Search results for: stochastic gradient descent
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1262

Search results for: stochastic gradient descent

542 Simulation and Experimental Study on Tensile Force Measurement of PS Tendons Using an Embedded EM Sensor

Authors: ByoungJoon Yu, Junkyeong Kim, Seunghee Park

Abstract:

The tensile force estimation PS tendons is in great demand on monitoring the structural health condition of PSC girder bridges. Measuring the tensile force of the PS tendons inside the PSC girder using conventional methods is hard due to its location. In this paper, an embedded EM sensor based tensile force estimation of PS tendon was carried out by measuring the permeability of the PS tendons in PSC girder. The permeability is changed due to the induced tensile force by the magneto-elastic effect and the effect then lead to the gradient change of the B-H curve. An experiment was performed to obtain the signals from the EM sensor using three down-scaled PSC girder models. The permeability of PS tendons was proportionally decreased according to the increase of the tensile forces. To verify the experiment results, a simulation of tensile force estimation will be conducted in further study. Consequently, it is expected that both the experiment results and the simulation results increase the accuracy of the tensile force estimation, and then it could be one of the solutions for evaluating the performance of PSC girder.

Keywords: tensile force estimation, embedded EM sensor, PSC girder, EM sensor simulation, cross section loss

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541 Atomic Hydrogen Storage in Hexagonal GdNi5 and GdNi4Cu Rare Earth Compounds: A Comparative Density Functional Theory Study

Authors: A. Kellou, L. Rouaiguia, L. Rabahi

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In the present work, the atomic hydrogen absorption trend in the GdNi5 and GdNi4Cu rare earth compounds within the hexagonal CaCu5 type of crystal structure (space group P6/mmm) is investigated. The density functional theory (DFT) combined with the generalized gradient approximation (GGA) is used to study the site preference of atomic hydrogen at 0K. The octahedral and tetrahedral interstitial sites are considered. The formation energies and structural properties are determined in order to evaluate hydrogen effects on the stability of the studied compounds. The energetic diagram of hydrogen storage is established and compared in GdNi5 and GdNi4Cu. The magnetic properties of the selected compounds are determined using spin polarized calculations. The obtained results are discussed with and without hydrogen addition taking into account available theoretical and experimental results.

Keywords: density functional theory, hydrogen storage, rare earth compounds, structural and magnetic properties

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540 Identification of Rare Mutations in Genes Involved in Monogenic Forms of Obesity and Diabetes in Obese Guadeloupean Children through Next-Generation Sequencing

Authors: Lydia Foucan, Laurent Larifla, Emmanuelle Durand, Christine Rambhojan, Veronique Dhennin, Jean-Marc Lacorte, Philippe Froguel, Amelie Bonnefond

Abstract:

In the population of Guadeloupe Island (472,124 inhabitants and 80% of subjects of African descent), overweight and obesity were estimated at 23% and 9% respectively among children. High prevalence of diabetes has been reported (~10%) in the adult population. Nevertheless, no study has investigated the contribution of gene mutations to childhood obesity in this population. We aimed to investigate rare genetic mutations in genes involved in monogenic obesity or diabetes in obese Afro-Caribbean children from Guadeloupe Island using next-generation sequencing. The present investigation included unrelated obese children, from a previous study on overweight conducted in Guadeloupe Island in 2013. We sequenced coding regions of 59 genes involved in monogenic obesity or diabetes. A total of 25 obese schoolchildren (with Z-score of body mass index [BMI]: 2.0 to 2.8) were screened for rare mutations (non-synonymous, splice-site, or insertion/deletion) in 59 genes. Mean age of the study population was 12.4 ± 1.1 years. Seventeen children (68%) had insulin-resistance (HOMA-IR > 3.16). A family history of obesity (mother or father) was observed in eight children and three of the accompanying parent presented with type 2 diabetes. None of the children had gonadotrophic abnormality or mental retardation. We detected five rare heterozygous mutations, in four genes involved in monogenic obesity, in five different obese children: MC4R p.Ile301Thr and SIM1 p.Val326Thrfs*43 mutations which were pathogenic; SIM1 p.Ser343Pro and SH2B1 p.Pro90His mutations which were likely pathogenic; and NTRK2 p.Leu140Phe that was of uncertain significance. In parallel, we identified seven carriers of mutation in ABCC8 or KCNJ11 (involved in monogenic diabetes), which were of uncertain significance (KCNJ11 p.Val13Met, KCNJ11 p.Val151Met, ABCC8 p.Lys1521Asn and ABCC8 p.Ala625Val). Rare pathogenic or likely pathogenic mutations, linked to severe obesity were detected in more than 15% of this Afro-Caribbean population at high risk of obesity and type 2 diabetes.

Keywords: childhood obesity, MC4R, monogenic obesity, SIM1

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539 Predicting Global Solar Radiation Using Recurrent Neural Networks and Climatological Parameters

Authors: Rami El-Hajj Mohamad, Mahmoud Skafi, Ali Massoud Haidar

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Several meteorological parameters were used for the prediction of monthly average daily global solar radiation on horizontal using recurrent neural networks (RNNs). Climatological data and measures, mainly air temperature, humidity, sunshine duration, and wind speed between 1995 and 2007 were used to design and validate a feed forward and recurrent neural network based prediction systems. In this paper we present our reference system based on a feed-forward multilayer perceptron (MLP) as well as the proposed approach based on an RNN model. The obtained results were promising and comparable to those obtained by other existing empirical and neural models. The experimental results showed the advantage of RNNs over simple MLPs when we deal with time series solar radiation predictions based on daily climatological data.

Keywords: recurrent neural networks, global solar radiation, multi-layer perceptron, gradient, root mean square error

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538 Simulating Economic Order Quantity and Reorder Point Policy for a Repairable Items Inventory System

Authors: Mojahid F. Saeed Osman

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Repairable items inventory system is a management tool used to incorporate all information concerning inventory levels and movements for repaired and new items. This paper presents development of an effective simulation model for managing the inventory of repairable items for a production system where production lines send their faulty items to a repair shop considering the stochastic failure behavior and repair times. The developed model imitates the process of handling the on-hand inventory of repaired items and the replenishment of the inventory of new items using Economic Order Quantity and Reorder Point ordering policy in a flexible and risk-free environment. We demonstrate the appropriateness and effectiveness of the proposed simulation model using an illustrative case problem. The developed simulation model can be used as a reliable tool for estimating a healthy on-hand inventory of new and repaired items, backordered items, and downtime due to unavailability of repaired items, and validating and examining Economic Order Quantity and Reorder Point ordering policy, which would further be compared with other ordering strategies as future work.

Keywords: inventory system, repairable items, simulation, maintenance, economic order quantity, reorder point

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537 Studying the Theoretical and Laboratory Design of a Concrete Frame and Optimizing Its Design for Impact and Earthquake Resistance

Authors: Mehrdad Azimzadeh, Seyed Mohammadreza Jabbari, Mohammadreza Hosseinzadeh Alherd

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This paper includes experimental results and analytical studies about increasing resistance of single-span reinforced concreted frames against impact factor and their modeling according to optimization methods and optimizing the behavior of these frames under impact loads. During this study, about 30 designs for different frames were modeled and made using specialized software like ANSYS and Sap and their behavior were examined under variable impacts. Then suitable strategies were offered for frames in terms of concrete mixing in order to optimize frame modeling. To reduce the weight of the frames, we had to use fine-grained stones. After designing about eight types of frames for each type of frames, three samples were designed with the aim of controlling the impact strength parameters, and a good shape of the frame was created for the impact resistance, which was a solid frame with muscular legs, and as a bond away from each other as much as possible with a 3 degree gradient in the upper part of the beam.

Keywords: optimization, reinforced concrete, optimization methods, impact load, earthquake

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536 Identifying Dominant Anaerobic Microorganisms for Degradation of Benzene

Authors: Jian Peng, Wenhui Xiong, Zheng Lu

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An optimal recipe of amendment (nutrients and electron acceptors) was developed and dominant indigenous benzene-degrading microorganisms were characterized in this study. Lessons were learnt from the development of the optimal amendment recipe: (1) salinity and substantial initial concentration of benzene were detrimental for benzene biodegradation; (2) large dose of amendments can shorten the lag time for benzene biodegradation occurrence; (3) toluene was an essential co-substance for promoting benzene degradation activity. The stable isotope probing study identified incorporation 13C from 13C-benzene into microorganisms, which can be considered as a direct evidence of the occurrence of benzene biodegradation. The dominant mechanism for benzene removal was identified by quantitative polymerase chain reaction analysis to be nitrate reduction. Microbial analyses (denaturing gradient gel electrophoresis and 16S ribosomal RNA) demonstrated that members of genus Dokdonella spp., Pusillimonas spp., and Advenella spp. were predominant within the microbial community and involved in the anaerobic benzene bioremediation.

Keywords: benzene, enhanced anaerobic bioremediation, stable isotope probing, biosep biotrap

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535 A Lagrangian Hamiltonian Computational Method for Hyper-Elastic Structural Dynamics

Authors: Hosein Falahaty, Hitoshi Gotoh, Abbas Khayyer

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Performance of a Hamiltonian based particle method in simulation of nonlinear structural dynamics is subjected to investigation in terms of stability and accuracy. The governing equation of motion is derived based on Hamilton's principle of least action, while the deformation gradient is obtained according to Weighted Least Square method. The hyper-elasticity models of Saint Venant-Kirchhoff and a compressible version similar to Mooney- Rivlin are engaged for the calculation of second Piola-Kirchhoff stress tensor, respectively. Stability along with accuracy of numerical model is verified by reproducing critical stress fields in static and dynamic responses. As the results, although performance of Hamiltonian based model is evaluated as being acceptable in dealing with intense extensional stress fields, however kinds of instabilities reveal in the case of violent collision which can be most likely attributed to zero energy singular modes.

Keywords: Hamilton's principle of least action, particle-based method, hyper-elasticity, analysis of stability

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534 Parametrical Simulation of Sheet Metal Forming Process to Control the Localized Thinning

Authors: Hatem Mrad, Alban Notin, Mohamed Bouazara

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Sheet metal forming process has a multiple successive steps starting from sheets fixation to sheets evacuation. Often after forming operation, the sheet has defects requiring additional corrections steps. For example, in the drawing process, the formed sheet may have several defects such as springback, localized thinning and bends. All these defects are directly dependent on process, geometric and material parameters. The prediction and elimination of these defects requires the control of most sensitive parameters. The present study is concerned with a reliable parametric study of deep forming process in order to control the localized thinning. The proposed approach will be based on stochastic finite element method. Especially, the polynomial Chaos development will be used to establish a reliable relationship between input (process, geometric and material parameters) and output variables (sheet thickness). The commercial software Abaqus is used to conduct numerical finite elements simulations. The automatized parametrical modification is provided by coupling a FORTRAN routine, a PYTHON script and input Abaqus files.

Keywords: sheet metal forming, reliability, localized thinning, parametric simulation

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533 A Bayesian Network Approach to Customer Loyalty Analysis: A Case Study of Home Appliances Industry in Iran

Authors: Azam Abkhiz, Abolghasem Nasir

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To achieve sustainable competitive advantage in the market, it is necessary to provide and improve customer satisfaction and Loyalty. To reach this objective, companies need to identify and analyze their customers. Thus, it is critical to measure the level of customer satisfaction and Loyalty very carefully. This study attempts to build a conceptual model to provide clear insights of customer loyalty. Using Bayesian networks (BNs), a model is proposed to evaluate customer loyalty and its consequences, such as repurchase and positive word-of-mouth. BN is a probabilistic approach that predicts the behavior of a system based on observed stochastic events. The most relevant determinants of customer loyalty are identified by the literature review. Perceived value, service quality, trust, corporate image, satisfaction, and switching costs are the most important variables that explain customer loyalty. The data are collected by use of a questionnaire-based survey from 1430 customers of a home appliances manufacturer in Iran. Four scenarios and sensitivity analyses are performed to run and analyze the impact of different determinants on customer loyalty. The proposed model allows businesses to not only set their targets but proactively manage their customer behaviors as well.

Keywords: customer satisfaction, customer loyalty, Bayesian networks, home appliances industry

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532 Temperature Gradient In Weld Zones During Friction Stir Process Using Finite Element Method

Authors: Armansyah, I. P. Almanar, M. Saiful Bahari Shaari, M. Shamil Jaffarullah

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Finite element approach have been used via three-dimensional models by using Altair Hyper Work, a commercially available software, to describe heat gradients along the welding zones (axially and coronaly) in Friction Stir Welding (FSW). Transient thermal finite element analyses are performed in AA 6061-T6 Aluminum Alloy to obtain temperature distribution in the welded aluminum plates during welding operation. Heat input from tool shoulder and tool pin are considered in the model. A moving heat source with a heat distribution simulating the heat generated by frictions between tool shoulder and work piece is used in the analysis. The developed model was then used to show the effect of various input parameters such as total rate of welding speed and rotational speed on temperature distribution in the work piece.

Keywords: Frictions Stir Welding (FSW), temperature distribution, Finite Element Method (FEM), altair hyperwork

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531 Competition and Cooperation of Prosumers in Cournot Games with Uncertainty

Authors: Yong-Heng Shi, Peng Hao, Bai-Chen Xie

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Solar prosumers are playing increasingly prominent roles in the power system. However, its uncertainty affects the outcomes and functions of the power market, especially in the asymmetric information environment. Therefore, an important issue is how to take effective measures to reduce the impact of uncertainty on market equilibrium. We propose a two-level stochastic differential game model to explore the Cournot decision problem of prosumers. In particular, we study the impact of punishment and cooperation mechanisms on the efficiency of the Cournot game in which prosumers face uncertainty. The results show that under the penalty mechanism of fixed and variable rates, producers and consumers tend to take conservative actions to hedge risks, and the variable rates mechanism is more reasonable. Compared with non-cooperative situations, prosumers can improve the efficiency of the game through cooperation, which we attribute to the superposition of market power and uncertainty reduction. In addition, the market environment of asymmetric information intensifies the role of uncertainty. It reduces social welfare but increases the income of prosumers. For regulators, promoting alliances is an effective measure to realize the integration, optimization, and stable grid connection of producers and consumers.

Keywords: Cournot games, power market, uncertainty, prosumer cooperation

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530 Ab Initio Calculation of Fundamental Properties of CaxMg1-xA (a = Se and Te) Alloys in the Rock-Salt Structure

Authors: M. A. Ghebouli, H. Choutri, B. Ghebouli , M. Fatmi, L. Louail

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We employed the density-functional perturbation theory (DFPT) within the generalized gradient approximation (GGA), the local density approximation (LDA) and the virtual-crystal approximation (VCA) to study the effect of composition on the structure, stability, energy gaps, electron effective mass, the dynamic effective charge, optical and acoustical phonon frequencies and static and high dielectric constants of the rock-salt CaxMg1-xSe and CaxMg1-xTe alloys. The computed equilibrium lattice constant and bulk modulus show an important deviation from the linear concentration. From the Voigt-Reuss-Hill approximation, CaxMg1-xSe and CaxMg1-xTe present lower stiffness and lateral expansion. For Ca content ranging between 0.25-0.75, the elastic constants, energy gaps, electron effective mass and dynamic effective charge are predictions. The elastic constants and computed phonon dispersion curves indicate that these alloys are mechanically stable.

Keywords: CaxMg1-xSe, CaxMg1-xTe, band structure, phonon

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529 Subspace Rotation Algorithm for Implementing Restricted Hopfield Network as an Auto-Associative Memory

Authors: Ci Lin, Tet Yeap, Iluju Kiringa

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This paper introduces the subspace rotation algorithm (SRA) to train the Restricted Hopfield Network (RHN) as an auto-associative memory. Subspace rotation algorithm is a gradient-free subspace tracking approach based on the singular value decomposition (SVD). In comparison with Backpropagation Through Time (BPTT) on training RHN, it is observed that SRA could always converge to the optimal solution and BPTT could not achieve the same performance when the model becomes complex, and the number of patterns is large. The AUTS case study showed that the RHN model trained by SRA could achieve a better structure of attraction basin with larger radius(in general) than the Hopfield Network(HNN) model trained by Hebbian learning rule. Through learning 10000 patterns from MNIST dataset with RHN models with different number of hidden nodes, it is observed that an several components could be adjusted to achieve a balance between recovery accuracy and noise resistance.

Keywords: hopfield neural network, restricted hopfield network, subspace rotation algorithm, hebbian learning rule

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528 Spatial Distribution of Certified Mental Disabilities in China

Authors: Jiayue Yang

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Based on an analysis of China's database of certified disabled persons in 2021, this study reveals several key findings. Firstly, the proportion of certified mentally disabled persons among China's certified disabled population (Certification rate 1) shows a decreasing distribution from the East to the West and from the South to the North. Secondly, the spatial distribution of the number of mentally disabled persons per 1,000 people holding certificates (certification rate 2) shows a relatively scattered pattern, with significant variations observed between cities in the eastern region. However, on an overall scale, a south-north gradient can still be observed, with higher rates in the North and lower rates in the west, while the central region demonstrates higher rates compared to the western region. The variation in the rate of mentally handicapped certificates among regions is influenced not only by traditional culture and welfare level but also exhibits a certain correlation with the level of economic development.

Keywords: certified disabled persons, mentally disabled persons, spatial distribution, China

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527 Ectopic Osteoinduction of Porous Composite Scaffolds Reinforced with Graphene Oxide and Hydroxyapatite Gradient Density

Authors: G. M. Vlasceanu, H. Iovu, E. Vasile, M. Ionita

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Herein, the synthesis and characterization of chitosan-gelatin highly porous scaffold reinforced with graphene oxide, and hydroxyapatite (HAp), crosslinked with genipin was targeted. In tissue engineering, chitosan and gelatin are two of the most robust biopolymers with wide applicability due to intrinsic biocompatibility, biodegradability, low antigenicity properties, affordability, and ease of processing. HAp, per its exceptional activity in tuning cell-matrix interactions, is acknowledged for its capability of sustaining cellular proliferation by promoting bone-like native micro-media for cell adjustment. Genipin is regarded as a top class cross-linker, while graphene oxide (GO) is viewed as one of the most performant and versatile fillers. The composites with natural bone HAp/biopolymer ratio were obtained by cascading sonochemical treatments, followed by uncomplicated casting methods and by freeze-drying. Their structure was characterized by Fourier Transform Infrared Spectroscopy and X-ray Diffraction, while overall morphology was investigated by Scanning Electron Microscopy (SEM) and micro-Computer Tomography (µ-CT). Ensuing that, in vitro enzyme degradation was performed to detect the most promising compositions for the development of in vivo assays. Suitable GO dispersion was ascertained within the biopolymer mix as nanolayers specific signals lack in both FTIR and XRD spectra, and the specific spectral features of the polymers persisted with GO load enhancement. Overall, correlations between the GO induced material structuration, crystallinity variations, and chemical interaction of the compounds can be correlated with the physical features and bioactivity of each composite formulation. Moreover, the HAp distribution within follows an auspicious density gradient tuned for hybrid osseous/cartilage matter architectures, which were mirrored in the mice model tests. Hence, the synthesis route of a natural polymer blend/hydroxyapatite-graphene oxide composite material is anticipated to emerge as influential formulation in bone tissue engineering. Acknowledgement: This work was supported by the project 'Work-based learning systems using entrepreneurship grants for doctoral and post-doctoral students' (Sisteme de invatare bazate pe munca prin burse antreprenor pentru doctoranzi si postdoctoranzi) - SIMBA, SMIS code 124705 and by a grant of the National Authority for Scientific Research and Innovation, Operational Program Competitiveness Axis 1 - Section E, Program co-financed from European Regional Development Fund 'Investments for your future' under the project number 154/25.11.2016, P_37_221/2015. The nano-CT experiments were possible due to European Regional Development Fund through Competitiveness Operational Program 2014-2020, Priority axis 1, ID P_36_611, MySMIS code 107066, INOVABIOMED.

Keywords: biopolymer blend, ectopic osteoinduction, graphene oxide composite, hydroxyapatite

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526 Spin-Polarized Structural, Electronic, and Magnetic Properties of Co and Mn-Doped CdTe in Zinc-Blende Phase

Authors: A.Zitouni, S.Bentata, B.Bouadjemi, T.Lantri, W. Benstaali, Z.Aziz, S.Cherid, A. Sefir

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Structural, electronic, and magnetic properties of Co and Mn-doped CdTe have been studied by employing the full potential linear augmented plane waves (FP-LAPW) method within the spin-polarized density functional theory (DFT). The electronic exchange-correlation energy is described by generalized gradient approximation (GGA) as exchange–correlation (XC) potential. We have calculated the lattice parameters, bulk modulii and the first pressure derivatives of the bulk modulii, spin-polarized band structures, and total and local densities of states. The value of calculated magnetic moment per Co and Mn impurity atoms is found to be 2.21 µB for CdCoTe and 3.20 µB for CdMnTe. The calculated densities of states presented in this study identify the half-metallic of Co and Mn-doped CdTe.

Keywords: electronic structure, density functional theory, band structures, half-metallic, magnetic moment

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525 Experimental Study of Hyperparameter Tuning a Deep Learning Convolutional Recurrent Network for Text Classification

Authors: Bharatendra Rai

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The sequence of words in text data has long-term dependencies and is known to suffer from vanishing gradient problems when developing deep learning models. Although recurrent networks such as long short-term memory networks help to overcome this problem, achieving high text classification performance is a challenging problem. Convolutional recurrent networks that combine the advantages of long short-term memory networks and convolutional neural networks can be useful for text classification performance improvements. However, arriving at suitable hyperparameter values for convolutional recurrent networks is still a challenging task where fitting a model requires significant computing resources. This paper illustrates the advantages of using convolutional recurrent networks for text classification with the help of statistically planned computer experiments for hyperparameter tuning.

Keywords: long short-term memory networks, convolutional recurrent networks, text classification, hyperparameter tuning, Tukey honest significant differences

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524 Material Parameter Identification of Modified AbdelKarim-Ohno Model

Authors: Martin Cermak, Tomas Karasek, Jaroslav Rojicek

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The key role in phenomenological modelling of cyclic plasticity is good understanding of stress-strain behaviour of given material. There are many models describing behaviour of materials using numerous parameters and constants. Combination of individual parameters in those material models significantly determines whether observed and predicted results are in compliance. Parameter identification techniques such as random gradient, genetic algorithm, and sensitivity analysis are used for identification of parameters using numerical modelling and simulation. In this paper genetic algorithm and sensitivity analysis are used to study effect of 4 parameters of modified AbdelKarim-Ohno cyclic plasticity model. Results predicted by Finite Element (FE) simulation are compared with experimental data from biaxial ratcheting test with semi-elliptical loading path.

Keywords: genetic algorithm, sensitivity analysis, inverse approach, finite element method, cyclic plasticity, ratcheting

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523 Revisiting the Fiscal Theory of Sovereign Risk from the DSGE View

Authors: Eiji Okano, Kazuyuki Inagaki

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We revisit Uribe's `Fiscal Theory of Sovereign Risk' advocating that there is a trade-off between stabilizing inflation and suppressing default. We develop a class of dynamic stochastic general equilibrium (DSGE) model with nominal rigidities and compare two de facto inflation stabilization policies, optimal monetary policy and optimal monetary and fiscal policy with the minimizing interest rate spread policy which completely suppress the default. Under the optimal monetary and fiscal policy, not only the nominal interest rate but also the tax rate work to minimize welfare costs through stabilizing inflation. Under the optimal monetary both inflation and output gap are completely stabilized although those are fluctuating under the optimal monetary policy. In addition, volatility in the default rate under the optimal monetary policy is considerably lower than one under the optimal monetary policy. Thus, there is not the SI-SD trade-off. In addition, while the minimizing interest rate spread policy makes inflation rate severely volatile, the optimal monetary and fiscal policy stabilize both the inflation and the default. A trade-off between stabilizing inflation and suppressing default is not so severe what pointed out by Uribe.

Keywords: sovereign risk, optimal monetary policy, fiscal theory of the price level, DSGE

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522 The Research of Industrial Space Characteristics, Layout, and Strategy in Metropolitan Area in China: In Case of Wuhan

Authors: Min Zhou, Kaixuan Lin, Yaping Huang

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In this paper, the industrial space of metropolitan area in Wuhan is taken as a sample. First of all, it puts forward that the structure of service economy, circle gradient relocation and high degree of regional collaboration are the rules of industrial spatial development in the modern world cities. Secondly, using the economic statistics and land use vector data (1993, 2004, 2010, and 2013) of Wuhan, it analyzes the present situation of industry development and the characteristics of industrial space layout from three aspects of the industrial economic structure, industrial layout, and industrial regional synergy. Then, based on the industrial development regularity of world cities, it puts forward to construct the industrial spatial level of ‘complex industrial concentration area + modular industry unit’ and the industrial spatial structure of ‘13525’. Finally, it comes up with the optimization tactics of the industrial space’s transformation in the future under the background of new economic era.

Keywords: big city of metropolitan area, industrial space, characteristics, layout, strategy

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521 Bayesian Value at Risk Forecast Using Realized Conditional Autoregressive Expectiel Mdodel with an Application of Cryptocurrency

Authors: Niya Chen, Jennifer Chan

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In the financial market, risk management helps to minimize potential loss and maximize profit. There are two ways to assess risks; the first way is to calculate the risk directly based on the volatility. The most common risk measurements are Value at Risk (VaR), sharp ratio, and beta. Alternatively, we could look at the quantile of the return to assess the risk. Popular return models such as GARCH and stochastic volatility (SV) focus on modeling the mean of the return distribution via capturing the volatility dynamics; however, the quantile/expectile method will give us an idea of the distribution with the extreme return value. It will allow us to forecast VaR using return which is direct information. The advantage of using these non-parametric methods is that it is not bounded by the distribution assumptions from the parametric method. But the difference between them is that expectile uses a second-order loss function while quantile regression uses a first-order loss function. We consider several quantile functions, different volatility measures, and estimates from some volatility models. To estimate the expectile of the model, we use Realized Conditional Autoregressive Expectile (CARE) model with the bayesian method to achieve this. We would like to see if our proposed models outperform existing models in cryptocurrency, and we will test it by using Bitcoin mainly as well as Ethereum.

Keywords: expectile, CARE Model, CARR Model, quantile, cryptocurrency, Value at Risk

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520 Portuguese Baila Verses and Anti-Colonial Subaltern Ideology in Ceylon Coast: A Case Study on Hugh Nevil Manuscripts

Authors: Achinthya Bandara

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The Portuguese were the first known European Nation to colonize Ceylon during the early 16th century. When the Portuguese set sail in the late 15th century towards the East and West, they first landed in Pondicherry (Pondicherry), an eastern coastal location of early India and established their trade in the Indian Oceanic regions. Sri Lanka (Ceylon until 1972) made its first contact with the Portuguese just a few years after they anchored in India, the Luso-Sri Lankan contact was initiated and became prominent across the time, even during the later colonial rules, i.e., Dutch and British. Such connections created a Luso-Asian hybrid culture in Ceylon that shared both Sri Lankan and European identities. Portuguese Creole communities were prominent among them as an ethnic group with Portuguese descent interwoven with local traditions and customs, yet outcast by the mainstream Portuguese colonials. Hugh Nevil, a British Civil Servant who served Ceylon in the early 1800s, had collected a considerable amount of such Luso-Asian Literature belonging to Sri Lankan Portuguese creole communities, including 180 Portuguese creole verses sung by the creole communities in Eastern Sri Lanka. Though the collection was studied to uncover literature traits, few or no known studies focused on the anti-colonial subaltern discourse appearing in the shades of this work. It is evident that these verses contain local anti-colonial ideologies that create a platform to place them as elements of Luso-Asian subaltern literature. This research explores how the language and content of these verses contradict the mainstream colonial ideologies we intend to position within a regional anti-colonial subaltern context. As this is part of a long-term research project that translates the whole collection into Sinhalese and Tamil, this study will show evidence from early 1800s verses to suggest how Luso-Asian communities create a unique subaltern linguistic and literary discourse.

Keywords: Luso Asian creoles, Luso Asian subalterns, anti-colonial ideologies, Sri Lanka Portuguese creole

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519 Off-Farm Work and Cost Efficiency in Staple Food Production among Small-Scale Farmers in North Central Nigeria

Authors: C. E. Ogbanje, S. A. N. D. Chidebelu, N. J. Nweze

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The study evaluated off-farm work and cost efficiency in staple food production among small-scale farmers in North Central Nigeria. Multistage sampling technique was used to select 360 respondents (participants and non-participants in off-farm work). Primary data obtained were analysed using stochastic cost frontier and test of means’ difference. Capital input was lower for participants (N2,596.58) than non-participants (N11,099.14). Gamma (γ) was statistically significant. Farm size significantly (p<0.01) increased cost outlay for participants and non-participants. Average input prices of enterprises one and two significantly (p<0.01) increased cost. Sex, household size, credit obtained, formal education, farming experience, and farm income significantly (p<0.05) reduced cost inefficiency for non-participants. Average cost efficiency was 11%. Farm capital was wasted. Participants’ substitution of capital for labour did not put them at a disadvantage. Extension agents should encourage farmers to obtain financial relief from off-farm work but not to the extent of endangering farm cost efficiency.

Keywords: cost efficiency, mean difference, North Central Nigeria, off-farm work, participants and non-participants, small-scale farmers

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518 Optimizing the Passenger Throughput at an Airport Security Checkpoint

Authors: Kun Li, Yuzheng Liu, Xiuqi Fan

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High-security standard and high efficiency of screening seem to be contradictory to each other in the airport security check process. Improving the efficiency as far as possible while maintaining the same security standard is significantly meaningful. This paper utilizes the knowledge of Operation Research and Stochastic Process to establish mathematical models to explore this problem. We analyze the current process of airport security check and use the M/G/1 and M/G/k models in queuing theory to describe the process. Then we find the least efficient part is the pre-check lane, the bottleneck of the queuing system. To improve passenger throughput and reduce the variance of passengers’ waiting time, we adjust our models and use Monte Carlo method, then put forward three modifications: adjust the ratio of Pre-Check lane to regular lane flexibly, determine the optimal number of security check screening lines based on cost analysis and adjust the distribution of arrival and service time based on Monte Carlo simulation results. We also analyze the impact of cultural differences as the sensitivity analysis. Finally, we give the recommendations for the current process of airport security check process.

Keywords: queue theory, security check, stochatic process, Monte Carlo simulation

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517 Studying Relationship between Local Geometry of Decision Boundary with Network Complexity for Robustness Analysis with Adversarial Perturbations

Authors: Tushar K. Routh

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If inputs are engineered in certain manners, they can influence deep neural networks’ (DNN) performances by facilitating misclassifications, a phenomenon well-known as adversarial attacks that question networks’ vulnerability. Recent studies have unfolded the relationship between vulnerability of such networks with their complexity. In this paper, the distinctive influence of additional convolutional layers at the decision boundaries of several DNN architectures was investigated. Here, to engineer inputs from widely known image datasets like MNIST, Fashion MNIST, and Cifar 10, we have exercised One Step Spectral Attack (OSSA) and Fast Gradient Method (FGM) techniques. The aftermaths of adding layers to the robustness of the architectures have been analyzed. For reasoning, separation width from linear class partitions and local geometry (curvature) near the decision boundary have been examined. The result reveals that model complexity has significant roles in adjusting relative distances from margins, as well as the local features of decision boundaries, which impact robustness.

Keywords: DNN robustness, decision boundary, local curvature, network complexity

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516 Design Optimization of a Compact Quadrupole Electromagnet for CLS 2.0

Authors: Md. Armin Islam, Les Dallin, Mark Boland, W. J. Zhang

Abstract:

This paper reports a study on the optimal magnetic design of a compact quadrupole electromagnet for the Canadian Light Source (CLS 2.0). The nature of the design is to determine a quadrupole with low relative higher order harmonics and better field quality. The design problem was formulated as an optimization model, in which the objective function is the higher order harmonics (multipole errors) and the variable to be optimized is the material distribution on the pole. The higher order harmonics arose in the quadrupole due to truncating the ideal hyperbola at a certain point to make the pole. In this project, the arisen harmonics have been optimized both transversely and longitudinally by adjusting material on the poles in a controlled way. For optimization, finite element analysis (FEA) has been conducted. A better higher order harmonics amplitudes and field quality have been achieved through the optimization. On the basis of the optimized magnetic design, electrical and cooling calculation has been performed for the magnet.

Keywords: drift, electrical, and cooling calculation, integrated field, magnetic field gradient, multipole errors, quadrupole

Procedia PDF Downloads 143
515 Interactive Winding Geometry Design of Power Transformers

Authors: Paffrath Meinhard, Zhou Yayun, Guo Yiqing, Ertl Harald

Abstract:

Winding geometry design is an important part of power transformer electrical design. Conventionally, the winding geometry is designed manually, which is a time-consuming job because it involves many iteration steps in order to meet all cost, manufacturing and electrical requirements. Here a method is presented which automatically generates the winding geometry for given user parameters and allows the user to interactively set and change parameters. To achieve this goal, the winding problem is transferred to a mixed integer nonlinear optimization problem. The relevant geometrical design parameters are defined as optimization variables. The cost and other requirements are modeled as constraints. For the solution, a stochastic ant colony optimization algorithm is applied. It is well-known, that an optimizer can get stuck in a local minimum. For the winding problem, we present efficient strategies to come out of local minima, furthermore a reduced variable search range helps to accelerate the solution process. Numerical examples show that the optimization result is delivered within seconds such that the user can interactively change the variable search area and constraints to improve the design.

Keywords: ant colony optimization, mixed integer nonlinear programming, power transformer, winding design

Procedia PDF Downloads 380
514 Using Electro-Biogrouting to Stabilize of Soft Soil

Authors: Hamed A. Keykha, Hadi Miri

Abstract:

This paper describes a new method of soil stabilisation, electro-biogrouting (EBM), for improvement of soft soil with low hydraulic conductivity. This method uses an applied voltage gradient across the soil to induce the ions and bacteria cells through the soil matrix, resulting in CaCO3 precipitation and an increase of the soil shear strength in the process. The EBM were used effectively with two injection methods; bacteria injection and products of bacteria injection. The bacteria cells, calcium ions and urea were moved across the soil by electromigration and electro osmotic flow respectively. The products of bacteria (CO3-2) were moved by electromigration. The results showed that the undrained shear strength of the soil increased from 6 to 65 and 70 kPa for first and second injection method respectively. The injection of carbonate solution and calcium could be effectively flowed in the clay soil compare to injection of bacteria cells. The detection of CaCO3 percentage and its corresponding water content across the specimen showed that the increase of undrained shear strength relates to the deposit of calcite crystals between soil particles.

Keywords: Sporosarcina pasteurii, electrophoresis, electromigration, electroosmosis, biocement

Procedia PDF Downloads 528
513 First-Principles Modeling of Nanoparticle Magnetization, Chaining, and Motion

Authors: Pierce Radecki, Pulkit Malik, Bharath Ramaswamy, Ben Shapiro

Abstract:

The ability to effectively design and test magnetic nanoparticles for controlled movement has been an elusive goal in the design of these particles. Magnetic nanoparticles of various characteristics have been created for use towards therapeutic effects, however the challenge of designing for controlled movement remains unmet. A step towards design in this aspect is a first principles model that captures and predicts the behaviors of particles in a magnetic field. The model is governed by four forces acting on the particles, the magnetic gradient, the dipole-dipole forces, the steric forces, and the viscous drag force. The particles are multi-core or single core, and incorporate a preferred magnetization axis. Particles exhibit behaviors, such as chaining, in simulations that are similar to those witnessed through experimentation. Currently, experimental results are being compared to the modeling results for verification of the model, through the analysis of chaining behaviors. This modeling system will be used in designing magnetic nanoparticles for specific chaining and movement behaviors.

Keywords: controlled movement, modeling, magnetic nanoparticles, nanoparticle design

Procedia PDF Downloads 305