the health system in Albania and France, mainly focusing on citizen’s access to these services. Different standards and cultures between states, in the context of an approximate model, will be the first challenge of our paper. Over the last few years, the Albanian government has undertaken concrete reforms in this sector, aiming to transform the vision on which the previous health system was structured. In this perspective, the state fulfills not only an obligation to its citizens, but also consolidates progressive steps toward alignment with European Union standards. The necessity to undertake a genuine reform in this area has come as an exigency of society, which has permanently identified problems within this sector, considering it ineffective, out of standards, and corrupt. The inclusion of health services on the Albanian government agenda reflects its will in the function of good governance, transparency, and broadening access to the provision of quality health services in the public and private sectors. The success of any initiative in the health system consists of giving priority to patient needs. Another objective that should be in the state's consideration is to create the premise to provide a comprehensive process on whose foundations partnership and broader co-operation with beneficiary entities are established in any decision-making that is directly related to their interests. Some other important and widespread impacts on the effective realization of citizens' access to the healthcare system coincide with the construction of appropriate infrastructure, increasing the professionalism and qualification of medical staff, and the allocation of a higher budget. France has one of the most effective healthcare models in Europe. That is why we have chosen to analyze this country, aiming to highlight the advantages of this system, as well as the commitment of the French state to drafting effective health policies. In the framework of the process of harmonization of the Albanian legislation with that of the European Union, through our work, we aim to identify the space to implement the whole of these legislative innovations in the Albanian legislation.

Keywords: effective service, harmonization level, innovation, reform

Procedia PDF Downloads 112
17666 Radiosensitization Properties of Gold Nanoparticles in Brachytherapy of Uterus Cancer by High Dose Rate I-125 Seed: A Simulation Study by MCNPX and MCNP6 Codes

Authors: Elham Mansouri, Asghar Mesbahi

Abstract:

Purpose: In the current study, we aimed to investigate the macroscopic and microscopic dose enhancement effect of metallic nanoparticles in interstitial brachytherapy of uterus cancer by Iodin-125 source using a nano-lattice model in MCNPX (5) and MCNP6.1 codes. Materials and methods: Based on a nano-lattice simulation model containing a radiation source and a tumor tissue with cellular compartments loaded with 7mg/g spherical nanoparticles (bismuth, gold, and gadolinium), the energy deposited by the secondary electrons in microscopic and macroscopic level was estimated. Results: The results show that the values of macroscopic DEF is higher than microscopic DEF values and the macroscopic DEF values decreases as a function of distance from the brachytherapy source surface. Also, the results revealed a remarkable discrepancy between the DEF and secondary electron spectra calculated by MCNPX (5) and MCNP6.1 codes, which could be justified by the difference in energy cut-off and electron transport algorithms of two codes. Conclusion: According to the both MCNPX (5) and MCNP6.1 outputs, it could be concluded that the presence of metallic nanoparticles in the tumor tissue of uteruscancer increases the physical effectiveness of brachytherapy by I-125 source. The results presented herein give a physical view of radiosensitization potential of different metallic nanoparticles and could be considered in design of analytical and experimental radiosensitization studies in tumor regions using various radiotherapy modalities in the presence of heavy nanomaterials.

Keywords: MCNPX, MCNP6, nanoparticle, brachytherapy

Procedia PDF Downloads 101
17665 Model-Based Software Regression Test Suite Reduction

Authors: Shiwei Deng, Yang Bao

Abstract:

In this paper, we present a model-based regression test suite reducing approach that uses EFSM model dependence analysis and probability-driven greedy algorithm to reduce software regression test suites. The approach automatically identifies the difference between the original model and the modified model as a set of elementary model modifications. The EFSM dependence analysis is performed for each elementary modification to reduce the regression test suite, and then the probability-driven greedy algorithm is adopted to select the minimum set of test cases from the reduced regression test suite that cover all interaction patterns. Our initial experience shows that the approach may significantly reduce the size of regression test suites.

Keywords: dependence analysis, EFSM model, greedy algorithm, regression test

Procedia PDF Downloads 425
17664 Robust Diagnosis of an Electro-Mechanical Actuators, Bond Graph LFT Approach

Authors: A. Boulanoir, B. Ould Bouamama, A. Debiane, N. Achour

Abstract:

The paper deals with robust Fault Detection and isolation with respect to parameter uncertainties based on linear fractional transformation form (LFT) Bond graph. The innovative interest of the proposed methodology is the use only one representation for systematic generation of robust analytical redundancy relations and adaptive residual thresholds for sensibility analysis. Furthermore, the parameter uncertainties are introduced graphically in the bond graph model. The methodology applied to the nonlinear industrial Electro-Mechanical Actuators (EMA) used in avionic systems, has determined first the structural monitorability analysis (which component can be monitored) with given instrumentation architecture with any need of complex calculation and secondly robust fault indicators for online supervision.

Keywords: bond graph (BG), electro mechanical actuators (EMA), fault detection and isolation (FDI), linear fractional transformation (LFT), mechatronic systems, parameter uncertainties, avionic system

Procedia PDF Downloads 348
17663 Shaking Table Test and Seismic Performance Evaluation of Spring Viscous Damper Cable System

Authors: Asad Naeem, Jinkoo Kim

Abstract:

This research proposes a self-centering passive damping system consisting of a spring viscous damper linked with a preloaded tendon. The seismic performance of the spring viscous damper is evaluated by pseudo-dynamic tests, and the results are used for the formulation of an analytical model of the damper in the structural analysis program. The shaking table tests of a two-story steel frame installed with the proposed damping system are carried out using five different earthquake records. The results from the shaking table tests are verified by numerical simulation of the retrofitted structure. The results obtained from experiments and numerical simulations demonstrate that the proposed damping system with self-centering capability is effective in reducing earthquake-induced displacement and member forces.

Keywords: seismic retrofit, spring viscous damper, shaking table test, earthquake resistant structures

Procedia PDF Downloads 176
17662 The Effect Analysis of Monetary Instruments through Islamic Banking Financing Channel toward Economic Growth in Indonesia, Period January 2008-December 2015

Authors: Sobar M. Johari, Ida Putri Anjarsari

Abstract:

In the transmission of monetary instrument towards real sector of the economy, Bank Indonesia as monetary authority has developed Islamic Bank Indonesia Certificate (abbreviated as SBIS) as an instrument in Islamic open market operation. One of the monetary transmission channels could take place through financing channel from which the fund is used as the source of banking financing. This study aims to analyse the impact of Islamic monetary instrument towards output or economic growth. Data used in this research is taken from Bank Indonesia and Central Board of Statistics for the period of January 2008 until December 2015. The study employs Granger Causality Test, Vector Error Correction Model (VECM), Impulse Response Function (IRF) technique and Forecast Error Variance Decomposition (FEVD) as its analytical methods. The results show that, first, the transmission mechanism of banking financing channel are not linked to output. Second, estimation results of VECM show that SBIS, PUAS, and FIN have significant impact in the long term towards output. When there is monetary shock, output or economic growth could be recovered and stabilized in the short term. FEVD results show that Islamic banking financing contributes 1.33 percent to increase economic growth.

Keywords: Islamic monetary instrument, Islamic banking financing channel, economic growth, Vector Error Correction Model (VECM)

Procedia PDF Downloads 278
17661 Transport Mode Selection under Lead Time Variability and Emissions Constraint

Authors: Chiranjit Das, Sanjay Jharkharia

Abstract:

This study is focused on transport mode selection under lead time variability and emissions constraint. In order to reduce the carbon emissions generation due to transportation, organization has often faced a dilemmatic choice of transport mode selection since logistic cost and emissions reduction are complementary with each other. Another important aspect of transportation decision is lead-time variability which is least considered in transport mode selection problem. Thus, in this study, we provide a comprehensive mathematical based analytical model to decide transport mode selection under emissions constraint. We also extend our work through analysing the effect of lead time variability in the transport mode selection by a sensitivity analysis. In order to account lead time variability into the model, two identically normally distributed random variables are incorporated in this study including unit lead time variability and lead time demand variability. Therefore, in this study, we are addressing following questions: How the decisions of transport mode selection will be affected by lead time variability? How lead time variability will impact on total supply chain cost under carbon emissions? To accomplish these objectives, a total transportation cost function is developed including unit purchasing cost, unit transportation cost, emissions cost, holding cost during lead time, and penalty cost for stock out due to lead time variability. A set of modes is available to transport each node, in this paper, we consider only four transport modes such as air, road, rail, and water. Transportation cost, distance, emissions level for each transport mode is considered as deterministic and static in this paper. Each mode is having different emissions level depending on the distance and product characteristics. Emissions cost is indirectly affected by the lead time variability if there is any switching of transport mode from lower emissions prone transport mode to higher emissions prone transport mode in order to reduce penalty cost. We provide a numerical analysis in order to study the effectiveness of the mathematical model. We found that chances of stock out during lead time will be higher due to the higher variability of lead time and lad time demand. Numerical results show that penalty cost of air transport mode is negative that means chances of stock out zero, but, having higher holding and emissions cost. Therefore, air transport mode is only selected when there is any emergency order to reduce penalty cost, otherwise, rail and road transport is the most preferred mode of transportation. Thus, this paper is contributing to the literature by a novel approach to decide transport mode under emissions cost and lead time variability. This model can be extended by studying the effect of lead time variability under some other strategic transportation issues such as modal split option, full truck load strategy, and demand consolidation strategy etc.

Keywords: carbon emissions, inventory theoretic model, lead time variability, transport mode selection

Procedia PDF Downloads 432
17660 Assessment of Quality of Life in Hypertensive Patients Using the WHOQOL-BREF Instrument in Post-pandemic Era: An Analytical Cross-Sectional Study

Authors: Nasrin Akter, Bilkis Banu, Farhana Faruque, Fatema Afrin, Sujana Haque Chowdhury, Sarder Mahmud Hossain

Abstract:

Objectives: To combat the growing prevalence of hypertension in Bangladesh, it is pivotal to have an in-depth understanding of quality of life (QOL) among hypertensive people. The aim of this study was to measure QOL of hypertensive people and its determinants in a selected tertiary hospital in Dhaka city. Design & Methods: This analytical cross-sectional study was conducted among randomly selected 300 hypertensive patients from two cardiac departments of Square Hospitals Limited. Data were collected through the face-to-face interview method. WHOQOL-BREF questionnaire was used to assess the QOL. Mean scores of quality of life were analyzed through descriptive statistics. Cronbach’s alpha coefficient and Pearson’s correlation coefficient were applied to estimate the internal consistency, and the level of agreement among different domains of WHOQOL-BREF, respectively. Chi-square test followed by binary regression analyses were used to measure the association between QOL domains and independent variables. Results: Both overall QOL and domains had a good internal consistency, (r = 0.13–0.77, p< 0.01). The QOL among hypertensive patients was found to be poor in the psychological (71%) and social (74.7%) domains and good in the environmental (63%) and physical (65%) domains. Backward binary regressions revealed that being older (p=0.01), diabetic (p=0.02), having history of COVID-19 (p=0.01), and poor monthly income (USD ≤853.14) (p=0.01) were significantly associated with poor QOL in all domain. Moreover, older age (p=0.01) and poor lifestyle (p=0.02) were significantly associated with poor overall quality of life and poor general health perception. Conclusion: The results revealed low QOL in the psychological and social domain including significant factors associated with the poor QOL in all domains. To enhance the quality of life for hypertensive patients—especially those who are older, diabetic, have lower incomes, experienced COVID-19, and maintain poor lifestyles—effective interventions and health system strengthening are crucial.

Keywords: quality of life, hypertension, WHOQOL-BREF, analytical cross-sectional study

Procedia PDF Downloads 9
17659 Dynamics of a Susceptible-Infected-Recovered Model along with Time Delay, Modulated Incidence, and Nonlinear Treatment

Authors: Abhishek Kumar, Nilam

Abstract:

As we know that, time delay exists almost in every biological phenomenon. Therefore, in the present study, we propose a susceptible–infected–recovered (SIR) epidemic model along with time delay, modulated incidence rate of infection, and Holling Type II nonlinear treatment rate. The present model aims to provide a strategy to control the spread of epidemics. In the mathematical study of the model, it has been shown that the model has two equilibriums which are named as disease-free equilibrium (DFE) and endemic equilibrium (EE). Further, stability analysis of the model is discussed. To prove the stability of the model at DFE, we derived basic reproduction number, denoted by (R₀). With the help of basic reproduction number (R₀), we showed that the model is locally asymptotically stable at DFE when the basic reproduction number (R₀) less than unity and unstable when the basic reproduction number (R₀) is greater than unity. Furthermore, stability analysis of the model at endemic equilibrium has also been discussed. Finally, numerical simulations have been done using MATLAB 2012b to exemplify the theoretical results.

Keywords: time delayed SIR epidemic model, modulated incidence rate, Holling type II nonlinear treatment rate, stability

Procedia PDF Downloads 151
17658 Comparative Performance Study of Steel Plate Shear Wall with Reinforced Concrete Shear Wall

Authors: Amit S. Chauhan, S. Mandal

Abstract:

The structural response of shear walls subjected to various types of loads is difficult to predict precisely. They are incorporated in buildings to resist lateral forces and support the gravity loads. The steel plate shear walls (SPSWs) are used as lateral load resisting systems for buildings and acts as an alternative to reinforced concrete shear walls (RCSWs). This paper compares the behavior of SPSW with the RCSW incorporated in a building frame having G+6 storey, located in Zone III, using the technique of Equivalent Static Method (ESM) as per Indian Standard Criteria For Earthquake Resistant Design of Structures IS 1893:2002. This paper intends to evaluate several parameters such as lateral displacement at tip, inter-storey drift, weight of steel and volume of concrete with the alteration of the shear wall with respect to different types viz., SPSW and RCSW. The strip model employed in this study is a widely accepted analytical tool for SPSW analysis. SPSW can be modelled as truss members by using a series of diagonal tension strips positioned at 45-degree angles. In this paper, by replacing the SPSWs with the tension strips, the G+6 building has been analyzed using STAAD.Pro V8i. Based on the present study, it can be concluded that structure with SPSWs is much better then structure with RCSWs.

Keywords: equivalent static method, inter-storey drift, lateral displacement, Steel plate shear wall, strip model

Procedia PDF Downloads 243
17657 Simulation of Flow through Dam Foundation by FEM and ANN Methods Case Study: Shahid Abbaspour Dam

Authors: Mehrdad Shahrbanozadeh, Gholam Abbas Barani, Saeed Shojaee

Abstract:

In this study, a finite element (Seep3D model) and an artificial neural network (ANN) model were developed to simulate flow through dam foundation. Seep3D model is capable of simulating three-dimensional flow through a heterogeneous and anisotropic, saturated and unsaturated porous media. Flow through the Shahid Abbaspour dam foundation has been used as a case study. The FEM with 24960 triangular elements and 28707 nodes applied to model flow through foundation of this dam. The FEM being made denser in the neighborhood of the curtain screen. The ANN model developed for Shahid Abbaspour dam is a feedforward four layer network employing the sigmoid function as an activator and the back-propagation algorithm for the network learning. The water level elevations of the upstream and downstream of the dam have been used as input variables and the piezometric heads as the target outputs in the ANN model. The two models are calibrated and verified using the Shahid Abbaspour’s dam piezometric data. Results of the models were compared with those measured by the piezometers which are in good agreement. The model results also revealed that the ANN model performed as good as and in some cases better than the FEM.

Keywords: seepage, dam foundation, finite element method, neural network, seep 3D model

Procedia PDF Downloads 469
17656 Problems and Solutions in the Application of ICP-MS for Analysis of Trace Elements in Various Samples

Authors: Béla Kovács, Éva Bódi, Farzaneh Garousi, Szilvia Várallyay, Áron Soós, Xénia Vágó, Dávid Andrási

Abstract:

In agriculture for analysis of elements in different food and food raw materials, moreover environmental samples generally flame atomic absorption spectrometers (FAAS), graphite furnace atomic absorption spectrometers (GF-AAS), inductively coupled plasma optical emission spectrometers (ICP-OES) and inductively coupled plasma mass spectrometers (ICP-MS) are routinely applied. An inductively coupled plasma mass spectrometer (ICP-MS) is capable for analysis of 70-80 elements in multielemental mode, from 1-5 cm3 volume of a sample, moreover the detection limits of elements are in µg/kg-ng/kg (ppb-ppt) concentration range. All the analytical instruments have different physical and chemical interfering effects analysing the above types of samples. The smaller the concentration of an analyte and the larger the concentration of the matrix the larger the interfering effects. Nowadays there is very important to analyse growingly smaller concentrations of elements. From the above analytical instruments generally the inductively coupled plasma mass spectrometer is capable of analysing the smallest concentration of elements. The applied ICP-MS instrument has Collision Cell Technology (CCT) also. Using CCT mode certain elements have better (smaller) detection limits with 1-3 magnitudes comparing to a normal ICP-MS analytical method. The CCT mode has better detection limits mainly for analysis of selenium, arsenic, germanium, vanadium and chromium. To elaborate an analytical method for trace elements with an inductively coupled plasma mass spectrometer the most important interfering effects (problems) were evaluated: 1) Physical interferences; 2) Spectral interferences (elemental and molecular isobaric); 3) Effect of easily ionisable elements; 4) Memory interferences. Analysing food and food raw materials, moreover environmental samples an other (new) interfering effect emerged in ICP-MS, namely the effect of various matrixes having different evaporation and nebulization effectiveness, moreover having different quantity of carbon content of food and food raw materials, moreover environmental samples. In our research work the effect of different water-soluble compounds furthermore the effect of various quantity of carbon content (as sample matrix) were examined on changes of intensity of the applied elements. So finally we could find “opportunities” to decrease or eliminate the error of the analyses of applied elements (Cr, Co, Ni, Cu, Zn, Ge, As, Se, Mo, Cd, Sn, Sb, Te, Hg, Pb, Bi). To analyse these elements in the above samples, the most appropriate inductively coupled plasma mass spectrometer is a quadrupole instrument applying a collision cell technique (CCT). The extent of interfering effect of carbon content depends on the type of compounds. The carbon content significantly affects the measured concentration (intensities) of the above elements, which can be corrected using different internal standards.

Keywords: elements, environmental and food samples, ICP-MS, interference effects

Procedia PDF Downloads 502
17655 A Mixed Integer Linear Programming Model for Flexible Job Shop Scheduling Problem

Authors: Mohsen Ziaee

Abstract:

In this paper, a mixed integer linear programming (MILP) model is presented to solve the flexible job shop scheduling problem (FJSP). This problem is one of the hardest combinatorial problems. The objective considered is the minimization of the makespan. The computational results of the proposed MILP model were compared with those of the best known mathematical model in the literature in terms of the computational time. The results show that our model has better performance with respect to all the considered performance measures including relative percentage deviation (RPD) value, number of constraints, and total number of variables. By this improved mathematical model, larger FJS problems can be optimally solved in reasonable time, and therefore, the model would be a better tool for the performance evaluation of the approximation algorithms developed for the problem.

Keywords: scheduling, flexible job shop, makespan, mixed integer linear programming

Procedia PDF Downloads 181
17654 Performance Analysis of the First-Order Characteristics of Polling System Based on Parallel Limited (K=1) Services Mode

Authors: Liu Yi, Bao Liyong

Abstract:

Aiming at the problem of low efficiency of pipelined scheduling in periodic query-qualified service, this paper proposes a system service resource scheduling strategy with parallel optimized qualified service polling control. The paper constructs the polling queuing system and its mathematical model; firstly, the first-order and second-order characteristic parameter equations are obtained by partial derivation of the probability mother function of the system state variables, and the complete mathematical, analytical expressions of each system parameter are deduced after the joint solution. The simulation experimental results are consistent with the theoretical calculated values. The system performance analysis shows that the average captain and average period of the system have been greatly improved, which can better adapt to the service demand of delay-sensitive data in the dense data environment.

Keywords: polling, parallel scheduling, mean queue length, average cycle time

Procedia PDF Downloads 37
17653 A New Prediction Model for Soil Compression Index

Authors: D. Mohammadzadeh S., J. Bolouri Bazaz

Abstract:

This paper presents a new prediction model for compression index of fine-grained soils using multi-gene genetic programming (MGGP) technique. The proposed model relates the soil compression index to its liquid limit, plastic limit and void ratio. Several laboratory test results for fine-grained were used to develop the models. Various criteria were considered to check the validity of the model. The parametric and sensitivity analyses were performed and discussed. The MGGP method was found to be very effective for predicting the soil compression index. A comparative study was further performed to prove the superiority of the MGGP model to the existing soft computing and traditional empirical equations.

Keywords: new prediction model, compression index soil, multi-gene genetic programming, MGGP

Procedia PDF Downloads 371
17652 BTG-BIBA: A Flexibility-Enhanced Biba Model Using BTG Strategies for Operating System

Authors: Gang Liu, Can Wang, Runnan Zhang, Quan Wang, Huimin Song, Shaomin Ji

Abstract:

Biba model can protect information integrity but might deny various non-malicious access requests of the subjects, thereby decreasing the availability in the system. Therefore, a mechanism that allows exceptional access control is needed. Break the Glass (BTG) strategies refer an efficient means for extending the access rights of users in exceptional cases. These strategies help to prevent a system from stagnation. An approach is presented in this work for integrating Break the Glass strategies into the Biba model. This research proposes a model, BTG-Biba, which provides both an original Biba model used in normal situations and a mechanism used in emergency situations. The proposed model is context aware, can implement a fine-grained type of access control and primarily solves cross-domain access problems. Finally, the flexibility and availability improvement with the use of the proposed model is illustrated.

Keywords: Biba model, break the glass, context, cross-domain, fine-grained

Procedia PDF Downloads 539
17651 Proposing a Strategic Management Maturity Model for Continues Innovation

Authors: Ferhat Demir

Abstract:

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

Procedia PDF Downloads 191
17650 Comparison of Applicability of Time Series Forecasting Models VAR, ARCH and ARMA in Management Science: Study Based on Empirical Analysis of Time Series Techniques

Authors: Muhammad Tariq, Hammad Tahir, Fawwad Mahmood Butt

Abstract:

Purpose: This study attempts to examine the best forecasting methodologies in the time series. The time series forecasting models such as VAR, ARCH and the ARMA are considered for the analysis. Methodology: The Bench Marks or the parameters such as Adjusted R square, F-stats, Durban Watson, and Direction of the roots have been critically and empirically analyzed. The empirical analysis consists of time series data of Consumer Price Index and Closing Stock Price. Findings: The results show that the VAR model performed better in comparison to other models. Both the reliability and significance of VAR model is highly appreciable. In contrary to it, the ARCH model showed very poor results for forecasting. However, the results of ARMA model appeared double standards i.e. the AR roots showed that model is stationary and that of MA roots showed that the model is invertible. Therefore, the forecasting would remain doubtful if it made on the bases of ARMA model. It has been concluded that VAR model provides best forecasting results. Practical Implications: This paper provides empirical evidences for the application of time series forecasting model. This paper therefore provides the base for the application of best time series forecasting model.

Keywords: forecasting, time series, auto regression, ARCH, ARMA

Procedia PDF Downloads 346
17649 In-service High School Teachers’ Experiences On Blended Teaching Approach Of Mathematics

Authors: Lukholo Raxangana

Abstract:

Fourth Industrial Revolution (4IR)-era teaching offers in-service mathematics teachers opportunities to use blended approaches to engage learners while teaching mathematics. This study explores in-service high school teachers' experiences with a blended teaching approach to mathematics. This qualitative case study involved eight pre-service teachers from four selected schools in the Sedibeng West District of the Gauteng Province. The study used the community of inquiry model as its analytical framework for data analysis. Data collection was through semi-structured interviews and focus-group discussions to explore in-service teachers' experiences with the influence of blended teaching (BT) on learning mathematics. The study results are the impact of load-shedding, benefits of BT, and perceptions of in-service and hindrances of BT. Based on these findings, the study recommends that further research should focus on developing data-free BT tools to assist during load-shedding, regardless of location.

Keywords: bended teaching, teachers, in-service, and mathematics

Procedia PDF Downloads 56
17648 Investigating the Expression of NR1/NR2 Receptors in Boys Between 6 to 16 with ADHD Compared to a Healthy Controlled Group

Authors: Sajad Haghshenas

Abstract:

Emerging evidence from clinical, genetic, and animal model studies suggests that the N-methyl-D-aspartate (NMDA) glutamate receptors (NMDAR) may contribute to the pathophysiology and aetiology of neurological and psychiatric disorders and the patients with impaired NMDR receptors experience psychological symptoms. Therefore, we hypothesised that NMDAR receptors play a key role in the development of attention deficit hyperactivity disorder (ADHD). In this comparative analytical study, we utilized western blotting method to assay the expression levels of NMDA subunits NR1 and NR2 in the blood plasma of 50 male individuals diagnosed with ADHD in comparison to 20 healthy controls. The findings from the western blotting analysis provide support for the hypothesis that individuals with ADHD exhibit significantly lower levels of NR1/2 receptors compared to those without the disorder. Further research is needed to explore the potential causal relationship between reduced NR1/NR2 receptor levels and the development of ADHD.

Keywords: expression, glutamate receptors, NR1, NR2, ADHD

Procedia PDF Downloads 72
17647 Multiscale Simulation of Ink Seepage into Fibrous Structures through a Mesoscopic Variational Model

Authors: Athmane Bakhta, Sebastien Leclaire, David Vidal, Francois Bertrand, Mohamed Cheriet

Abstract:

This work presents a new three-dimensional variational model proposed for the simulation of ink seepage into paper sheets at the fiber level. The model, inspired by the Hising model, takes into account a finite volume of ink and describes the system state through gravity, cohesion, and adhesion force interactions. At the mesoscopic scale, the paper substrate is modeled using a discretized fiber structure generated using a numerical deposition procedure. A modified Monte Carlo method is introduced for the simulation of the ink dynamics. Besides, a multiphase lattice Boltzmann method is suggested to fine-tune the mesoscopic variational model parameters, and it is shown that the ink seepage behaviors predicted by the proposed model can resemble those predicted by a method relying on first principles.

Keywords: fibrous media, lattice Boltzmann, modelling and simulation, Monte Carlo, variational model

Procedia PDF Downloads 145
17646 Segmentation of Piecewise Polynomial Regression Model by Using Reversible Jump MCMC Algorithm

Authors: Suparman

Abstract:

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: piecewise regression, bayesian, reversible jump MCMC, segmentation

Procedia PDF Downloads 371
17645 Introduction to Two Artificial Boundary Conditions for Transient Seepage Problems and Their Application in Geotechnical Engineering

Authors: Shuang Luo, Er-Xiang Song

Abstract:

Many problems in geotechnical engineering, such as foundation deformation, groundwater seepage, seismic wave propagation and geothermal transfer problems, may involve analysis in the ground which can be seen as extending to infinity. To that end, consideration has to be given regarding how to deal with the unbounded domain to be analyzed by using numerical methods, such as finite element method (FEM), finite difference method (FDM) or finite volume method (FVM). A simple artificial boundary approach derived from the analytical solutions for transient radial seepage problems, is introduced. It should be noted, however, that the analytical solutions used to derive the artificial boundary are particular solutions under certain boundary conditions, such as constant hydraulic head at the origin or constant pumping rate of the well. When dealing with unbounded domains with unsteady boundary conditions, a more sophisticated artificial boundary approach to deal with the infinity of the domain is presented. By applying Laplace transforms and introducing some specially defined auxiliary variables, the global artificial boundary conditions (ABCs) are simplified to local ones so that the computational efficiency is enhanced significantly. The introduced two local ABCs are implemented in a finite element computer program so that various seepage problems can be calculated. The two approaches are first verified by the computation of a one-dimensional radial flow problem, and then tentatively applied to more general two-dimensional cylindrical problems and plane problems. Numerical calculations show that the local ABCs can not only give good results for one-dimensional axisymmetric transient flow, but also applicable for more general problems, such as axisymmetric two-dimensional cylindrical problems, and even more general planar two-dimensional flow problems for well doublet and well groups. An important advantage of the latter local boundary is its applicability for seepage under rapidly changing unsteady boundary conditions, and even the computational results on the truncated boundary are usually quite satisfactory. In this aspect, it is superior over the former local boundary. Simulation of relatively long operational time demonstrates to certain extents the numerical stability of the local boundary. The solutions of the two local ABCs are compared with each other and with those obtained by using large element mesh, which proves the satisfactory performance and obvious superiority over the large mesh model.

Keywords: transient seepage, unbounded domain, artificial boundary condition, numerical simulation

Procedia PDF Downloads 293
17644 Comparison of Sourcing Process in Supply Chain Operation References Model and Business Information Systems

Authors: Batuhan Kocaoglu

Abstract:

Although using powerful systems like ERP (Enterprise Resource Planning), companies still cannot benchmark their processes and measure their process performance easily based on predefined SCOR (Supply Chain Operation References) terms. The purpose of this research is to identify common and corresponding processes to present a conceptual model to model and measure the purchasing process of an organization. The main steps for the research study are: Literature review related to 'procure to pay' process in ERP system; Literature review related to 'sourcing' process in SCOR model; To develop a conceptual model integrating 'sourcing' of SCOR model and 'procure to pay' of ERP model. In this study, we examined the similarities and differences between these two models. The proposed framework is based on the assumptions that are drawn from (1) the body of literature, (2) the authors’ experience by working in the field of enterprise and logistics information systems. The modeling framework provides a structured and systematic way to model and decompose necessary information from conceptual representation to process element specification. This conceptual model will help the organizations to make quality purchasing system measurement instruments and tools. And offered adaptation issues for ERP systems and SCOR model will provide a more benchmarkable and worldwide standard business process.

Keywords: SCOR, ERP, procure to pay, sourcing, reference model

Procedia PDF Downloads 362
17643 Antimicrobial Resistance: Knowledge towards Antibiotics in a Mexican Population

Authors: L. D. Upegui, Isabel Alvarez-Solorza, Karina Garduno-Ulloa, Maren Boecker

Abstract:

Introduction: The increasing prevalence rate of resistant and multiresistant bacterial strains to antibiotics is a threat to public health and requires a rapid multifunctional answer. Individuals that are affected by resistant strains present a higher morbidity and mortality than individuals that are infected with the same species of bacteria but with sensitive strains. There have been identified risk factors that are related to the misuse and overuse of antibiotics, like socio-demographic characteristics and psychological aspects of the individuals that have not been explored objectively due to a lack of valid and reliable instruments for their measurement. Objective: To validate a questionnaire for the evaluation of the levels of knowledge related to the use of antibiotics in a Mexican population. Materials and Methods: Analytical cross-sectional observational study. The questionnaire consists of 12 items to evaluated knowledge (1=no, 2=not sure, 3=yes) regarding the use of antibiotics, with higher scores corresponding to a higher level of knowledge. Data are collected in a sample of students. Data collection is still ongoing. In this abstract preliminary results of 30 respondents are reported which were collected during pilot-testing. The validation of the instrument was done using the Rasch model. Fit to the Rasch model was tested checking overall fit to the model, unidimensionality, local independence and evaluating the presence of Differential Item Functioning (DIF) by age and gender. The software Rumm2030 and the SPSS were used for the analyses. Results: The participants of the pilot-testing presented an average age of 32 years ± 12.6 and 53% were women. The preliminary results indicated that the items showed good fit to the Rasch model (chi-squared=12.8 p=0.3795). Unidimensionality (number of significant t-tests of 3%) could be proven, the items were locally independent, and no DIF was observed. Knowledge was the smallest regarding statements on the role of antibiotics in treating infections, e.g., most of the respondents did not know that antibiotics would not work against viral infections (70%) and that they could also cause side effects (87%). The knowledge score ranged from 0 to 100 points with a transformed measurement (mean of knowledge 27.1 ± 4.8). Conclusions: The instrument showed good psychometric proprieties. The low scores of knowledge about antibiotics suggest that misinterpretations on the use of these medicaments were prevalent, which could influence the production of antibiotic resistance. The application of this questionnaire will allow the objective identification of 'Hight risk groups', which will be the target population for future educational campaigns, to reduce the knowledge gaps on the general population as an effort against antibiotic resistance.

Keywords: antibiotics, knowledge, misuse, overuse, questionnaire, Rasch model, validation

Procedia PDF Downloads 156
17642 Effect of Different Model Drugs on the Properties of Model Membranes from Fishes

Authors: M. Kumpugdee-Vollrath, T. G. D. Phu, M. Helmis

Abstract:

A suitable model membrane to study the pharmacological effect of pharmaceutical products is human stratum corneum because this layer of human skin is the outermost layer and it is an important barrier to be passed through. Other model membranes which were also used are for example skins from pig, mouse, reptile or fish. We are interested in fish skins in this project. The advantages of the fish skins are, that they can be obtained from the supermarket or fish shop. However, the fish skins should be freshly prepared and used directly without storage. In order to understand the effect of different model drugs e.g. lidocaine HCl, resveratrol, paracetamol, ibuprofen, acetyl salicylic acid on the properties of the model membrane from various types of fishes e.g. trout, salmon, cod, plaice permeation tests were performed and differential scanning calorimetry was applied.

Keywords: fish skin, model membrane, permeation, DSC, lidocaine HCl, resveratrol, paracetamol, ibuprofen, acetyl salicylic acid

Procedia PDF Downloads 468
17641 Lyapunov Functions for Extended Ross Model

Authors: Rahele Mosleh

Abstract:

This paper gives a survey of results on global stability of extended Ross model for malaria by constructing some elegant Lyapunov functions for two cases of epidemic, including disease-free and endemic occasions. The model is a nonlinear seven-dimensional system of ordinary differential equations that simulates this phenomenon in a more realistic fashion. We discuss the existence of positive disease-free and endemic equilibrium points of the model. It is stated that extended Ross model possesses invariant solutions for human and mosquito in a specific domain of the system.

Keywords: global stability, invariant solutions, Lyapunov function, stationary points

Procedia PDF Downloads 164
17640 Rayleigh-Bénard-Taylor Convection of Newtonian Nanoliquid

Authors: P. G. Siddheshwar, T. N. Sakshath

Abstract:

In the paper we make linear and non-linear stability analyses of Rayleigh-Bénard convection of a Newtonian nanoliquid in a rotating medium (called as Rayleigh-Bénard-Taylor convection). Rigid-rigid isothermal boundaries are considered for investigation. Khanafer-Vafai-Lightstone single phase model is used for studying instabilities in nanoliquids. Various thermophysical properties of nanoliquid are obtained using phenomenological laws and mixture theory. The eigen boundary value problem is solved for the Rayleigh number using an analytical method by considering trigonometric eigen functions. We observe that the critical nanoliquid Rayleigh number is less than that of the base liquid. Thus the onset of convection is advanced due to the addition of nanoparticles. So, increase in volume fraction leads to advanced onset and thereby increase in heat transport. The amplitudes of convective modes required for estimating the heat transport are determined analytically. The tri-modal standard Lorenz model is derived for the steady state assuming small scale convective motions. The effect of rotation on the onset of convection and on heat transport is investigated and depicted graphically. It is observed that the onset of convection is delayed due to rotation and hence leads to decrease in heat transport. Hence, rotation has a stabilizing effect on the system. This is due to the fact that the energy of the system is used to create the component V. We observe that the amount of heat transport is less in the case of rigid-rigid isothermal boundaries compared to free-free isothermal boundaries.

Keywords: nanoliquid, rigid-rigid, rotation, single phase

Procedia PDF Downloads 232