Search results for: generalized autoregressive conditional heteroskedasticity model

Authors: S. M. Mahbobur Rahman

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Whole building energy simulation models are widely used for predicting future energy consumption, performance diagnosis and optimum control.  Black box building energy modeling approach has been heavily studied in the past decade. The thermal response of a building can also be modeled using a network of interconnected resistors (R) and capacitors (C) at each node called R-C network. In this study, a model building, Case 600, as described in the “Standard Method of Test for the Evaluation of Building Energy Analysis Computer Program”, ASHRAE standard 140, is studied along with a 3R2C thermal network model and the ASHRAE clear sky solar radiation model. Although building an energy model involves two important parts of building component i.e., the envelope and internal mass, the effect of building internal mass is not considered in this study. All the characteristic parameters of the building envelope are evaluated as on Case 600. Finally, monthly building energy consumption from the thermal network model is compared with a simple-box energy model within reasonable accuracy. From the results, 0.6-9.4% variation of monthly energy consumption is observed because of the south-facing windows.

Keywords: ASHRAE case study, clear sky solar radiation model, energy modeling, thermal network model

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Authors: Yousef I. Salamin

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Theoretical investigations, analytical as well as numerical, have shown that electrons can be accelerated to GeV energies by the process of cyclotron auto-resonance acceleration (CARA). In CARA, the particle would be injected along the lines of a uniform magnetic field aligned parallel to the direction of propagation of a plane-wave radiation field. Unfortunately, an accelerator based on CARA would be prohibitively too long and too expensive to build and maintain. However, the process stands a better chance of success near the polar cap of a compact object (such as a neutron star, a black hole or a magnetar) or in an environment created in the wake of a binary neutron-star or blackhole merger. Dynamics of the nuclides ₁H¹, ₂He⁴, ₂₆Fe⁵⁶, and ₂₈Ni⁶², in such astrophysical conditions, have been investigated by single-particle calculations and many-particle simulations. The investigations show that these nuclides can reach ZeV energies (1 ZeV = 10²¹ eV) due to interaction with super-intense radiation of wavelengths = 1 and 10 m and = 50 pm and magnetic fields of strengths at the mega- and giga-tesla levels. Examples employing radiation intensities in the range 10³²-10⁴² W/m² have been used. Employing a two-parameter model for representing the radiation field, CARA is analytically generalized to include any state of polarization, and the basic working equations are derived rigorously and in closed analytic form.

Keywords: compact objects, cosmic-ray acceleration, cyclotron auto-resonance, polarization effects, zevatron

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Authors: Erika Tatiana Ruiz, Wilson Adarme Jaimes

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This abstract presents the methodology for improving the logistics processes of agricultural production units belonging to the coffee, cocoa, and fruit sectors, starting from the fundamental concepts and detailing each of the phases to carry out the diagnosis, which will be the basis for the formulation of its action plan and implementation of the maturity model. As a result of this work, the maturity model is formulated to improve logistics processes. This model seeks to: generate a progressive model that is useful for all productive units belonging to these sectors at the national level, regardless of their initial conditions, focus on the improvement of logistics processes as a strategy that contributes to improving the competitiveness of the agricultural sector in Colombia and spread the implementation of good logistics practices in postharvest in all departments of the country through autonomous tools. This model has been built through a series of steps that allow the evaluation and improvement of the logistics dimensions or indicators. The potential improvements for each dimension provide the foundation on which to advance to the next level. Within the maturity model, a methodology is indicated for the design and execution of strategies to improve its logistics processes, taking into account the current state of each production unit.

Keywords: agroindustrial, characterization, logistics, maturity model, processes

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Authors: Toby Li, Julian Zhu

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In this paper, a model based on a simplified geometry is introduced to give a very conservative collision probability prediction for the Starlink satellite in its most densely clustered region. Under the model in this paper, the probability of collision for Starlink satellite where it clustered most densely is found to be 8.484 ∗ 10^−4. It is found that the predicted collision probability increased nonlinearly with the increased safety distance set. This simple model provides evidence that the continuous development of maneuver avoidance systems is necessary for the future of the orbital safety of satellites under the harsher Lower Earth Orbit environment.

Keywords: Starlink, collision probability, debris, geometry model

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Authors: Lei Lei, Hongbo Zhang, Donald J. Bergstrom, Bing Zhang, K. Y. Song, W. J. Zhang

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This paper presents a model for a modified T-junction device for microspheres generation. The numerical model is developed using a commercial software package: COMSOL Multiphysics. In order to test the accuracy of the numerical model, multiple variables, such as the flow rate of cross-flow, fluid properties, structure, and geometry of the microdevice are applied. The results from the model are compared with the experimental results in the diameter of the microsphere generated. The comparison shows a good agreement. Therefore the model is useful in further optimization of the device and feedback control of microsphere generation if any.

Keywords: CFD modeling, validation, microsphere generation, modified T-junction

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Authors: Bouthiba Amina

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The estimation of the statistics bound to the precipitation represents a vast domain, which puts numerous challenges to meteorologists and hydrologists. Sometimes, it is necessary, to approach in value the extreme events for sites where there is little, or no datum, as well as their periods of return. The search for a model of the frequency of the heights of daily rains dresses a big importance in operational hydrology: It establishes a basis for predicting the frequency and intensity of floods by estimating the amount of precipitation in past years. The most known and the most common approach is the statistical approach, It consists in looking for a law of probability that fits best the values observed by the random variable " daily maximal rain " after a comparison of various laws of probability and methods of estimation by means of tests of adequacy. Therefore, a frequent analysis of the annual series of daily maximal rains was realized on the data of 54 pluviometric stations of the pond of high and average. This choice was concerned with five laws usually applied to the study and the analysis of frequent maximal daily rains. The chosen period is from 1970 to 2013. It was of use to the forecast of quantiles. The used laws are the law generalized by extremes to three components, those of the extreme values to two components (Gumbel and log-normal) in two parameters, the law Pearson typifies III and Log-Pearson III in three parameters. In Algeria, Gumbel's law has been used for a long time to estimate the quantiles of maximum flows. However, and we will check and choose the most reliable law.

Keywords: return period, extreme flow, statistics laws, Gumbel, estimation

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Authors: Ravindra Dastikop, G. S. Thyagaraju, U. P. Kulkarni

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Even though the number of context aware applications is increasing day by day along with the users, till today there is no generic programming paradigm for context aware applications. This situation could be remedied by design and developing the appropriate context modeling and programming paradigm for context aware applications. In this paper, we are proposing the static context model and metrics for validating the expressiveness and understandability of the model. The proposed context modeling is a way of describing a situation of user using context entities , attributes and relationships .The model which is an extended and hybrid version of ER model, ontology model and Graphical model is specifically meant for expressing and understanding the user situation in context aware environment. The model is useful for understanding context aware problems, preparing documentation and designing programs and databases. The model makes use of context entity attributes relationship (CEAR) diagram for representation of association between the context entities and attributes. We have identified a new set of graphical notations for improving the expressiveness and understandability of context from the end user perspective .

Keywords: user context, context entity, context entity attributes, situation, sensors, devices, relationships, actors, expressiveness, understandability

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Authors: Kai Liu

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Remote sensing-derived land surface temperature (LST) can provide an indication of the temporal and spatial patterns of surface evapotranspiration (ET). However, the spatial resolution achieved by existing commonly satellite products is ~1 km, which remains too coarse for ET estimations. This paper proposed a model that can disaggregate coarse resolution MODIS LST at 1 km scale to fine spatial resolutions at the scale of 250 m. Our approach attempted to weaken the impacts of soil moisture and growing statues on LST variations. The proposed model spatially disaggregates the coarse thermal data by using a non-linear model involving Bowen ratio, normalized difference vegetation index (NDVI) and photochemical reflectance index (PRI). This LST disaggregation model was tested on two heterogeneous landscapes in central Iowa, USA and Heihe River, China, during the growing seasons. Statistical results demonstrated that our model achieved better than the two classical methods (DisTrad and TsHARP). Furthermore, using the surface energy balance model, it was observed that the estimated ETs using the disaggregated LST from our model were more accurate than those using the disaggregated LST from DisTrad and TsHARP.

Keywords: Bowen ration, downscaling, evapotranspiration, land surface temperature

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Authors: Ankit Kumar Yadav, Nagendra R. Velaga

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Driving under the influence of alcohol impairs the driving performance and increases the crash risks worldwide. The present study investigated the effect of different Blood Alcohol Concentrations (BAC) on the accelerating and braking behaviour of drivers with the help of driving simulator experiments. Eighty-two licensed Indian drivers drove on the rural road environment designed in the driving simulator at BAC levels of 0.00%, 0.03%, 0.05%, and 0.08% respectively. Driving performance was analysed with the help of vehicle control performance indicators such as mean acceleration and mean brake pedal force of the participants. Preliminary analysis reported an increase in mean acceleration and mean brake pedal force with increasing BAC levels. Generalized linear mixed models were developed to quantify the effect of different alcohol levels and explanatory variables such as driver’s age, gender and other driver characteristic variables on the driving performance indicators. Alcohol use was reported as a significant factor affecting the accelerating and braking performance of the drivers. The acceleration model results indicated that mean acceleration of the drivers increased by 0.013 m/s², 0.026 m/s² and 0.027 m/s² for the BAC levels of 0.03%, 0.05% and 0.08% respectively. Results of the brake pedal force model reported that mean brake pedal force of the drivers increased by 1.09 N, 1.32 N and 1.44 N for the BAC levels of 0.03%, 0.05% and 0.08% respectively. Age was a significant factor in both the models where one year increase in drivers’ age resulted in 0.2% reduction in mean acceleration and 19% reduction in mean brake pedal force of the drivers. It shows that driving experience could compensate for the negative effects of alcohol to some extent while driving. Female drivers were found to accelerate slower and brake harder as compared to the male drivers which confirmed that female drivers are more conscious about their safety while driving. It was observed that drivers who were regular exercisers had better control on their accelerator pedal as compared to the non-regular exercisers during drunken driving. The findings of the present study revealed that drivers tend to be more aggressive and impulsive under the influence of alcohol which deteriorates their driving performance. Drunk driving state can be differentiated from sober driving state by observing the accelerating and braking behaviour of the drivers. The conclusions may provide reference in making countermeasures against drinking and driving and contribute to traffic safety.

Keywords: alcohol, acceleration, braking behaviour, driving simulator

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Authors: Woosik Jang, Seung H. Han

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The optimal partner selection is one of the most important factors to pursue the project’s success. However, in practice, there is a gaps in perception of success depending on the role of the enterprises for the projects. This frequently makes a relations between the partner evaluation results and the project’s final performances, insufficiently. To meet this challenges, this study proposes a strategic partner evaluation model considering the perception gaps between enterprises. A total 3 times of survey was performed; factor selection, perception gap analysis, and case application. After then total 8 factors are extracted from independent sample t-test and Borich model to set-up the evaluation model. Finally, through the case applications, only 16 enterprises are re-evaluated to “Good” grade among the 22 “Good” grade from existing model. On the contrary, 12 enterprises are re-evaluated to “Good” grade among the 19 “Bad” grade from existing model. Consequently, the perception gaps based evaluation model is expected to improve the decision making quality and also enhance the probability of project’s success.

Keywords: partner evaluation model, project based enterprise, decision making, perception gap, project performance

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Authors: Mai A. Ibrahim, Mohammed El-Beltagy, Motaz Khorshid

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Emerging Markets return distributions have shown significance departure from normality were they are characterized by fatter tails relative to the normal distribution and exhibit levels of skewness and kurtosis that constitute a significant departure from normality. Therefore, the classical Markowitz Mean-Variance is not applicable for emerging markets since it assumes normally-distributed returns (with zero skewness and kurtosis) and a quadratic utility function. Moreover, the Markowitz mean-variance analysis can be used in cases of moderate non-normality and it still provides a good approximation of the expected utility, but it may be ineffective under large departure from normality. Higher moments models and median models have been suggested in the literature for asset allocation in this case. Higher moments models have been introduced to account for the insufficiency of the description of a portfolio by only its first two moments while the median model has been introduced as a robust statistic which is less affected by outliers than the mean. Tail risk measures such as Value-at Risk (VaR) and Conditional Value-at-Risk (CVaR) have been introduced instead of Variance to capture the effect of risk. In this research, higher moment models including the Mean-Variance-Skewness (MVS) and Mean-Variance-Skewness-Kurtosis (MVSK) are formulated as single-objective non-linear programming problems (NLP) and median models including the Median-Value at Risk (MedVaR) and Median-Mean Absolute Deviation (MedMAD) are formulated as a single-objective mixed-integer linear programming (MILP) problems. The higher moment models and median models are compared to some benchmark portfolios and tested on real financial data in the Egyptian main Index EGX30. The results show that all the median models outperform the higher moment models were they provide higher final wealth for the investor over the entire period of study. In addition, the results have confirmed the inapplicability of the classical Markowitz Mean-Variance to the Egyptian stock market as it resulted in very low realized profits.

Keywords: Egyptian stock exchange, emerging markets, higher moment models, median models, mixed-integer linear programming, non-linear programming

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Authors: Yanshuang Zhang, Byungho Jeong

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In many cases, there is a time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in evaluating the performance of organizations. Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. Multi-periods input(MpI) and Multi-periods output(MpO) models are integrated models to calculate simple efficiency considering time lag effect. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. That is, efficient DMUs can’t be discriminated because their efficiency scores are same. Thus, this paper suggests a super-efficiency model for efficiency evaluation under the consideration of time lag effect based on the MpO model. 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, multi-periods input

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Authors: Nima Mahmoudi, Hamzeh Khazaei

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Serving machine learning inference workloads on the cloud is still a challenging task at the production level. The optimal configuration of the inference workload to meet SLA requirements while optimizing the infrastructure costs is highly complicated due to the complex interaction between batch configuration, resource configurations, and variable arrival process. Serverless computing has emerged in recent years to automate most infrastructure management tasks. Workload batching has revealed the potential to improve the response time and cost-effectiveness of machine learning serving workloads. However, it has not yet been supported out of the box by serverless computing platforms. Our experiments have shown that for various machine learning workloads, batching can hugely improve the system’s efficiency by reducing the processing overhead per request. In this work, we present MLProxy, an adaptive reverse proxy to support efficient machine learning serving workloads on serverless computing systems. MLProxy supports adaptive batching to ensure SLA compliance while optimizing serverless costs. We performed rigorous experiments on Knative to demonstrate the effectiveness of MLProxy. We showed that MLProxy could reduce the cost of serverless deployment by up to 92% while reducing SLA violations by up to 99% that can be generalized across state-of-the-art model serving frameworks.

Keywords: serverless computing, machine learning, inference serving, Knative, google cloud run, optimization

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Authors: Adi Goldiner

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Historically, the social model of disability has played a pivotal role in bringing rights discourse into the disability debate. Against this backdrop, the paper explores the conceptual alignment between the social model’s account of disability and the nature of rights. Specifically, the paper examines the possibility that the social model conceptualizes disability in a way that aligns with the nature of rights and thus motivates the invocation of disability rights. Methodologically, the paper juxtaposes the literature on the social model of disability, primarily the work of the Union of the Physically Impaired Against Segregation in the UK and related scholarship, with theories of moral rights. By focusing on the interplay between the social model of disability and rights, the paper provides a conceptual explanation for the rise of disability rights. In addition, the paper sheds light on the nature of rights, their function and limitations, in the context of disability rights. The paper concludes that the social model’s conceptualization of disability is hospitable to rights, because it opens up the possibility that there are duties that correlate with disability rights. Under the social model, disability is a condition that can be eliminated by the removal of social, structural, and attitudinal barriers. Accordingly, the social model dispels the idea that the actions of others towards disabled people will have a marginal impact on their interests in not being disabled. Equally important, the social model refutes the idea that in order to significantly serve people's interest in not being disabled, it is necessary to cure bodily impairments, which is not always possible. As rights correlate with duties that are possible to comply with, as well as those that significantly serve the interests of the right holders, the social model’s conceptualization of disability invites the reframing of problems related to disability in terms of infringements of disability rights. A possible objection to the paper’s argument is raised, according to which the social model is at odds with the invocation of disability rights because disability rights are ineffective in realizing the social model's goal of improving the lives of disabled by eliminating disability. The paper responds to this objection by drawing a distinction between ‘moral rights,’ which, conceptually, are not subject to criticism of ineffectiveness, and ‘legal rights’ which are.

Keywords: disability rights, duties, moral rights, social model

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Authors: Queen Suraajini Rajendran, Sai Hung Cheung

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Statistical down scaling models are required to connect the global climate model outputs and the local weather variables for climate change impact prediction. For reliable climate change impact studies, the uncertainty associated with the model including natural variability, uncertainty in the climate model(s), down scaling model, model inadequacy and in the predicted results should be quantified appropriately. In this work, a new approach is developed by the authors for statistical classification, statistical down scaling and uncertainty assessment and is applied to Singapore rainfall. It is a robust Bayesian uncertainty analysis methodology and tools based on coupling dependent modeling error with classification and statistical down scaling models in a way that the dependency among modeling errors will impact the results of both classification and statistical down scaling model calibration and uncertainty analysis for future prediction. Singapore data are considered here and the uncertainty and prediction results are obtained. From the results obtained, directions of research for improvement are briefly presented.

Keywords: statistical downscaling, global climate model, climate change, uncertainty

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Authors: Asma Hanif, A. I. K. Butt, Shabir Ahmad, Rahim Ud Din, Mustafa Inc

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This paper is devoted to a study of the fuzzy fractional mathematical model reviewing the transmission dynamics of the infectious disease Covid-19. The proposed dynamical model consists of susceptible, exposed, symptomatic, asymptomatic, quarantine, hospitalized and recovered compartments. In this study, we deal with the fuzzy fractional model defined in Caputo’s sense. We show the positivity of state variables that all the state variables that represent different compartments of the model are positive. Using Gronwall inequality, we show that the solution of the model is bounded. Using the notion of the next-generation matrix, we find the basic reproduction number of the model. We demonstrate the local and global stability of the equilibrium point by using the concept of Castillo-Chavez and Lyapunov theory with the Lasalle invariant principle, respectively. We present the results that reveal the existence and uniqueness of the solution of the considered model through the fixed point theorem of Schauder and Banach. Using the fuzzy hybrid Laplace method, we acquire the approximate solution of the proposed model. The results are graphically presented via MATLAB-17.

Keywords: Caputo fractional derivative, existence and uniqueness, gronwall inequality, Lyapunov theory

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Authors: Firano Zakaria, Filali Adib Fatine

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The issue f convergence in theoretical models (classical or Keynesian) has been widely discussed. The results of the work affirm that most countries are seeking to get as close as possible to a steady state in order to catch up with developed countries. In this paper, we have retested this question whether it is absolute or conditional. The results affirm that the degree of convergence of countries like Morocco is very low and income is still far from its equilibrium state. Moreover, the analysis of financial convergence, of the countries in our panel, states that the pace in this sector is more intense: countries are converging more rapidly in financial terms. The question arises as to why, with a fairly convergent financial system, growth does not respond, yet the financial system should facilitate this economic convergence. Our results confirm that the degree of information exchange between the financial system and the economic system did not change significantly between 1985 and 2017. This leads to the hypothesis that the financial system is failing to serve its role as a creator of information in developing countries despite all the reforms undertaken, thus making the existence of an economic demon in the Maxwell prevail.

Keywords: economic convergence, financial convergence, financial system, entropy

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Authors: Nael Y. Zabel, Maged E. Georgy, Moheeb E. Ibrahim

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A knowledge-based expert system with the acronym RASPE is developed as an application tool to help decision makers in construction companies make informed decisions about managing risks in pipeline construction projects. Choosing to use expert systems from all available artificial intelligence techniques is due to the fact that an expert system is more suited to representing a domain’s knowledge and the reasoning behind domain-specific decisions. The knowledge-based expert system can capture the knowledge in the form of conditional rules which represent various project scenarios and potential risk mitigation/response actions. The built knowledge in RASPE is utilized through the underlying inference engine that allows the firing of rules relevant to a project scenario into consideration. This paper provides an overview of the knowledge acquisition process and goes about describing the knowledge structure which is divided up into four major modules. The paper shows one module in full detail for illustration purposes and concludes with insightful remarks.

Keywords: expert system, knowledge management, pipeline projects, risk mismanagement

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Authors: Santi Gopal Maji, R. A. J. Syngkon

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The changing attitude of the corporate enterprises from maximizing economic benefit to corporate sustainability after the publication of Brundtland Report has attracted the interest of researchers to investigate the sustainability practices of firms and its impact on financial performance. To enrich the empirical literature in Asian context, this study examines the disclosure pattern of corporate sustainability and the influence of sustainability reporting on financial performance of firms from four Asian countries (Japan, South Korea, India and Indonesia) that are publishing sustainability report continuously from 2009 to 2016. The study has used content analysis technique based on Global Reporting Framework (3 and 3.1) reporting framework to compute the disclosure score of corporate sustainability and its components. While dichotomous coding system has been employed to compute overall quantitative disclosure score, a four-point scale has been used to access the quality of the disclosure. For analysing the disclosure pattern of corporate sustainability, box plot has been used. Further, Pearson chi-square test has been used to examine whether there is any difference in the proportion of disclosure between the countries. Finally, quantile regression model has been employed to examine the influence of corporate sustainability reporting on the difference locations of the conditional distribution of firm performance. The findings of the study indicate that Japan has occupied first position in terms of disclosure of sustainability information followed by South Korea and India. In case of Indonesia, the quality of disclosure score is considerably less as compared to other three countries. Further, the gap between the quality and quantity of disclosure score is comparatively less in Japan and South Korea as compared to India and Indonesia. The same is evident in respect of the components of sustainability. The results of quantile regression indicate that a positive impact of corporate sustainability becomes stronger at upper quantiles in case of Japan and South Korea. But the study fails to extricate any definite pattern on the impact of corporate sustainability disclosure on the financial performance of firms from Indonesia and India.

Keywords: corporate sustainability, quality and quantity of disclosure, content analysis, quantile regression, Asian countries

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Authors: Zhiyuan Tang, Ju Zhang, Wenyuan Wu

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In this research, a car-following model with consideration of the status of the brake light is proposed. The numerical results show that the stability of the traffic flow is improved. The ability of the brake light to reduce car accident is also showed.

Keywords: brake light, car-following model, traffic flow, regional planning, transportation

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Authors: Doğan Yıldız, Aydan Müşerref Erkmen

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The controller of the octocopter is mostly based on the PID controller. For complex maneuvers, PID controllers have limited performance capability like in collision avoidance. When an octocopter needs avoidance from an obstacle, it must instantly show an agile maneuver. Also, this kind of maneuver is affected severely by the nonlinear characteristic of octocopter. When these kinds of limitations are considered, the situation is highly challenging for the PID controller. In the proposed study, these challenges are tried to minimize by using the model predictive controller (MPC) for collision avoidance with a nonlinear octocopter model. The aim is to show that MPC-based collision avoidance has the capability to deal with fast varying conditions in case of obstacle detection and diminish the nonlinear effects of octocopter with varying disturbances.

Keywords: model predictive control, nonlinear octocopter model, collision avoidance, obstacle detection

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Authors: Van Trieu, Shouhuai Xu, Yusheng Feng

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Tracking attack trajectories can be difficult, with limited information about the nature of the attack. Even more difficult as attack information is collected by Intrusion Detection Systems (IDSs) due to the current IDSs having some limitations in identifying malicious and anomalous traffic. Moreover, IDSs only point out the suspicious events but do not show how the events relate to each other or which event possibly cause the other event to happen. Because of this, it is important to investigate new methods capable of performing the tracking of attack trajectories task quickly with less attack information and dependency on IDSs, in order to prioritize actions during incident responses. This paper proposes a two-level graph causality framework for tracking attack trajectories in internet networks by leveraging observable malicious behaviors to detect what is the most probable attack events that can cause another event to occur in the system. Technically, given the time series of malicious events, the framework extracts events with useful features, such as attack time and port number, to apply to the conditional independent tests to detect the relationship between attack events. Using the academic datasets collected by IDSs, experimental results show that the framework can quickly detect the causal pairs that offer meaningful insights into the nature of the internet network, given only reasonable restrictions on network size and structure. Without the framework’s guidance, these insights would not be able to discover by the existing tools, such as IDSs. It would cost expert human analysts a significant time if possible. The computational results from the proposed two-level graph network model reveal the obvious pattern and trends. In fact, more than 85% of causal pairs have the average time difference between the causal and effect events in both computed and observed data within 5 minutes. This result can be used as a preventive measure against future attacks. Although the forecast may be short, from 0.24 seconds to 5 minutes, it is long enough to be used to design a prevention protocol to block those attacks.

Keywords: causality, multilevel graph, cyber-attacks, prediction

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Authors: Maman Ali M. Moustapha, Qian Yu, Benjamin Adjei Danquah

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This paper investigates the dynamic interaction between renewable energy consumption (REC) and economic growth using dataset from the Economic Community of West African States (ECOWAS) from 2002 to 2016. For this study the Autoregressive Distributed Lag- Bounds test approach (ARDL) was used to examine the long run relationship between real gross domestic product and REC, while VECM based on Granger causality has been used to examine the direction of Granger causality. Our empirical findings indicate that REC has significant and positive impact on real gross domestic product. In addition, we found that REC and the percentage of access to electricity had unidirectional Granger causality to economic growth while carbon dioxide emission has bidirectional Granger causality to economic growth. Our findings indicate also that 1 per cent increase in the REC leads to an increase in Real GDP by 0.009 in long run. Thus, REC can be a means to ensure sustainable economic growth in the ECOWAS sub-region. However, it is necessary to increase further support and investments on renewable energy production in order to speed up sustainable economic development throughout the region

Keywords: Economic Growth, Renewable Energy, Sustainable Development, Sustainable Energy

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Authors: Muhammad Afzal, Muhammad Sajjad

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Climate change has become a global environmental challenge and it has affected the world’s economy. Its impact is widespread across all major sectors of the economy i.e. agriculture, industry, and services sectors. This study attempts to measure the long run as well as the short-run dynamic between energy; environment and economic growth by using Autoregressive Distributed Lag (ARDL) bound testing approach at aggregate as well as sectoral level. We measured the causal relationship between electricity consumption, fuel consumption, CO₂ emission, and real Gross Domestic Product (GDP) for the period of 1980 to 2016 for Pakistan. Our co-integration results reveal that all the variables are co-integrated at aggregate as well as at sectoral level. Electricity consumption shows two-way casual relation at for industry, services and aggregate level. The inverted U-Curve hypothesis tested the relationship between greenhouse gas emissions and per capita GDP and results supported the Environment Kuznet Curve (EKC) hypothesis. This study cannot ignore the importance of energy for economic growth but prefers to focus on renewable and green energy to pave on the trajectory of development.

Keywords: climate change, economic growth, energy, environment

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Authors: Mohamed Zaher Bouaziz

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Our study examines the Ohlson Model, which links a company's market value to its equity and net earnings, in the context of the evolution of the Canadian accounting model, characterized by more extensive use of fair value and a broader measure of performance after IFRS adoption. Our hypothesis is that if equity is reported at its fair value, this valuation is closely linked to market capitalization, so the weight of earnings weakens or even disappears in the Ohlson Model. Drawing on Canada's adoption of the International Financial Reporting Standards (IFRS), our results support our hypothesis that equity appears to include most of the relevant information for investors, while earnings have become less important. However, the predictive power of earnings does not disappear.

Keywords: fair value accounting, Ohlson model, IFRS adoption, value-relevance of equity and earnings

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Authors: Ratchada Sopakayang, Gerhard A. Holzapfel

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In this study, a new constitutive model is developed to describe the hyperelastic behavior of collagenous tissues with a parallel arrangement of collagen fibers such as ligaments and tendons. The model is formulated using a continuum approach incorporating the structural changes of the main tissue components: collagen fibers, proteoglycan-rich matrix and fiber-matrix interaction. The mechanical contribution of the interaction between the fibers and the matrix is simply expressed by a coupling term. The structural change of the collagen fibers is incorporated in the constitutive model to describe the activation of the fibers under tissue straining. Finally, the constitutive model can easily describe the stress-stretch nonlinearity which occurs when a ligament/tendon is axially stretched. This study shows that the interaction between the fibers and the matrix contributes to the mechanical tissue response. Therefore, the model may lead to a better understanding of the physiological mechanisms of ligaments and tendons under axial loading.

Keywords: constitutive model, fiber-matrix, hyperelasticity, interaction, ligament, tendon

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Authors: Achouri Fatima, Chouicha Kaddour

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The main parameters affecting the workability are the water content, particle size, and the total surface of the grains, as long as the mixing water begins by wetting the surface of the grains and then fills the voids between the grains to form entrapped water, the quantity of water remaining is called free water. The aim is to undertake a fractal approach through the relationship between the concrete formulation parameters and workability, to develop this approach a series of concrete taken from the literature was investigated by varying formulation parameters such as G / S, the quantity of cement C and the quantity of mixing water E. We also call on other model as the model for the thickness of the water layer and model of the thickness of the paste layer to judge their relevance, hence the following results : the relevance of the model of the thickness of the water layer is considered relevant when there is a variation in the water quantity, the model of the thickness of the layer of the paste is only applicable if we consider that the paste is made with the grain value Dmax = 2.85: value from which we see a stable model.

Keywords: concrete, fractal method, paste thickness, water thickness, workability

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Authors: Jorge M. Uribe

Abstract:

We propose a methodology for setting the price of an insurance contract targeted to manage the risk associated with weather conditions that affect variable renewable energy generation. The methodology relies on conditional quantile regressions to estimate the weather risk of a solar panel. It is illustrated using real daily radiation and weather data for three cities in Spain (Valencia, Barcelona and Madrid) from February 2/2004 to January 22/2019. We also adapt the concepts of value at risk and expected short fall from finance to this context, to provide a complete panorama of what we label as weather risk. The methodology is easy to implement and can be used by insurance companies to price a contract with the aforementioned characteristics when data about similar projects and accurate cash flow projections are lacking. Our methodology assigns a higher price to an insurance product with the stated characteristics in Madrid, compared to Valencia and Barcelona. This is consistent with Madrid showing the largest interquartile range of operational deficits and it is unrelated to the average value deficit, which illustrates the importance of our proposal.

Keywords: insurance, weather, vre, risk

Procedia PDF Downloads 138

Authors: Abdullah E. Al-Mazrooei

Abstract:

In this paper, we present a new kind of the bilinear systems in the form of state space model. The evolution of this system depends on the product of state vector by its self. The well known Lotak Volterra and Lorenz models are special cases of this new model. We also present here a generalization of Kalman filter which is suitable to work with the new bilinear model. An application to real measurements is introduced to illustrate the efficiency of the proposed algorithm.

Keywords: bilinear systems, state space model, Kalman filter, application, models

Procedia PDF Downloads 425

Authors: S. A. Al-Qallaf, S. A. Al-Mawsawi, A. Haider

Abstract:

In order to evaluate the performance of a unified power flow controller (UPFC), mathematical models for steady state and dynamic analysis are to be developed. The steady state model is mainly concerned with the incorporation of the UPFC in load flow studies. Several load flow models for UPFC have been introduced in literature, and one of the most reliable models is the decoupled UPFC model. In spite of UPFC decoupled load flow model simplicity, it is more robust compared to other UPFC load flow models and it contains unique capabilities. Some shortcoming such as additional set of nonlinear equations are to be solved separately after the load flow solution is obtained. The aim of this study is to investigate the different control strategies that can be realized in the decoupled load flow model (individual control and combined control), and the impact of the location of the UPFC in the network on its control parameters.

Keywords: UPFC, decoupled model, load flow, control parameters

Procedia PDF Downloads 542