Search results for: bar model method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 31584

Search results for: bar model method

30864 Time-Dependent Analysis of Composite Steel-Concrete Beams Subjected to Shrinkage

Authors: Rahal Nacer, Beghdad Houda, Tehami Mohamed, Souici Abdelaziz

Abstract:

Although the shrinkage of the concrete causes undesirable parasitic effects to the structure, it can then harm the resistance and the good appearance of the structure. Long term behaviourmodelling of steel-concrete composite beams requires the use of the time variable and the taking into account of all the sustained stress history of the concrete slab constituting the cross section. The work introduced in this article is a theoretical study of the behaviour of composite beams with respect to the phenomenon of concrete shrinkage. While using the theory of the linear viscoelasticity of the concrete, and on the basis of the rate of creep method, in proposing an analytical model, made up by a system of two linear differential equations, emphasizing the effects caused by shrinkage on the resistance of a steel-concrete composite beams. Results obtained from the application of the suggested model to a steel-concrete composite beam are satisfactory.

Keywords: composite beams, shrinkage, time, rate of creep method, viscoelasticity theory

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30863 Mapping of Geological Structures Using Aerial Photography

Authors: Ankit Sharma, Mudit Sachan, Anurag Prakash

Abstract:

Rapid growth in data acquisition technologies through drones, have led to advances and interests in collecting high-resolution images of geological fields. Being advantageous in capturing high volume of data in short flights, a number of challenges have to overcome for efficient analysis of this data, especially while data acquisition, image interpretation and processing. We introduce a method that allows effective mapping of geological fields using photogrammetric data of surfaces, drainage area, water bodies etc, which will be captured by airborne vehicles like UAVs, we are not taking satellite images because of problems in adequate resolution, time when it is captured may be 1 yr back, availability problem, difficult to capture exact image, then night vision etc. This method includes advanced automated image interpretation technology and human data interaction to model structures and. First Geological structures will be detected from the primary photographic dataset and the equivalent three dimensional structures would then be identified by digital elevation model. We can calculate dip and its direction by using the above information. The structural map will be generated by adopting a specified methodology starting from choosing the appropriate camera, camera’s mounting system, UAVs design ( based on the area and application), Challenge in air borne systems like Errors in image orientation, payload problem, mosaicing and geo referencing and registering of different images to applying DEM. The paper shows the potential of using our method for accurate and efficient modeling of geological structures, capture particularly from remote, of inaccessible and hazardous sites.

Keywords: digital elevation model, mapping, photogrammetric data analysis, geological structures

Procedia PDF Downloads 688
30862 Sound Performance of a Composite Acoustic Coating With Embedded Parallel Plates Under Hydrostatic Pressure

Authors: Bo Hu, Shibo Wang, Haoyang Zhang, Jie Shi

Abstract:

With the development of sonar detection technology, the acoustic stealth technology of underwater vehicles is facing severe challenges. The underwater acoustic coating is developing towards the direction of low-frequency absorption capability and broad absorption frequency bandwidth. In this paper, an acoustic model of underwater acoustic coating of composite material embedded with periodical steel structure is presented. The model has multiple high absorption peaks in the frequency range of 1kHz-8kHz, where achieves high sound absorption and broad bandwidth performance. It is found that the frequencies of the absorption peaks are related to the classic half-wavelength transmission principle. The sound absorption performance of the acoustic model is investigated by the finite element method using COMSOL software. The sound absorption mechanism of the proposed model is explained by the distributions of the displacement vector field. The influence of geometric parameters of periodical steel structure, including thickness and distance, on the sound absorption ability of the proposed model are further discussed. The acoustic model proposed in this study provides an idea for the design of underwater low-frequency broadband acoustic coating, and the results shows the possibility and feasibility for practical underwater application.

Keywords: acoustic coating, composite material, broad frequency bandwidth, sound absorption performance

Procedia PDF Downloads 177
30861 Owner/Managers’ External Financing Used and Preference towards Islamic Banking

Authors: Khalid Hassan Abdesamed, Kalsom Abd Wahab

Abstract:

Economic development and growth are significantly linked to the consistent and sustainable sector of small and medium enterprises (SMEs). Banks are the frontrunners in financing and advising SMEs. The main objective of the study is to assess the tendency of SMEs to use the Islamic bank. Model was developed using quantitative method with a hypothetical-deductive testing approach. Model (N = 364) used primary data on the tendency of SMEs to use Islamic banks gathered from questionnaire. It is found by Mann-Whitney test that the tendency to use Islamic bank varies between those firms which consider formal financing with the ones relying on informal financing with the latter tends more to use Islamic bank. This study can serve academic researchers, policy makers, and developing countries as a model of SMEs’ desirability to Islamic banking.

Keywords: formal financing, informal financing, Islamic bank, SMEs

Procedia PDF Downloads 357
30860 Computation and Validation of the Stress Distribution around a Circular Hole in a Slab Undergoing Plastic Deformation

Authors: Sherif D. El Wakil, John Rice

Abstract:

The aim of the current work was to employ the finite element method to model a slab, with a small hole across its width, undergoing plastic plane strain deformation. The computational model had, however, to be validated by comparing its results with those obtained experimentally. Since they were in good agreement, the finite element method can therefore be considered a reliable tool that can help gain better understanding of the mechanism of ductile failure in structural members having stress raisers. The finite element software used was ANSYS, and the PLANE183 element was utilized. It is a higher order 2-D, 8-node or 6-node element with quadratic displacement behavior. A bilinear stress-strain relationship was used to define the material properties, with constants similar to those of the material used in the experimental study. The model was run for several tensile loads in order to observe the progression of the plastic deformation region, and the stress concentration factor was determined in each case. The experimental study involved employing the visioplasticity technique, where a circular mesh (each circle was 0.5 mm in diameter, with 0.05 mm line thickness) was initially printed on the side of an aluminum slab having a small hole across its width. Tensile loading was then applied to produce a small increment of plastic deformation. Circles in the plastic region became ellipses, where the directions of the principal strains and stresses coincided with the major and minor axes of the ellipses. Next, we were able to determine the directions of the maximum and minimum shear stresses at the center of each ellipse, and the slip-line field was then constructed. We were then able to determine the stress at any point in the plastic deformation zone, and hence the stress concentration factor. The experimental results were found to be in good agreement with the analytical ones.

Keywords: finite element method to model a slab, slab undergoing plastic deformation, stress distribution around a circular hole, visioplasticity

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30859 Stress Analysis of a Pressurizer in a Pressurized Water Reactor Using Finite Element Method

Authors: Tanvir Hasan, Minhaz Uddin, Anwar Sadat Anik

Abstract:

A pressurizer is a safety-related reactor component that maintains the reactor operating pressure to guarantee safety. Its structure is usually made of high thermal and pressure resistive material. The mechanical structure of these components should be maintained in all working settings, including transient to severe accidents conditions. The goal of this study is to examine the structural integrity and stress of the pressurizer in order to ensure its design integrity towards transient situations. For this, the finite element method (FEM) was used to analyze the mechanical stress on pressurizer components in this research. ANSYS MECHANICAL tool was used to analyze a 3D model of the pressurizer. The material for the body and safety relief nozzle is selected as low alloy steel i.e., SA-508 Gr.3 Cl.2. The model was put into ANSYS WORKBENCH and run under the boundary conditions of (internal Pressure, -17.2 MPa, inside radius, -1348mm, the thickness of the shell, -127mm, and the ratio of the outside radius to an inside radius, - 1.059). The theoretical calculation was done using the formulas and then the results were compared with the simulated results. When stimulated at design conditions, the findings revealed that the pressurizer stress analysis completely fulfilled the ASME standards.

Keywords: pressurizer, stress analysis, finite element method, nuclear reactor

Procedia PDF Downloads 159
30858 Numerical Analysis of the Effect of Height and Rate of Fluid Flow on a Stepped Spillway

Authors: Amir Abbas Kamanbedast, Abbas Saki

Abstract:

Stepped spillways are composed of several steps, which start from around the spillway crest and continue to the downstream heel. Recently, such spillways have been receiving increasing attention due to the significant effect of the associated stairs on the flow’s rate of energy dissipation. Energy dissipation in the stepped spillways across the overflow can be explained by the watercourse contact with the stairs (i.e., large, harsh surfaces). In this context, less energy must be dissipated at the end of the spillway, and, hence, a smaller (less expensive) energy-dissipating structure is required. In this study, a stepped spillway was simulated using the model Fluent 3, and a standard model was used to model the flow disturbance. For this purpose, the energy dissipation from the stepped spillway was investigated in terms of the different numbers of stairs involved. Using k-ε, the disturbances of the numerical method for velocity and of flow depth at the downstream overflow were obtained, and, then, the energy that was dissipated throughout the spillway was calculated. Our results showed that an increase in the number of stairs can considerably increase the amount of energy dissipation for the fixed, upstream energy. In addition, the results of the numerical analyses were provided as isobar and velocity curves so points that were sensitive to cavitation could be determined.

Keywords: stepped spillway, fluent software, turbulence model of k-ε, VOF model

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30857 A Hybrid Method for Determination of Effective Poles Using Clustering Dominant Pole Algorithm

Authors: Anuj Abraham, N. Pappa, Daniel Honc, Rahul Sharma

Abstract:

In this paper, an analysis of some model order reduction techniques is presented. A new hybrid algorithm for model order reduction of linear time invariant systems is compared with the conventional techniques namely Balanced Truncation, Hankel Norm reduction and Dominant Pole Algorithm (DPA). The proposed hybrid algorithm is known as Clustering Dominant Pole Algorithm (CDPA) is able to compute the full set of dominant poles and its cluster center efficiently. The dominant poles of a transfer function are specific eigenvalues of the state space matrix of the corresponding dynamical system. The effectiveness of this novel technique is shown through the simulation results.

Keywords: balanced truncation, clustering, dominant pole, Hankel norm, model reduction

Procedia PDF Downloads 600
30856 A New Mathematical Model of Human Olfaction

Authors: H. Namazi, H. T. N. Kuan

Abstract:

It is known that in humans, the adaptation to a given odor occurs within a quite short span of time (typically one minute) after the odor is presented to the brain. Different models of human olfaction have been developed by scientists but none of these models consider the diffusion phenomenon in olfaction. A novel microscopic model of the human olfaction is presented in this paper. We develop this model by incorporating the transient diffusivity. In fact, the mathematical model is written based on diffusion of the odorant within the mucus layer. By the use of the model developed in this paper, it becomes possible to provide quantification of the objective strength of odor.

Keywords: diffusion, microscopic model, mucus layer, olfaction

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30855 Design and Analysis of Flexible Slider Crank Mechanism

Authors: Thanh-Phong Dao, Shyh-Chour Huang

Abstract:

This study presents the optimal design and formulation of a kinematic model of a flexible slider crank mechanism. The objective of the proposed innovative design is to take extra advantage of the compliant mechanism and maximize the fatigue life by applying the Taguchi method. A formulated kinematic model is developed using a Pseudo-Rigid-Body Model (PRBM). By means of mathematic models, the kinematic behaviors of the flexible slider crank mechanism are captured using MATLAB software. Finite Element Analysis (FEA) is used to show the stress distribution. The results show that the optimal shape of the flexible hinge includes a force of 8.5N, a width of 9mm and a thickness of 1.1mm. Analysis of variance shows that the thickness of the proposed hinge is the most significant parameter, with an F test of 15.5. Finally, a prototype is manufactured to prepare for testing the kinematic and dynamic behaviors.

Keywords: kinematic behavior, fatigue life, pseudo-rigid-body model, flexible slider crank mechanism

Procedia PDF Downloads 463
30854 Speedup Breadth-First Search by Graph Ordering

Authors: Qiuyi Lyu, Bin Gong

Abstract:

Breadth-First Search(BFS) is a core graph algorithm that is widely used for graph analysis. As it is frequently used in many graph applications, improve the BFS performance is essential. In this paper, we present a graph ordering method that could reorder the graph nodes to achieve better data locality, thus, improving the BFS performance. Our method is based on an observation that the sibling relationships will dominate the cache access pattern during the BFS traversal. Therefore, we propose a frequency-based model to construct the graph order. First, we optimize the graph order according to the nodes’ visit frequency. Nodes with high visit frequency will be processed in priority. Second, we try to maximize the child nodes overlap layer by layer. As it is proved to be NP-hard, we propose a heuristic method that could greatly reduce the preprocessing overheads. We conduct extensive experiments on 16 real-world datasets. The result shows that our method could achieve comparable performance with the state-of-the-art methods while the graph ordering overheads are only about 1/15.

Keywords: breadth-first search, BFS, graph ordering, graph algorithm

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30853 Canada Deuterium Uranium Updated Fire Probabilistic Risk Assessment Model for Canadian Nuclear Plants

Authors: Hossam Shalabi, George Hadjisophocleous

Abstract:

The Canadian Nuclear Power Plants (NPPs) use some portions of NUREG/CR-6850 in carrying out Fire Probabilistic Risk Assessment (PRA). An assessment for the applicability of NUREG/CR-6850 to CANDU reactors was performed and a CANDU Fire PRA was introduced. There are 19 operating CANDU reactors in Canada at five sites (Bruce A, Bruce B, Darlington, Pickering and Point Lepreau). A fire load density survey was done for all Fire Safe Shutdown Analysis (FSSA) fire zones in all CANDU sites in Canada. National Fire Protection Association (NFPA) Standard 557 proposes that a fire load survey must be conducted by either the weighing method or the inventory method or a combination of both. The combination method results in the most accurate values for fire loads. An updated CANDU Fire PRA model is demonstrated in this paper that includes the fuel survey in all Canadian CANDU stations. A qualitative screening step for the CANDU fire PRA is illustrated in this paper to include any fire events that can damage any part of the emergency power supply in addition to FSSA cables.

Keywords: fire safety, CANDU, nuclear, fuel densities, FDS, qualitative analysis, fire probabilistic risk assessment

Procedia PDF Downloads 140
30852 QCARNet: Networks for Quality-Adaptive Compression Artifact

Authors: Seung Ho Park, Young Su Moon, Nam Ik Cho

Abstract:

We propose a convolution neural network (CNN) for quality adaptive compression artifact reduction named QCARNet. The proposed method is different from the existing discriminative models that learn a specific model at a certain quality level. The method is composed of a quality estimation CNN (QECNN) and a compression artifact reduction CNN (CARCNN), which are two functionally separate CNNs. By connecting the QECNN and CARCNN, each CARCNN layer is able to adaptively reduce compression artifacts and preserve details depending on the estimated quality level map generated by the QECNN. We experimentally demonstrate that the proposed method achieves better performance compared to other state-of-the-art blind compression artifact reduction methods.

Keywords: compression artifact reduction, deblocking, image denoising, image restoration

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30851 An Output Oriented Super-Efficiency Model for Considering Time Lag Effect

Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

There exists some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in calculating efficiency of decision making units (DMU). Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. This problem can be resolved a super-efficiency model. However, a super efficiency model sometimes causes infeasibility problem. This paper suggests an output oriented super-efficiency model for efficiency evaluation under the consideration of time lag effect. A case example using a long term research project is given to compare the suggested model with the MpO model

Keywords: DEA, Super-efficiency, Time Lag, research activities

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30850 An Investigation of a Three-Dimensional Constitutive Model of Gas Diffusion Layers in Polymer Electrolyte Membrane Fuel Cells

Authors: Yanqin Chen, Chao Jiang, Chongdu Cho

Abstract:

This research presents the three-dimensional mechanical characteristics of a commercial gas diffusion layer by experiment and simulation results. Although the mechanical performance of gas diffusion layers has attracted much attention, its reliability and accuracy are still a major challenge. With the help of simulation analysis methods, it is beneficial to the gas diffusion layer’s extensive commercial development and the overall stress analysis of proton electrolyte membrane fuel cells during its pre-production design period. Therefore, in this paper, a three-dimensional constitutive model of a commercial gas diffusion layer, including its material stiffness matrix parameters, is developed and coded, in the user-defined material model of a commercial finite element method software for simulation. Then, the model is validated by comparing experimental results as well as simulation outcomes. As a result, both the experimental data and simulation results show a good agreement with each other, with high accuracy.

Keywords: gas diffusion layer, proton electrolyte membrane fuel cell, stiffness matrix, three-dimensional mechanical characteristics, user-defined material model

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30849 An Optimal Control Method for Reconstruction of Topography in Dam-Break Flows

Authors: Alia Alghosoun, Nabil El Moçayd, Mohammed Seaid

Abstract:

Modeling dam-break flows over non-flat beds requires an accurate representation of the topography which is the main source of uncertainty in the model. Therefore, developing robust and accurate techniques for reconstructing topography in this class of problems would reduce the uncertainty in the flow system. In many hydraulic applications, experimental techniques have been widely used to measure the bed topography. In practice, experimental work in hydraulics may be very demanding in both time and cost. Meanwhile, computational hydraulics have served as an alternative for laboratory and field experiments. Unlike the forward problem, the inverse problem is used to identify the bed parameters from the given experimental data. In this case, the shallow water equations used for modeling the hydraulics need to be rearranged in a way that the model parameters can be evaluated from measured data. However, this approach is not always possible and it suffers from stability restrictions. In the present work, we propose an adaptive optimal control technique to numerically identify the underlying bed topography from a given set of free-surface observation data. In this approach, a minimization function is defined to iteratively determine the model parameters. The proposed technique can be interpreted as a fractional-stage scheme. In the first stage, the forward problem is solved to determine the measurable parameters from known data. In the second stage, the adaptive control Ensemble Kalman Filter is implemented to combine the optimality of observation data in order to obtain the accurate estimation of the topography. The main features of this method are on one hand, the ability to solve for different complex geometries with no need for any rearrangements in the original model to rewrite it in an explicit form. On the other hand, its achievement of strong stability for simulations of flows in different regimes containing shocks or discontinuities over any geometry. Numerical results are presented for a dam-break flow problem over non-flat bed using different solvers for the shallow water equations. The robustness of the proposed method is investigated using different numbers of loops, sensitivity parameters, initial samples and location of observations. The obtained results demonstrate high reliability and accuracy of the proposed techniques.

Keywords: erodible beds, finite element method, finite volume method, nonlinear elasticity, shallow water equations, stresses in soil

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30848 Some Basic Problems for the Elastic Material with Voids in the Case of Approximation N=1 of Vekua's Theory

Authors: Bakur Gulua

Abstract:

In this work, we consider some boundary value problems for the plate. The plate is the elastic material with voids. The state of plate equilibrium is described by the system of differential equations that is derived from three-dimensional equations of equilibrium of an elastic material with voids (Cowin-Nunziato model) by Vekua's reduction method. Its general solution is represented by means of analytic functions of a complex variable and solutions of Helmholtz equations. The problem is solved analytically by the method of the theory of functions of a complex variable.

Keywords: the elastic material with voids, boundary value problems, Vekua's reduction method, a complex variable

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30847 Study of the Relationship between the Roughness Configuration of Channel Bottom and the Creation of Vortices at the Rough Area: Numerical Modelling

Authors: Youb Said, Fourar Ali

Abstract:

To describe the influence of bottom roughness on the free surface flows by numerical modeling, a two-dimensional model was developed. The equations of continuity and momentum (Naviers Stokes equations) are solved by the finite volume method. We considered a turbulent flow in an open channel with a bottom roughness. For our simulations, the K-ε model was used. After setting the initial and boundary conditions and solve the equations set, we were able to achieve the following results: vortex forming in the hollow causing substantial energy dissipation in the obstacle areas that form the bottom roughness. The comparison of our results with experimental ones shows a good agreement in terms of the results in the rough area. However, in other areas, differences were more or less important. These differences are in areas far from the bottom, especially the free surface area just after the bottom. These disagreements are probably due to experimental constants used by the k-ε model.

Keywords: modeling, free surface flow, turbulence, bottom roughness, finite volume, K-ε model, energy dissipation

Procedia PDF Downloads 382
30846 Validation of the Formal Model of Web Services Applications for Digital Reference Service of Library Information System

Authors: Zainab Magaji Musa, Nordin M. A. Rahman, Julaily Aida Jusoh

Abstract:

The web services applications for digital reference service (WSDRS) of LIS model is an informal model that claims to reduce the problems of digital reference services in libraries. It uses web services technology to provide efficient way of satisfying users’ needs in the reference section of libraries. The formal WSDRS model consists of the Z specifications of all the informal specifications of the model. This paper discusses the formal validation of the Z specifications of WSDRS model. The authors formally verify and thus validate the properties of the model using Z/EVES theorem prover.

Keywords: validation, verification, formal, theorem prover

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30845 Different Methods of Fe3O4 Nano Particles Synthesis

Authors: Arezoo Hakimi, Afshin Farahbakhsh

Abstract:

Herein, we comparison synthesized Fe3O4 using, hydrothermal method, Mechanochemical processes and solvent thermal method. The Hydrothermal Technique has been the most popular one, gathering interest from scientists and technologists of different disciplines, particularly in the last fifteen years. In the hydrothermal method Fe3O4 microspheres, in which many nearly monodisperse spherical particles with diameters of about 400nm, in the mechanochemical method regular morphology indicates that the particles are well crystallized and in the solvent thermal method Fe3O4 nanoparticles have good properties of uniform size and good dispersion.

Keywords: Fe3O4 nanoparticles, hydrothermal method, mechanochemical processes, solvent thermal method

Procedia PDF Downloads 356
30844 Investigations of Bergy Bits and Ship Interactions in Extreme Waves Using Smoothed Particle Hydrodynamics

Authors: Mohammed Islam, Jungyong Wang, Dong Cheol Seo

Abstract:

The Smoothed Particle Hydrodynamics (SPH) method is a novel, meshless, and Lagrangian technique based numerical method that has shown promises to accurately predict the hydrodynamics of water and structure interactions in violent flow conditions. The main goal of this study is to build confidence on the versatility of the Smoothed Particle Hydrodynamics (SPH) based tool, to use it as a complementary tool to the physical model testing capabilities and support research need for the performance evaluation of ships and offshore platforms exposed to an extreme and harsh environment. In the current endeavor, an open-sourced SPH-based tool was used and validated for modeling and predictions of the hydrodynamic interactions of a 6-DOF ship and bergy bits. The study involved the modeling of a modern generic drillship and simplified bergy bits in floating and towing scenarios and in regular and irregular wave conditions. The predictions were validated using the model-scale measurements on a moored ship towed at multiple oblique angles approaching a floating bergy bit in waves. Overall, this study results in a thorough comparison between the model scale measurements and the prediction outcomes from the SPH tool for performance and accuracy. The SPH predicted ship motions and forces were primarily within ±5% of the measurements. The velocity and pressure distribution and wave characteristics over the free surface depicts realistic interactions of the wave, ship, and the bergy bit. This work identifies and presents several challenges in preparing the input file, particularly while defining the mass properties of complex geometry, the computational requirements, and the post-processing of the outcomes.

Keywords: SPH, ship and bergy bit, hydrodynamic interactions, model validation, physical model testing

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30843 Text-to-Speech in Azerbaijani Language via Transfer Learning in a Low Resource Environment

Authors: Dzhavidan Zeinalov, Bugra Sen, Firangiz Aslanova

Abstract:

Most text-to-speech models cannot operate well in low-resource languages and require a great amount of high-quality training data to be considered good enough. Yet, with the improvements made in ASR systems, it is now much easier than ever to collect data for the design of custom text-to-speech models. In this work, our work on using the ASR model to collect data to build a viable text-to-speech system for one of the leading financial institutions of Azerbaijan will be outlined. NVIDIA’s implementation of the Tacotron 2 model was utilized along with the HiFiGAN vocoder. As for the training, the model was first trained with high-quality audio data collected from the Internet, then fine-tuned on the bank’s single speaker call center data. The results were then evaluated by 50 different listeners and got a mean opinion score of 4.17, displaying that our method is indeed viable. With this, we have successfully designed the first text-to-speech model in Azerbaijani and publicly shared 12 hours of audiobook data for everyone to use.

Keywords: Azerbaijani language, HiFiGAN, Tacotron 2, text-to-speech, transfer learning, whisper

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30842 An Information Matrix Goodness-of-Fit Test of the Conditional Logistic Model for Matched Case-Control Studies

Authors: Li-Ching Chen

Abstract:

The case-control design has been widely applied in clinical and epidemiological studies to investigate the association between risk factors and a given disease. The retrospective design can be easily implemented and is more economical over prospective studies. To adjust effects for confounding factors, methods such as stratification at the design stage and may be adopted. When some major confounding factors are difficult to be quantified, a matching design provides an opportunity for researchers to control the confounding effects. The matching effects can be parameterized by the intercepts of logistic models and the conditional logistic regression analysis is then adopted. This study demonstrates an information-matrix-based goodness-of-fit statistic to test the validity of the logistic regression model for matched case-control data. The asymptotic null distribution of this proposed test statistic is inferred. It needs neither to employ a simulation to evaluate its critical values nor to partition covariate space. The asymptotic power of this test statistic is also derived. The performance of the proposed method is assessed through simulation studies. An example of the real data set is applied to illustrate the implementation of the proposed method as well.

Keywords: conditional logistic model, goodness-of-fit, information matrix, matched case-control studies

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30841 Extreme Value Modelling of Ghana Stock Exchange Indices

Authors: Kwabena Asare, Ezekiel N. N. Nortey, Felix O. Mettle

Abstract:

Modelling of extreme events has always been of interest in fields such as hydrology and meteorology. However, after the recent global financial crises, appropriate models for modelling of such rare events leading to these crises have become quite essential in the finance and risk management fields. This paper models the extreme values of the Ghana Stock Exchange All-Shares indices (2000-2010) by applying the Extreme Value Theory to fit a model to the tails of the daily stock returns data. A conditional approach of the EVT was preferred and hence an ARMA-GARCH model was fitted to the data to correct for the effects of autocorrelation and conditional heteroscedastic terms present in the returns series, before EVT method was applied. The Peak Over Threshold (POT) approach of the EVT, which fits a Generalized Pareto Distribution (GPD) model to excesses above a certain selected threshold, was employed. Maximum likelihood estimates of the model parameters were obtained and the model’s goodness of fit was assessed graphically using Q-Q, P-P and density plots. The findings indicate that the GPD provides an adequate fit to the data of excesses. The size of the extreme daily Ghanaian stock market movements were then computed using the Value at Risk (VaR) and Expected Shortfall (ES) risk measures at some high quantiles, based on the fitted GPD model.

Keywords: extreme value theory, expected shortfall, generalized pareto distribution, peak over threshold, value at risk

Procedia PDF Downloads 560
30840 Machine Learning Development Audit Framework: Assessment and Inspection of Risk and Quality of Data, Model and Development Process

Authors: Jan Stodt, Christoph Reich

Abstract:

The usage of machine learning models for prediction is growing rapidly and proof that the intended requirements are met is essential. Audits are a proven method to determine whether requirements or guidelines are met. However, machine learning models have intrinsic characteristics, such as the quality of training data, that make it difficult to demonstrate the required behavior and make audits more challenging. This paper describes an ML audit framework that evaluates and reviews the risks of machine learning applications, the quality of the training data, and the machine learning model. We evaluate and demonstrate the functionality of the proposed framework by auditing an steel plate fault prediction model.

Keywords: audit, machine learning, assessment, metrics

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30839 Geopotential Models Evaluation in Algeria Using Stochastic Method, GPS/Leveling and Topographic Data

Authors: M. A. Meslem

Abstract:

For precise geoid determination, we use a reference field to subtract long and medium wavelength of the gravity field from observations data when we use the remove-compute-restore technique. Therefore, a comparison study between considered models should be made in order to select the optimal reference gravity field to be used. In this context, two recent global geopotential models have been selected to perform this comparison study over Northern Algeria. The Earth Gravitational Model (EGM2008) and the Global Gravity Model (GECO) conceived with a combination of the first model with anomalous potential derived from a GOCE satellite-only global model. Free air gravity anomalies in the area under study have been used to compute residual data using both gravity field models and a Digital Terrain Model (DTM) to subtract the residual terrain effect from the gravity observations. Residual data were used to generate local empirical covariance functions and their fitting to the closed form in order to compare their statistical behaviors according to both cases. Finally, height anomalies were computed from both geopotential models and compared to a set of GPS levelled points on benchmarks using least squares adjustment. The result described in details in this paper regarding these two models has pointed out a slight advantage of GECO global model globally through error degree variances comparison and ground-truth evaluation.

Keywords: quasigeoid, gravity aomalies, covariance, GGM

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30838 Random Subspace Ensemble of CMAC Classifiers

Authors: Somaiyeh Dehghan, Mohammad Reza Kheirkhahan Haghighi

Abstract:

The rapid growth of domains that have data with a large number of features, while the number of samples is limited has caused difficulty in constructing strong classifiers. To reduce the dimensionality of the feature space becomes an essential step in classification task. Random subspace method (or attribute bagging) is an ensemble classifier that consists of several classifiers that each base learner in ensemble has subset of features. In the present paper, we introduce Random Subspace Ensemble of CMAC neural network (RSE-CMAC), each of which has training with subset of features. Then we use this model for classification task. For evaluation performance of our model, we compare it with bagging algorithm on 36 UCI datasets. The results reveal that the new model has better performance.

Keywords: classification, random subspace, ensemble, CMAC neural network

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30837 Towards Efficient Reasoning about Families of Class Diagrams Using Union Models

Authors: Tejush Badal, Sanaa Alwidian

Abstract:

Class diagrams are useful tools within the Unified Modelling Language (UML) to model and visualize the relationships between, and properties of objects within a system. As a system evolves over time and space (e.g., products), a series of models with several commonalities and variabilities create what is known as a model family. In circumstances where there are several versions of a model, examining each model individually, becomes expensive in terms of computation resources. To avoid performing redundant operations, this paper proposes an approach for representing a family of class diagrams into Union Models to represent model families using a single generic model. The paper aims to analyze and reason about a family of class diagrams using union models as opposed to individual analysis of each member model in the family. The union algorithm provides a holistic view of the model family, where the latter cannot be otherwise obtained from an individual analysis approach, this in turn, enhances the analysis performed in terms of speeding up the time needed to analyze a family of models together as opposed to analyzing individual models, one model at a time.

Keywords: analysis, class diagram, model family, unified modeling language, union model

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30836 ELD79-LGD2006 Transformation Techniques Implementation and Accuracy Comparison in Tripoli Area, Libya

Authors: Jamal A. Gledan, Othman A. Azzeidani

Abstract:

During the last decade, Libya established a new Geodetic Datum called Libyan Geodetic Datum 2006 (LGD 2006) by using GPS, whereas the ground traversing method was used to establish the last Libyan datum which was called the Europe Libyan Datum 79 (ELD79). The current research paper introduces ELD79 to LGD2006 coordinate transformation technique, the accurate comparison of transformation between multiple regression equations and the three-parameters model (Bursa-Wolf). The results had been obtained show that the overall accuracy of stepwise multi regression equations is better than that can be determined by using Bursa-Wolf transformation model.

Keywords: geodetic datum, horizontal control points, traditional similarity transformation model, unconventional transformation techniques

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30835 Enhanced Method of Conceptual Sizing of Aircraft Electro-Thermal De-Icing System

Authors: Ahmed Shinkafi, Craig Lawson

Abstract:

There is a great advancement towards the All-Electric Aircraft (AEA) technology. The AEA concept assumes that all aircraft systems will be integrated into one electrical power source in the future. The principle of the electro-thermal system is to transfer the energy required for anti/de-icing to the protected areas in electrical form. However, powering a large aircraft anti-icing system electrically could be quite excessive in cost and system weight. Hence, maximising the anti/de-icing efficiency of the electro-thermal system in order to minimise its power demand has become crucial to electro-thermal de-icing system sizing. In this work, an enhanced methodology has been developed for conceptual sizing of aircraft electro-thermal de-icing System. The work factored those critical terms overlooked in previous studies which were critical to de-icing energy consumption. A case study of a typical large aircraft wing de-icing was used to test and validate the model. The model was used to optimise the system performance by a trade-off between the de-icing peak power and system energy consumption. The optimum melting surface temperatures and energy flux predicted enabled the reduction in the power required for de-icing. The weight penalty associated with electro-thermal anti-icing/de-icing method could be eliminated using this method without under estimating the de-icing power requirement.

Keywords: aircraft, de-icing system, electro-thermal, in-flight icing

Procedia PDF Downloads 520