Search results for: threshold method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 19478

Search results for: threshold method

18758 Detection of Temporal Change of Fishery and Island Activities by DNB and SAR on the South China Sea

Authors: I. Asanuma, T. Yamaguchi, J. Park, K. J. Mackin

Abstract:

Fishery lights on the surface could be detected by the Day and Night Band (DNB) of the Visible Infrared Imaging Radiometer Suite (VIIRS) on the Suomi National Polar-orbiting Partnership (Suomi-NPP). The DNB covers the spectral range of 500 to 900 nm and realized a higher sensitivity. The DNB has a difficulty of identification of fishing lights from lunar lights reflected by clouds, which affects observations for the half of the month. Fishery lights and lights of the surface are identified from lunar lights reflected by clouds by a method using the DNB and the infrared band, where the detection limits are defined as a function of the brightness temperature with a difference from the maximum temperature for each level of DNB radiance and with the contrast of DNB radiance against the background radiance. Fishery boats or structures on islands could be detected by the Synthetic Aperture Radar (SAR) on the polar orbit satellites using the reflected microwave by the surface reflecting targets. The SAR has a difficulty of tradeoff between spatial resolution and coverage while detecting the small targets like fishery boats. A distribution of fishery boats and island activities were detected by the scan-SAR narrow mode of Radarsat-2, which covers 300 km by 300 km with various combinations of polarizations. The fishing boats were detected as a single pixel of highly scattering targets with the scan-SAR narrow mode of which spatial resolution is 30 m. As the look angle dependent scattering signals exhibits the significant differences, the standard deviations of scattered signals for each look angles were taken into account as a threshold to identify the signal from fishing boats and structures on the island from background noise. It was difficult to validate the detected targets by DNB with SAR data because of time lag of observations for 6 hours between midnight by DNB and morning or evening by SAR. The temporal changes of island activities were detected as a change of mean intensity of DNB for circular area for a certain scale of activities. The increase of DNB mean intensity was corresponding to the beginning of dredging and the change of intensity indicated the ending of reclamation and following constructions of facilities.

Keywords: day night band, SAR, fishery, South China Sea

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18757 Simulations in Structural Masonry Walls with Chases Horizontal Through Models in State Deformation Plan (2D)

Authors: Raquel Zydeck, Karina Azzolin, Luis Kosteski, Alisson Milani

Abstract:

This work presents numerical models in plane deformations (2D), using the Discrete Element Method formedbybars (LDEM) andtheFiniteElementMethod (FEM), in structuralmasonrywallswith horizontal chasesof 20%, 30%, and 50% deep, located in the central part and 1/3 oftheupperpartofthewall, withcenteredandeccentricloading. Differentcombinationsofboundaryconditionsandinteractionsbetweenthemethodswerestudied.

Keywords: chases in structural masonry walls, discrete element method formed by bars, finite element method, numerical models, boundary condition

Procedia PDF Downloads 168
18756 Facility Detection from Image Using Mathematical Morphology

Authors: In-Geun Lim, Sung-Woong Ra

Abstract:

As high resolution satellite images can be used, lots of studies are carried out for exploiting these images in various fields. This paper proposes the method based on mathematical morphology for extracting the ‘horse's hoof shaped object’. This proposed method can make an automatic object detection system to track the meaningful object in a large satellite image rapidly. Mathematical morphology process can apply in binary image, so this method is very simple. Therefore this method can easily extract the ‘horse's hoof shaped object’ from any images which have indistinct edges of the tracking object and have different image qualities depending on filming location, filming time, and filming environment. Using the proposed method by which ‘horse's hoof shaped object’ can be rapidly extracted, the performance of the automatic object detection system can be improved dramatically.

Keywords: facility detection, satellite image, object, mathematical morphology

Procedia PDF Downloads 382
18755 Investigation of Static Stability of Soil Slopes Using Numerical Modeling

Authors: Seyed Abolhasan Naeini, Elham Ghanbari Alamooti

Abstract:

Static stability of soil slopes using numerical simulation by a finite element code, ABAQUS, has been investigated, and safety factors of the slopes achieved in the case of static load of a 10-storey building. The embankments have the same soil condition but different loading distance from the slope heel. The numerical method for estimating safety factors is 'Strength Reduction Method' (SRM). Mohr-Coulomb criterion used in the numerical simulations. Two steps used for measuring the safety factors of the slopes: first is under gravity loading, and the second is under static loading of a building near the slope heel. These safety factors measured from SRM, are compared with the values from Limit Equilibrium Method, LEM. Results show that there is good agreement between SRM and LEM. Also, it is seen that by increasing the distance from slope heel, safety factors increases.

Keywords: limit equilibrium method, static stability, soil slopes, strength reduction method

Procedia PDF Downloads 163
18754 A Coupled Extended-Finite-Discrete Element Method: On the Different Contact Schemes between Continua and Discontinua

Authors: Shervin Khazaeli, Shahab Haj-zamani

Abstract:

Recently, advanced geotechnical engineering problems related to soil movement, particle loss, and modeling of local failure (i.e. discontinua) as well as modeling the in-contact structures (i.e. continua) are of the great interest among researchers. The aim of this research is to meet the requirements with respect to the modeling of the above-mentioned two different domains simultaneously. To this end, a coupled numerical method is introduced based on Discrete Element Method (DEM) and eXtended-Finite Element Method (X-FEM). In the coupled procedure, DEM is employed to capture the interactions and relative movements of soil particles as discontinua, while X-FEM is utilized to model in-contact structures as continua, which may consist of different types of discontinuities. For verification purposes, the new coupled approach is utilized to examine benchmark problems including different contacts between/within continua and discontinua. Results are validated by comparison with those of existing analytical and numerical solutions. This study proves that extended-finite-discrete element method can be used to robustly analyze not only contact problems, but also other types of discontinuities in continua such as (i) crack formations and propagations, (ii) voids and bimaterial interfaces, and (iii) combination of previous cases. In essence, the proposed method can be used vastly in advanced soil-structure interaction problems to investigate the micro and macro behaviour of the surrounding soil and the response of the embedded structure that contains discontinuities.

Keywords: contact problems, discrete element method, extended-finite element method, soil-structure interaction

Procedia PDF Downloads 505
18753 Effect of Filler Size and Shape on Positive Temperature Coefficient Effect

Authors: Eric Asare, Jamie Evans, Mark Newton, Emiliano Bilotti

Abstract:

Two types of filler shapes (sphere and flakes) and three different sizes are employed to study the size effect on PTC. The composite is prepared using a mini-extruder with high-density polyethylene (HDPE) as the matrix. A computer modelling is used to fit the experimental results. The percolation threshold decreases with decreasing filler size and this was observed for both the spherical particles as well as the flakes. This was caused by the decrease in interparticle distance with decreasing filler size. The 100 µm particles showed a larger PTC intensity compared to the 5 µm particles for the metal coated glass sphere and flake. The small particles have a large surface area and agglomeration and this makes it difficult for the conductive network to e disturbed. Increasing the filler content decreased the PTC intensity and this is due to an increase in the conductive network within the polymer matrix hence more energy is needed to disrupt the network.

Keywords: positive temperature coefficient (PTC) effect, conductive polymer composite (CPC), electrical conductivity

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18752 Adomian’s Decomposition Method to Generalized Magneto-Thermoelasticity

Authors: Hamdy M. Youssef, Eman A. Al-Lehaibi

Abstract:

Due to many applications and problems in the fields of plasma physics, geophysics, and other many topics, the interaction between the strain field and the magnetic field has to be considered. Adomian introduced the decomposition method for solving linear and nonlinear functional equations. This method leads to accurate, computable, approximately convergent solutions of linear and nonlinear partial and ordinary differential equations even the equations with variable coefficients. This paper is dealing with a mathematical model of generalized thermoelasticity of a half-space conducting medium. A magnetic field with constant intensity acts normal to the bounding plane has been assumed. Adomian’s decomposition method has been used to solve the model when the bounding plane is taken to be traction free and thermally loaded by harmonic heating. The numerical results for the temperature increment, the stress, the strain, the displacement, the induced magnetic, and the electric fields have been represented in figures. The magnetic field, the relaxation time, and the angular thermal load have significant effects on all the studied fields.

Keywords: Adomian’s decomposition method, magneto-thermoelasticity, finite conductivity, iteration method, thermal load

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18751 Psychometric Properties and Factor Structure of the College Readiness Questionnaire

Authors: Muna Al-Kalbani, Thuwayba Al Barwani, Otherine Neisler, Hussain Alkharusi, David Clayton, Humaira Al-Sulaimani, Mohammad Khan, Hamad Al-Yahmadi

Abstract:

This study describes the psychometric properties and factor structure of the University Readiness Survey (URS). Survey data were collected from sample of 2652 students from Sultan Qaboos University. Exploratory factor analysis identified ten significant factors underlining the structure. The results of Confirmatory factor analysis showed a good fit to the data where the indices for the revised model were χ2(df = 1669) = 6093.4; CFI = 0.900; GFI =0.926; PCLOSE = 1.00 and RMSAE = 0.030 where each of these indices were above threshold. The overall value of Cronbach’s alpha was 0.899 indicating that the instrument score was reliable. Results imply that the URS is a valid measure describing the college readiness pattern among Sultan Qaboos University students and the Arabic version could be used by university counselors to identify students’ readiness factors. Nevertheless, further validation of the of the USR is recommended.

Keywords: college readiness, confirmatory factor analysis, reliability, validity

Procedia PDF Downloads 226
18750 Switching to the Latin Alphabet in Kazakhstan: A Brief Overview of Character Recognition Methods

Authors: Ainagul Yermekova, Liudmila Goncharenko, Ali Baghirzade, Sergey Sybachin

Abstract:

In this article, we address the problem of Kazakhstan's transition to the Latin alphabet. The transition process started in 2017 and is scheduled to be completed in 2025. In connection with these events, the problem of recognizing the characters of the new alphabet is raised. Well-known character recognition programs such as ABBYY FineReader, FormReader, MyScript Stylus did not recognize specific Kazakh letters that were used in Cyrillic. The author tries to give an assessment of the well-known method of character recognition that could be in demand as part of the country's transition to the Latin alphabet. Three methods of character recognition: template, structured, and feature-based, are considered through the algorithms of operation. At the end of the article, a general conclusion is made about the possibility of applying a certain method to a particular recognition process: for example, in the process of population census, recognition of typographic text in Latin, or recognition of photos of car numbers, store signs, etc.

Keywords: text detection, template method, recognition algorithm, structured method, feature method

Procedia PDF Downloads 187
18749 Adaptive Discharge Time Control for Battery Operation Time Enhancement

Authors: Jong-Bae Lee, Seongsoo Lee

Abstract:

This paper proposes an adaptive discharge time control method to balance cell voltages in alternating battery cell discharging method. In the alternating battery cell discharging method, battery cells are periodically discharged in turn. Recovery effect increases battery output voltage while the given battery cell rests without discharging, thus battery operation time of target system increases. However, voltage mismatch between cells leads two problems. First, voltage difference between cells induces inter-cell current with wasted power. Second, it degrades battery operation time, since system stops when any cell reaches to the minimum system operation voltage. To solve this problem, the proposed method adaptively controls cell discharge time to equalize both cell voltages. In the proposed method, battery operation time increases about 19%, while alternating battery cell discharging method shows about 7% improvement.

Keywords: battery, recovery effect, low-power, alternating battery cell discharging, adaptive discharge time control

Procedia PDF Downloads 352
18748 A Mutually Exclusive Task Generation Method Based on Data Augmentation

Authors: Haojie Wang, Xun Li, Rui Yin

Abstract:

In order to solve the memorization overfitting in the model-agnostic meta-learning MAML algorithm, a method of generating mutually exclusive tasks based on data augmentation is proposed. This method generates a mutex task by corresponding one feature of the data to multiple labels so that the generated mutex task is inconsistent with the data distribution in the initial dataset. Because generating mutex tasks for all data will produce a large number of invalid data and, in the worst case, lead to an exponential growth of computation, this paper also proposes a key data extraction method that only extract part of the data to generate the mutex task. The experiments show that the method of generating mutually exclusive tasks can effectively solve the memorization overfitting in the meta-learning MAML algorithm.

Keywords: mutex task generation, data augmentation, meta-learning, text classification.

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18747 Integrated Grey Rational Analysis-Standard Deviation Method for Handover in Heterogeneous Networks

Authors: Mohanad Alhabo, Naveed Nawaz, Mahmoud Al-Faris

Abstract:

The dense deployment of small cells is a promising solution to enhance the coverage and capacity of the heterogeneous networks (HetNets). However, the unplanned deployment could bring new challenges to the network ranging from interference, unnecessary handovers and handover failures. This will cause a degradation in the quality of service (QoS) delivered to the end user. In this paper, we propose an integrated Grey Rational Analysis Standard Deviation based handover method (GRA-SD) for HetNet. The proposed method integrates the Standard Deviation (SD) technique to acquire the weight of the handover metrics and the GRA method to select the best handover base station. The performance of the GRA-SD method is evaluated and compared with the traditional Multiple Attribute Decision Making (MADM) methods including Simple Additive Weighting (SAW) and VIKOR methods. Results reveal that the proposed method has outperformed the other methods in terms of minimizing the number of frequent unnecessary handovers and handover failures, in addition to improving the energy efficiency.

Keywords: energy efficiency, handover, HetNets, MADM, small cells

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18746 Estimating Lost Digital Video Frames Using Unidirectional and Bidirectional Estimation Based on Autoregressive Time Model

Authors: Navid Daryasafar, Nima Farshidfar

Abstract:

In this article, we make attempt to hide error in video with an emphasis on the time-wise use of autoregressive (AR) models. To resolve this problem, we assume that all information in one or more video frames is lost. Then, lost frames are estimated using analogous Pixels time information in successive frames. Accordingly, after presenting autoregressive models and how they are applied to estimate lost frames, two general methods are presented for using these models. The first method which is the same standard method of autoregressive models estimates lost frame in unidirectional form. Usually, in such condition, previous frames information is used for estimating lost frame. Yet, in the second method, information from the previous and next frames is used for estimating the lost frame. As a result, this method is known as bidirectional estimation. Then, carrying out a series of tests, performance of each method is assessed in different modes. And, results are compared.

Keywords: error steganography, unidirectional estimation, bidirectional estimation, AR linear estimation

Procedia PDF Downloads 540
18745 New Fourth Order Explicit Group Method in the Solution of the Helmholtz Equation

Authors: Norhashidah Hj Mohd Ali, Teng Wai Ping

Abstract:

In this paper, the formulation of a new group explicit method with a fourth order accuracy is described in solving the two-dimensional Helmholtz equation. The formulation is based on the nine-point fourth-order compact finite difference approximation formula. The complexity analysis of the developed scheme is also presented. Several numerical experiments were conducted to test the feasibility of the developed scheme. Comparisons with other existing schemes will be reported and discussed. Preliminary results indicate that this method is a viable alternative high accuracy solver to the Helmholtz equation.

Keywords: explicit group method, finite difference, Helmholtz equation, five-point formula, nine-point formula

Procedia PDF Downloads 500
18744 Image Reconstruction Method Based on L0 Norm

Authors: Jianhong Xiang, Hao Xiang, Linyu Wang

Abstract:

Compressed sensing (CS) has a wide range of applications in sparse signal reconstruction. Aiming at the problems of low recovery accuracy and long reconstruction time of existing reconstruction algorithms in medical imaging, this paper proposes a corrected smoothing L0 algorithm based on compressed sensing (CSL0). First, an approximate hyperbolic tangent function (AHTF) that is more similar to the L0 norm is proposed to approximate the L0 norm. Secondly, in view of the "sawtooth phenomenon" in the steepest descent method and the problem of sensitivity to the initial value selection in the modified Newton method, the use of the steepest descent method and the modified Newton method are jointly optimized to improve the reconstruction accuracy. Finally, the CSL0 algorithm is simulated on various images. The results show that the algorithm proposed in this paper improves the reconstruction accuracy of the test image by 0-0. 98dB.

Keywords: smoothed L0, compressed sensing, image processing, sparse reconstruction

Procedia PDF Downloads 116
18743 Mechanical Tension Control of Winding Systems for Paper Webs

Authors: Glaoui Hachemi

Abstract:

In this paper, a scheme based on multi-input multi output Fuzzy Sliding Mode control (MIMO-FSMC) for linear speed regulation of winding system is proposed. Once the uncoupled model of the winding system was obtained, a smooth control function with a threshold was selected to indicate how far away the case was from the sliding surface. nevertheless, this control function depends closely on the higher bound of the uncertainties, which generates overlap. So, this size has to be chosen with broad care to obtain high performances. Usually, the upper bound of uncertainties is difficult to know before motor operation, so, a Fuzzy Sliding Mode controller is investigated to resolve this problem, a simple Fuzzy inference mechanism is used to decrease the chattering phenomenon by simple adjustments. A simulation study is achieved and that the indicate fuzzy sliding mode controllers have great potential for use as an alternative to the conventional sliding mode control.

Keywords: Winding system, induction machine, Mechanical tension, Proportional-integral (PI), sliding mode control, Fuzzy logic

Procedia PDF Downloads 96
18742 Graphene/h-BN Heterostructure Interconnects

Authors: Nikhil Jain, Yang Xu, Bin Yu

Abstract:

The material behavior of graphene, a single layer of carbon lattice, is extremely sensitive to its dielectric environment. We demonstrate improvement in electronic performance of graphene nanowire interconnects with full encapsulation by lattice-matching, chemically inert, 2D layered insulator hexagonal boron nitride (h- BN). A novel layer-based transfer technique is developed to construct the h-BN/MLG/h-BN heterostructures. The encapsulated graphene wires are characterized and compared with that on SiO2 or h-BN substrate without passivating h-BN layer. Significant improvements in maximum current-carrying density, breakdown threshold, and power density in encapsulated graphene wires are observed. These critical improvements are achieved without compromising the carrier transport characteristics in graphene. Furthermore, graphene wires exhibit electrical behavior less insensitive to ambient conditions, as compared with the non-passivated ones. Overall, h-BN/graphene/h- BN heterostructure presents a robust material platform towards the implementation of high-speed carbon-based interconnects.

Keywords: two-dimensional nanosheet, graphene, hexagonal boron nitride, heterostructure, interconnects

Procedia PDF Downloads 316
18741 A New Method for Estimating the Mass Recession Rate for Ablator Systems

Authors: Bianca A. Szasz, Keiichi Okuyama

Abstract:

As the human race will continue to explore the space by creating new space transportation means and sending them to other planets, the enhance of atmospheric reentry study is crucial. In this context, an analysis of mass recession rate of ablative materials for thermal shields of reentry spacecrafts is important to be carried out. The paper describes a new estimation method for calculating the mass recession of an ablator system, this method combining an old method with a new one, which was recently elaborated by Okuyama et al. The space mission of USERS spacecraft is taken as a case study and the possibility of implementing lighter ablative materials in future space missions is taking into consideration.

Keywords: ablator system, mass recession, reentry spacecraft, ablative materials

Procedia PDF Downloads 273
18740 Numerical Analysis of Internal Cooled Turbine Blade Using Conjugate Heat Transfer

Authors: Bhavesh N. Bhatt, Zozimus D. Labana

Abstract:

This work is mainly focused on the analysis of heat transfer of blade by using internal cooling method. By using conjugate heat transfer technology we can effectively compute the cooling and heat transfer analysis of blade. Here blade temperature is limited by materials melting temperature. By using CFD code, we will analyze the blade cooling with the help of CHT method. There are two types of CHT methods. In the first method, we apply coupled CHT method in which all three domains modeled at once, and in the second method, we will first model external domain and then, internal domain of cooling channel. Ten circular cooling channels are used as a cooling method with different mass flow rate and temperature value. This numerical simulation is applied on NASA C3X turbine blade, and results are computed. Here results are showing good agreement with experimental results. Temperature and pressure are high at the leading edge of the blade on stagnation point due to its first faces the flow. On pressure side, shock wave is formed which also make a sudden change in HTC and other parameters. After applying internal cooling, we are succeeded in reducing the metal temperature of blade by some extends.

Keywords: gas turbine, conjugate heat transfer, NASA C3X Blade, circular film cooling channel

Procedia PDF Downloads 335
18739 Optimization of Three-Layer Corrugated Metal Gasket by Using Finite Element Method

Authors: I Made Gatot Karohika, Shigeyuki Haruyama, Ken Kaminishi

Abstract:

In this study, we proposed a three-layer metal gasket with Al, Cu, and SUS304 as the material, respectively. A finite element method was employed to develop simulation solution and design of experiment (DOE). Taguchi method was used to analysis the effect of each parameter design and predicts optimal design of new 25A-size three layer corrugated metal gasket. The L18 orthogonal array of Taguchi method was applied to design experiment matrix for eight factors with three levels. Based on elastic mode and plastic mode, optimum design gasket is gasket with core metal SUS304, surface layer aluminum, p1 = 4.5 mm, p2 = 4.5 mm, p3 = 4 mm, Tg = 1.2 mm, R = 3.5 mm, h = 0.4 mm and Ts = 0.3 mm.

Keywords: contact width, contact stress, layer, metal gasket, corrugated, simulation

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18738 Bi-Dimensional Spectral Basis

Authors: Abdelhamid Zerroug, Mlle Ismahene Sehili

Abstract:

Spectral methods are usually applied to solve uni-dimensional boundary value problems. With the advantage of the creation of multidimensional basis, we propose a new spectral method for bi-dimensional problems. In this article, we start by creating bi-spectral basis by different ways, we developed also a new relations to determine the expressions of spectral coefficients in different partial derivatives expansions. Finally, we propose the principle of a new bi-spectral method for the bi-dimensional problems.

Keywords: boundary value problems, bi-spectral methods, bi-dimensional Legendre basis, spectral method

Procedia PDF Downloads 395
18737 Study of Evapotranspiration for Pune District

Authors: Ranjeet Sable, Mahotsavi Patil, Aadesh Nimbalkar, Prajakta Palaskar, Ritu Sagar

Abstract:

The exact amount of water used by various crops in different climatic conditions is necessary to step for design, planning, and management of irrigation schemes, water resources, scheduling of irrigation systems. Evaporation and transpiration are combinable called as evapotranspiration. Water loss from trees during photosynthesis is called as transpiration and when water gets converted into gaseous state is called evaporation. For calculation of correct evapotranspiration, we have to choose the method in such way that is should be suitable and require minimum climatic data also it should be applicable for wide range of climatic conditions. In hydrology, there are multiple correlations and regression is generally used to develop relationships between three or more hydrological variables by knowing the dependence between them. This research work includes the study of various methods for calculation of evapotranspiration and selects reasonable and suitable one Pune region (Maharashtra state). As field methods are very costly, time-consuming and not give appropriate results if the suitable climate is not maintained. Observation recorded at Pune metrological stations are used to calculate evapotranspiration with the help of Radiation Method (RAD), Modified Penman Method (MPM), Thornthwaite Method (THW), Blaney-Criddle (BCL), Christiansen Equation (CNM), Hargreaves Method (HGM), from which Hargreaves and Thornthwaite are temperature based methods. Performance of all these methods are compared with Modified Penman method and method which showing less variation with standard Modified Penman method (MPM) is selected as the suitable one. Evapotranspiration values are estimated on a monthly basis. Comparative analysis in this research used for selection for raw data-dependent methods in case of missing data.

Keywords: Blaney-Criddle, Christiansen equation evapotranspiration, Hargreaves method, precipitations, Penman method, water use efficiency

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18736 Design and Implementation of a Fan Coil Unit Controller Based on the Duty Ratio Fuzzy Method

Authors: Liang Zhao, Jili Zhang, Kai Li

Abstract:

A microcontroller-based fan coil unit (FCU) fuzzy controller is designed and implemented in this paper. The controller employs the concept of duty ratio on the electric valve control, which could make full use of the cooling and dehumidifying capacity of the FCU when the valve is off. The traditional control method and its limitations are analyzed. The hardware and software design processes are introduced in detail. The experimental results show that the proposed method is more energy efficient compared to the traditional controlling strategy. Furthermore, a more comfortable room condition could be achieved by the proposed method. The proposed low-cost FCU fuzzy controller deserves to be widely used in engineering applications.

Keywords: fan coil unit, duty ratio, fuzzy controller, experiment

Procedia PDF Downloads 339
18735 Combining a Continuum of Hidden Regimes and a Heteroskedastic Three-Factor Model in Option Pricing

Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

Abstract:

This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.

Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium

Procedia PDF Downloads 297
18734 Sentiment Classification Using Enhanced Contextual Valence Shifters

Authors: Vo Ngoc Phu, Phan Thi Tuoi

Abstract:

We have explored different methods of improving the accuracy of sentiment classification. The sentiment orientation of a document can be positive (+), negative (-), or neutral (0). We combine five dictionaries from [2, 3, 4, 5, 6] into the new one with 21137 entries. The new dictionary has many verbs, adverbs, phrases and idioms, that are not in five ones before. The paper shows that our proposed method based on the combination of Term-Counting method and Enhanced Contextual Valence Shifters method has improved the accuracy of sentiment classification. The combined method has accuracy 68.984% on the testing dataset, and 69.224% on the training dataset. All of these methods are implemented to classify the reviews based on our new dictionary and the Internet Movie data set.

Keywords: sentiment classification, sentiment orientation, valence shifters, contextual, valence shifters, term counting

Procedia PDF Downloads 505
18733 The Effect of Chisel Edge on Drilling-Induced Delamination

Authors: Parnian Kianfar, Navid Zarif Karimi, Giangiacomo Minak

Abstract:

Drilling is one of the most important machining operations as numerous holes must be drilled in order to install mechanical fasteners for assembly in composite structures. Delamination is a major problem associated with the drilling of fiber reinforced composite materials, which degrades the mechanical properties of these materials. In drilling, delamination is initiated when the drilling force exceeds a threshold value, particularly at the critical entry and exit locations of the drill bit. The chisel edge of twist drill is a major contributor to the thrust force which is the primary cause of delamination. The main objective of this paper is to study the effect of chisel edge and pilot hole on thrust force and delamination during drilling of glass fiber reinforced composites. For this purpose, two sets of experiments, with and without pilot hole, were conducted with different drilling conditions. The results show a great reduction in the thrust force when a pilot hole is present which removes the chisel edge contribution.

Keywords: composites, chisel edge, drilling, delamination

Procedia PDF Downloads 438
18732 Real-Time Loop-Mediated Isothermal Amplification Assay for Rapid Detection of Human Papillomavirus 16 in Oral Squamous Cell Carcinoma

Authors: Suharni Mohamad Suharni Mohamad, Nurul Izzati Hamzan Nurul Izzati Hamzan, Norhayu Abdul Rahman Norhayu Abdul Rahman, Siti Suraiya Md Noor Siti Suraiya Md Noor

Abstract:

Human papillomavirus (HPV) is an important risk factor for development of oral cancer. HPV16 is the most common type found in HPV-positive squamous cell carcinoma. In the present study, we established a real-time loop-mediated isothermal amplification (real-time LAMP) for detection of HPV16. A set of six primers was specially designed to recognize eight distinct sequences of HPV16-E6. Detection and quantification was achieved by real-time monitoring using a real-time turbidimeter based on threshold time required for turbidity in the LAMP reaction. LAMP reagents (MgSO4, dNTPs, Bst polymerase concentrations) and various incubation times and temperatures were optimized. The sensitivity was determined using 10-fold serial dilutions of HPV16 standard strain. The specificity of was evaluated using other HPV genotypes. The optimized method was established with specifically designed primers by real-time detection in approximately 30 min at 65°C. The limit of detection of HPV16 using the LAMP assay was 10 pg/ml that could be detected in 30 min. The LAMP assay was 10 times more sensitive than the conventional PCR in detecting HPV16. No cross-reactivity with other HPV genotypes was observed. This quantitative real-time LAMP assay may improve diagnostic potential for the detection and quantification of HPV16 in clinical samples and epidemiological studies due to its rapidity, simplicity, high sensitivity and specificity. This assay will be further evaluated with HPV DNAs of saliva from patients with oral squamous cell carcinoma. Acknowledgement: This study was financially supported by the ScienceFund Grant, Ministry of Science, Technology and Innovation (305/PPSG/6113219).

Keywords: Oral Squamous Cell Carcinoma (OSCC), Human Papillomavirus 16 (HPV16), Loop-Mediated Isothermal Amplification (LAMP), rapid detection

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18731 A Hybrid Block Multistep Method for Direct Numerical Integration of Fourth Order Initial Value Problems

Authors: Adamu S. Salawu, Ibrahim O. Isah

Abstract:

Direct solution to several forms of fourth-order ordinary differential equations is not easily obtained without first reducing them to a system of first-order equations. Thus, numerical methods are being developed with the underlying techniques in the literature, which seeks to approximate some classes of fourth-order initial value problems with admissible error bounds. Multistep methods present a great advantage of the ease of implementation but with a setback of several functions evaluation for every stage of implementation. However, hybrid methods conventionally show a slightly higher order of truncation for any k-step linear multistep method, with the possibility of obtaining solutions at off mesh points within the interval of solution. In the light of the foregoing, we propose the continuous form of a hybrid multistep method with Chebyshev polynomial as a basis function for the numerical integration of fourth-order initial value problems of ordinary differential equations. The basis function is interpolated and collocated at some points on the interval [0, 2] to yield a system of equations, which is solved to obtain the unknowns of the approximating polynomial. The continuous form obtained, its first and second derivatives are evaluated at carefully chosen points to obtain the proposed block method needed to directly approximate fourth-order initial value problems. The method is analyzed for convergence. Implementation of the method is done by conducting numerical experiments on some test problems. The outcome of the implementation of the method suggests that the method performs well on problems with oscillatory or trigonometric terms since the approximations at several points on the solution domain did not deviate too far from the theoretical solutions. The method also shows better performance compared with an existing hybrid method when implemented on a larger interval of solution.

Keywords: Chebyshev polynomial, collocation, hybrid multistep method, initial value problems, interpolation

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18730 Evaluation of Phthalates Contents and Their Health Effects in Consumed Sachet Water Brands in Delta State, Nigeria

Authors: Edjere Oghenekohwiroro, Asibor Irabor Godwin, Uwem Bassey

Abstract:

This paper determines the presence and levels of phthalates in sachet and borehole water source in some parts of Delta State, Nigeria. Sachet and borehole water samples were collected from seven different water packaging facilities and level of phthalates determined using GC-MS instrumentation. Phthalates concentration in borehole samples varied from 0.00-0.01 (DMP), 0.06-0.20 (DEP), 0.10-0.98 (DBP), 0.21-0.36 (BEHP), 0.01-0.03 (DnOP) µg/L and (BBP) was not detectable; while sachet water varied from 0.03-0.95 (DMP), 0.16-12.45 (DEP), 0.57-3.38 (DBP), 0.00-0.03 (BBP), 0.08-0.31 (BEHP) and 0-0.03 (DnOP) µg/L. Phthalates concentration in the sachet water was higher than that of the corresponding boreholes sources and also showed significant difference (p < 0.05) between the two. Sources of these phthalate esters were the interaction between water molecules and plastic storage facilities. Although concentration of all phthalate esters analyzed were lower than the threshold limit value(TLV), over time storage of water samples in this medium can lead to substantial increase with negative effects on individuals consuming them.

Keywords: phthalate esters, borehole, sachet water, sample extraction, gas chromatography, GC-MS

Procedia PDF Downloads 244
18729 Assessment of Residual Stress on HDPE Pipe Wall Thickness

Authors: D. Sersab, M. Aberkane

Abstract:

Residual stresses, in high-density polyethylene (HDPE) pipes, result from a nonhomogeneous cooling rate that occurs between the inner and outer surfaces during the extrusion process in manufacture. Most known methods of measurements to determine the magnitude and profile of the residual stresses in the pipe wall thickness are layer removal and ring slitting method. The combined layer removal and ring slitting methods described in this paper involves measurement of the circumferential residual stresses with minimal local disturbance. The existing methods used for pipe geometry (ring slitting method) gives a single residual stress value at the bore. The layer removal method which is used more in flat plate specimen is implemented with ring slitting method. The method permits stress measurements to be made directly at different depth in the pipe wall and a well-defined residual stress profile was consequently obtained.

Keywords: residual stress, layer removal, ring splitting, HDPE, wall thickness

Procedia PDF Downloads 338