Search results for: generalized linear model (GLM)
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 18763

Search results for: generalized linear model (GLM)

18013 Rayleigh-Bénard-Taylor Convection of Newtonian Nanoliquid

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

Abstract:

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

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

Procedia PDF Downloads 210
18012 Assessment of Landfill Pollution Load on Hydroecosystem by Use of Heavy Metal Bioaccumulation Data in Fish

Authors: Gintarė Sauliutė, Gintaras Svecevičius

Abstract:

Landfill leachates contain a number of persistent pollutants, including heavy metals. They have the ability to spread in ecosystems and accumulate in fish which most of them are classified as top-consumers of trophic chains. Fish are freely swimming organisms; but perhaps, due to their species-specific ecological and behavioral properties, they often prefer the most suitable biotopes and therefore, did not avoid harmful substances or environments. That is why it is necessary to evaluate the persistent pollutant dispersion in hydroecosystem using fish tissue metal concentration. In hydroecosystems of hybrid type (e.g. river-pond-river) the distance from the pollution source could be a perfect indicator of such a kind of metal distribution. The studies were carried out in the Kairiai landfill neighboring hybrid-type ecosystem which is located 5 km east of the Šiauliai City. Fish tissue (gills, liver, and muscle) metal concentration measurements were performed on two types of ecologically-different fishes according to their feeding characteristics: benthophagous (Gibel carp, roach) and predatory (Northern pike, perch). A number of mathematical models (linear, non-linear, using log and other transformations) have been applied in order to identify the most satisfactorily description of the interdependence between fish tissue metal concentration and the distance from the pollution source. However, the only one log-multiple regression model revealed the pattern that the distance from the pollution source is closely and positively correlated with metal concentration in all predatory fish tissues studied (gills, liver, and muscle).

Keywords: bioaccumulation in fish, heavy metals, hydroecosystem, landfill leachate, mathematical model

Procedia PDF Downloads 273
18011 Modeling the Saltatory Conduction in Myelinated Axons by Order Reduction

Authors: Ruxandra Barbulescu, Daniel Ioan, Gabriela Ciuprina

Abstract:

The saltatory conduction is the way the action potential is transmitted along a myelinated axon. The potential diffuses along the myelinated compartments and it is regenerated in the Ranvier nodes due to the ion channels allowing the flow across the membrane. For an efficient simulation of populations of neurons, it is important to use reduced order models both for myelinated compartments and for Ranvier nodes and to have control over their accuracy and inner parameters. The paper presents a reduced order model of this neural system which allows an efficient simulation method for the saltatory conduction in myelinated axons. This model is obtained by concatenating reduced order linear models of 1D myelinated compartments and nonlinear 0D models of Ranvier nodes. The models for the myelinated compartments are selected from a series of spatially distributed models developed and hierarchized according to their modeling errors. The extracted model described by a nonlinear PDE of hyperbolic type is able to reproduce the saltatory conduction with acceptable accuracy and takes into account the finite propagation speed of potential. Finally, this model is again reduced in order to make it suitable for the inclusion in large-scale neural circuits.

Keywords: action potential, myelinated segments, nonlinear models, Ranvier nodes, reduced order models, saltatory conduction

Procedia PDF Downloads 140
18010 Evaluation of Features Extraction Algorithms for a Real-Time Isolated Word Recognition System

Authors: Tomyslav Sledevič, Artūras Serackis, Gintautas Tamulevičius, Dalius Navakauskas

Abstract:

This paper presents a comparative evaluation of features extraction algorithm for a real-time isolated word recognition system based on FPGA. The Mel-frequency cepstral, linear frequency cepstral, linear predictive and their cepstral coefficients were implemented in hardware/software design. The proposed system was investigated in the speaker-dependent mode for 100 different Lithuanian words. The robustness of features extraction algorithms was tested recognizing the speech records at different signals to noise rates. The experiments on clean records show highest accuracy for Mel-frequency cepstral and linear frequency cepstral coefficients. For records with 15 dB signal to noise rate the linear predictive cepstral coefficients give best result. The hard and soft part of the system is clocked on 50 MHz and 100 MHz accordingly. For the classification purpose, the pipelined dynamic time warping core was implemented. The proposed word recognition system satisfies the real-time requirements and is suitable for applications in embedded systems.

Keywords: isolated word recognition, features extraction, MFCC, LFCC, LPCC, LPC, FPGA, DTW

Procedia PDF Downloads 476
18009 Assessment of Soil Salinity through Remote Sensing Technique in the Coastal Region of Bangladesh

Authors: B. Hossen, Y. Helmut

Abstract:

Soil salinity is a major problem for the coastal region of Bangladesh, which has been increasing for the last four decades. Determination of soil salinity is essential for proper land use planning for agricultural crop production. The aim of the research is to estimate and monitor the soil salinity in the study area. Remote sensing can be an effective tool for detecting soil salinity in data-scarce conditions. In the research, Landsat 8 is used, which required atmospheric and radiometric correction, and nine soil salinity indices are applied to develop a soil salinity map. Ground soil salinity data, i.e., EC value, is collected as a printed map which is then scanned and digitized to develop a point shapefile. Linear regression is made between satellite-based generated map and ground soil salinity data, i.e., EC value. The results show that maximum R² value is found for salinity index SI 7 = G*R/B representing 0.022. This minimal R² value refers that there is a negligible relationship between ground EC value and salinity index generated value. Hence, these indices are not appropriate to assess soil salinity though many studies used those soil salinity indices successfully. Therefore, further research is necessary to formulate a model for determining the soil salinity in the coastal of Bangladesh.

Keywords: soil salinity, EC, Landsat 8, salinity indices, linear regression, remote sensing

Procedia PDF Downloads 318
18008 Design Optimization of a Micro Compressor for Micro Gas Turbine Using Computational Fluid Dynamics

Authors: Kamran Siddique, Hiroyuki Asada, Yoshifumi Ogami

Abstract:

The use of Micro Gas Turbine (MGT) as the engine in Unmanned Aerobic Vehicles (UAVs) and power source in Robotics is widespread these days. Research has been conducted in the past decade or so to improve the performance of different components of MGT. This type of engine has interrelated components which have non-linear characteristics. Therefore, the overall engine performance depends on the individual engine element’s performance. Computational Fluid Dynamics (CFD) is one of the simulation method tools used to analyze or even optimize MGT system performance. In this study, the compressor of the MGT is designed, and performance optimization is being done using CFD. Performance of the micro compressor is improved in order to increase the overall performance of MGT. A high value of pressure ratio is to be achieved by studying the effect of change of different operating parameters like mass flow rate and revolutions per minute (RPM) and aerodynamical and geometrical parameters on the pressure ratio of the compressor. Two types of compressor designs are considered in this study; 3D centrifugal and ‘planar’ designs. For a 10 mm impeller, the planar model is the simplest compressor model with the ease in manufacturability. On the other hand, 3D centrifugal model, although more efficient, is very difficult to manufacture using current microfabrication resources. Therefore, the planar model is the best-suited model for a micro compressor. So. a planar micro compressor has been designed that has a good pressure ratio, and it is easy to manufacture using current microfabrication technologies. Future work is to fabricate the compressor to get experimental results and validate the theoretical model.

Keywords: computational fluid dynamics, microfabrication, MEMS, unmanned aerobic vehicles

Procedia PDF Downloads 125
18007 Computationally Efficient Electrochemical-Thermal Li-Ion Cell Model for Battery Management System

Authors: Sangwoo Han, Saeed Khaleghi Rahimian, Ying Liu

Abstract:

Vehicle electrification is gaining momentum, and many car manufacturers promise to deliver more electric vehicle (EV) models to consumers in the coming years. In controlling the battery pack, the battery management system (BMS) must maintain optimal battery performance while ensuring the safety of a battery pack. Tasks related to battery performance include determining state-of-charge (SOC), state-of-power (SOP), state-of-health (SOH), cell balancing, and battery charging. Safety related functions include making sure cells operate within specified, static and dynamic voltage window and temperature range, derating power, detecting faulty cells, and warning the user if necessary. The BMS often utilizes an RC circuit model to model a Li-ion cell because of its robustness and low computation cost among other benefits. Because an equivalent circuit model such as the RC model is not a physics-based model, it can never be a prognostic model to predict battery state-of-health and avoid any safety risk even before it occurs. A physics-based Li-ion cell model, on the other hand, is more capable at the expense of computation cost. To avoid the high computation cost associated with a full-order model, many researchers have demonstrated the use of a single particle model (SPM) for BMS applications. One drawback associated with the single particle modeling approach is that it forces to use the average current density in the calculation. The SPM would be appropriate for simulating drive cycles where there is insufficient time to develop a significant current distribution within an electrode. However, under a continuous or high-pulse electrical load, the model may fail to predict cell voltage or Li⁺ plating potential. To overcome this issue, a multi-particle reduced-order model is proposed here. The use of multiple particles combined with either linear or nonlinear charge-transfer reaction kinetics enables to capture current density distribution within an electrode under any type of electrical load. To maintain computational complexity like that of an SPM, governing equations are solved sequentially to minimize iterative solving processes. Furthermore, the model is validated against a full-order model implemented in COMSOL Multiphysics.

Keywords: battery management system, physics-based li-ion cell model, reduced-order model, single-particle and multi-particle model

Procedia PDF Downloads 93
18006 Analysis of Cyclic Elastic-Plastic Loading of Shaft Based on Kinematic Hardening Model

Authors: Isa Ahmadi, Ramin Khamedi

Abstract:

In this paper, the elasto-plastic and cyclic torsion of a shaft is studied using a finite element method. The Prager kinematic hardening theory of plasticity with the Ramberg and Osgood stress-strain equation is used to evaluate the cyclic loading behavior of the shaft under the torsional loading. The material of shaft is assumed to follow the non-linear strain hardening property based on the Prager model. The finite element method with C1 continuity is developed and used for solution of the governing equations of the problem. The successive substitution iterative method is used to calculate the distribution of stresses and plastic strains in the shaft due to cyclic loads. The shear stress, effective stress, residual stress and elastic and plastic shear strain distribution are presented in the numerical results.

Keywords: cyclic loading, finite element analysis, Prager kinematic hardening model, torsion of shaft

Procedia PDF Downloads 391
18005 Axisymmetric Rotating Flow over a Permeable Surface with Heat and Mass Transfer Effects

Authors: Muhammad Faraz, Talat Rafique, Jang Min Park

Abstract:

In this article, rotational flow above a permeable surface with a variable free stream angular velocity is considered. Main interest is to solve the associated heat/mass transport equations under different situations. Firstly, heat transport phenomena occurring in generalized vortex flow are analyzed under two altered heating processes, namely, the (i) prescribed surface temperature and (ii) prescribed heat flux. The vortex motion imposed at infinity is assumed to follow a power-law form 〖(r/r_0)〗^((2n-1)) where r denotes the radial coordinate, r_0 the disk radius, and n is a power-law parameter. Assuming a similar solution, the governing Navier-Stokes equations transform into a set of coupled ODEs which are treated numerically for the aforementioned thermal conditions. Secondly, mass transport phenomena accompanied by activation energy are incorporated into the generalized vortex flow situation. After finding self-similar equations, a numerical solution is furnished by using MATLAB's built-in function bvp4c.

Keywords: bödewadt flow, vortex flow, rotating flows, prescribed heat flux, permeable surface, activation energy

Procedia PDF Downloads 99
18004 Modelling Water Usage for Farming

Authors: Ozgu Turgut

Abstract:

Water scarcity is a problem for many regions which requires immediate action, and solutions cannot be postponed for a long time. It is known that farming consumes a significant portion of usable water. Although in recent years, the efforts to make the transition to dripping or spring watering systems instead of using surface watering started to pay off. It is also known that this transition is not necessarily translated into an increase in the capacity dedicated to other water consumption channels such as city water or power usage. In order to control and allocate the water resource more purposefully, new watering systems have to be used with monitoring abilities that can limit the usage capacity for each farm. In this study, a decision support model which relies on a bi-objective stochastic linear optimization is proposed, which takes crop yield and price volatility into account. The model generates annual planting plans as well as water usage limits for each farmer in the region while taking the total value (i.e., profit) of the overall harvest. The mathematical model is solved using the L-shaped method optimally. The decision support model can be especially useful for regional administrations to plan next year's planting and water incomes and expenses. That is why not only a single optimum but also a set of representative solutions from the Pareto set is generated with the proposed approach.

Keywords: decision support, farming, water, tactical planning, optimization, stochastic, pareto

Procedia PDF Downloads 60
18003 Theoretical Approach to Kinetic of Heat Transfer under Irradiation

Authors: Pavlo Selyshchev

Abstract:

A theoretical approach to describe kinetic of heat transfer between an irradiated sample and environment is developed via formalism of the Complex systems and kinetic equations. The irradiated material is a metastable system with non-linear feedbacks, which can give rise to different regimes of buildup and annealing of radiation-induced defects, heating and heat transfer with environment. Irradiation with energetic particles heats the sample and produces defects of the crystal lattice of the sample. The crystal with defects accumulates extra (non-thermal) energy, which is transformed into heat during the defect annealing. Any increase of temperature leads to acceleration of defect annealing, to additional transformation of non-thermal energy into heat and to further growth of the temperature. Thus a non-linear feedback is formed. It is shown that at certain conditions of irradiation this non-linear feedback leads to self-oscillations of the defect density, the temperature of the irradiated sample and the heat transfer between the sample and environment. Simulation and analysis of these phenomena is performed. The frequency of the self-oscillations is obtained. It is determined that the period of the self-oscillations is varied from minutes to several hours depending on conditions of irradiation and properties of the sample. Obtaining results are compared with experimental ones.

Keywords: irradiation, heat transfer, non-linear feed-back, self-oscillations

Procedia PDF Downloads 215
18002 The Theory behind Logistic Regression

Authors: Jan Henrik Wosnitza

Abstract:

The logistic regression has developed into a standard approach for estimating conditional probabilities in a wide range of applications including credit risk prediction. The article at hand contributes to the current literature on logistic regression fourfold: First, it is demonstrated that the binary logistic regression automatically meets its model assumptions under very general conditions. This result explains, at least in part, the logistic regression's popularity. Second, the requirement of homoscedasticity in the context of binary logistic regression is theoretically substantiated. The variances among the groups of defaulted and non-defaulted obligors have to be the same across the level of the aggregated default indicators in order to achieve linear logits. Third, this article sheds some light on the question why nonlinear logits might be superior to linear logits in case of a small amount of data. Fourth, an innovative methodology for estimating correlations between obligor-specific log-odds is proposed. In order to crystallize the key ideas, this paper focuses on the example of credit risk prediction. However, the results presented in this paper can easily be transferred to any other field of application.

Keywords: correlation, credit risk estimation, default correlation, homoscedasticity, logistic regression, nonlinear logistic regression

Procedia PDF Downloads 408
18001 Gender, Age, and Race Differences in Self-Reported Reading Attitudes of College Students

Authors: Jill Villarreal, Kristalyn Cooksey, Kai Lloyd, Daniel Ha

Abstract:

Little research has been conducted to examine college students' reading attitudes, including students' perceptions of reading behaviors and reading abilities. This is problematic, as reading assigned course material is a critical component to an undergraduate student's academic success. For this study, flyers were electronically disseminated to instructors at 24 public and 10 private U.S. institutions in “Reading-Intensive Departments” including Psychology, Sociology, Education, Business, and Communications. We requested the online survey be completed as an in-class activity during the fall 2019 and spring 2020 semesters. All participants voluntarily completed the questionnaire anonymously. Of the participants, 280 self-identified their race as Black and 280 self-identified their race as White. Of the participants, 177 self-identified their gender as Male and 383 self-identified their Gender as Female. Participants ranged in age from 18-24. Factor analysis found four dimensions resulting from the questions regarding reading. The first we interpret as “Reading Proficiency”, accounted for 19% of the variability. The second dimension was “Reading Anxiety” (15%), the third was “Textbook Reading Ability” (9%), and the fourth was “Reading Enjoyment” (8%). Linear models on each of these dimensions revealed no effect of Age, Gender, Race, or Income on “Reading proficiency”. The linear model of “Reading Anxiety” showed a significant effect of race (p = 0.02), with higher anxiety in white students, as well as higher reading anxiety in female students (p < 0.001). The model of “Textbook Reading Ability” found a significant effect of race (p < 0.001), with higher textbook problems in white students. The model of “Reading Enjoyment” showed significant effects of race (p = 0.013) with more enjoyment for white students, gender (p = 0.001) with higher enjoyment for female students, and age (p = 0.033) with older students showing higher enjoyment. These findings suggest that gender, age, and race are important factors in many aspects of college students' reading attitudes. Further research will investigate possible causes for these differences. In addition, the effectiveness of college-level programs to reduce reading anxiety, promote the reading of textbooks, and foster a love of reading will be assessed.

Keywords: age, college, gender, race, reading

Procedia PDF Downloads 127
18000 Multi-Stage Multi-Period Production Planning in Wire and Cable Industry

Authors: Mahnaz Hosseinzadeh, Shaghayegh Rezaee Amiri

Abstract:

This paper presents a methodology for serial production planning problem in wire and cable manufacturing process that addresses the problem of input-output imbalance in different consecutive stations, hoping to minimize the halt of machines in each stage. To this end, a linear Goal Programming (GP) model is developed, in which four main categories of constraints as per the number of runs per machine, machines’ sequences, acceptable inventories of machines at the end of each period, and the necessity of fulfillment of the customers’ orders are considered. The model is formulated based upon on the real data obtained from IKO TAK Company, an important supplier of wire and cable for oil and gas and automotive industries in Iran. By solving the model in GAMS software the optimal number of runs, end-of-period inventories, and the possible minimum idle time for each machine are calculated. The application of the numerical results in the target company has shown the efficiency of the proposed model and the solution in decreasing the lead time of the end product delivery to the customers by 20%. Accordingly, the developed model could be easily applied in wire and cable companies for the aim of optimal production planning to reduce the halt of machines in manufacturing stages.

Keywords: goal programming approach, GP, production planning, serial manufacturing process, wire and cable industry

Procedia PDF Downloads 144
17999 A Mathematical Programming Model for Lot Sizing and Production Planning in Multi-Product Companies: A Case Study of Azar Battery Company

Authors: Farzad Jafarpour Taher, Maghsud Solimanpur

Abstract:

Production planning is one of the complex tasks in multi-product firms that produce a wide range of products. Since resources in mass production companies are limited and different products use common resources, there must be a careful plan so that firms can respond to customer needs efficiently. Azar-battery Company is a firm that provides twenty types of products for its customers. Therefore, careful planning must be performed in this company. In this research, the current conditions of Azar-battery Company were investigated to provide a mathematical programming model to determine the optimum production rate of the products in this company. The production system of this company is multi-stage, multi-product and multi-period. This system is studied in terms of a one-year planning horizon regarding the capacity of machines and warehouse space limitation. The problem has been modeled as a linear programming model with deterministic demand in which shortage is not allowed. The objective function of this model is to minimize costs (including raw materials, assembly stage, energy costs, packaging, and holding). Finally, this model has been solved by Lingo software using the branch and bound approach. Since the computation time was very long, the solver interrupted, and the obtained feasible solution was used for comparison. The proposed model's solution costs have been compared to the company’s real data. This non-optimal solution reduces the total production costs of the company by about %35.

Keywords: multi-period, multi-product production, multi-stage, production planning

Procedia PDF Downloads 70
17998 Constant Order Predictor Corrector Method for the Solution of Modeled Problems of First Order IVPs of ODEs

Authors: A. A. James, A. O. Adesanya, M. R. Odekunle, D. G. Yakubu

Abstract:

This paper examines the development of one step, five hybrid point method for the solution of first order initial value problems. We adopted the method of collocation and interpolation of power series approximate solution to generate a continuous linear multistep method. The continuous linear multistep method was evaluated at selected grid points to give the discrete linear multistep method. The method was implemented using a constant order predictor of order seven over an overlapping interval. The basic properties of the derived corrector was investigated and found to be zero stable, consistent and convergent. The region of absolute stability was also investigated. The method was tested on some numerical experiments and found to compete favorably with the existing methods.

Keywords: interpolation, approximate solution, collocation, differential system, half step, converges, block method, efficiency

Procedia PDF Downloads 316
17997 Design Study on a Contactless Material Feeding Device for Electro Conductive Workpieces

Authors: Oliver Commichau, Richard Krimm, Bernd-Arno Behrens

Abstract:

A growing demand on the production rate of modern presses leads to higher stroke rates. Commonly used material feeding devices for presses like grippers and roll-feeding systems can only achieve high stroke rates along with high gripper forces, to avoid stick-slip. These forces are limited by the sensibility of the surfaces of the workpieces. Stick-slip leads to scratches on the surface and false positioning of the workpiece. In this paper, a new contactless feeding device is presented, which develops higher feeding force without damaging the surface of the workpiece through gripping forces. It is based on the principle of the linear induction motor. A primary part creates a magnetic field and induces eddy currents in the electrically conductive material. A Lorentz-Force applies to the workpiece in feeding direction as a mutual reaction between the eddy-currents and the magnetic induction. In this study, the FEA model of this approach is shown. The calculation of this model was used to identify the influence of various design parameters on the performance of the feeder and thus showing the promising capabilities and limits of this technology. In order to validate the study, a prototype of the feeding device has been built. An experimental setup was used to measure pulling forces and placement accuracy of the experimental feeder in order to give an outlook of a potential industrial application of this approach.

Keywords: conductive material, contactless feeding, linear induction, Lorentz-Force

Procedia PDF Downloads 165
17996 A Structural Constitutive Model for Viscoelastic Rheological Behavior of Human Saphenous Vein Using Experimental Assays

Authors: Rassoli Aisa, Abrishami Movahhed Arezu, Faturaee Nasser, Seddighi Amir Saeed, Shafigh Mohammad

Abstract:

Cardiovascular diseases are one of the most common causes of mortality in developed countries. Coronary artery abnormalities and carotid artery stenosis, also known as silent death, are among these diseases. One of the treatment methods for these diseases is to create a deviatory pathway to conduct blood into the heart through a bypass surgery. The saphenous vein is usually used in this surgery to create the deviatory pathway. Unfortunately, a re-surgery will be necessary after some years due to ignoring the disagreement of mechanical properties of graft tissue and/or applied prostheses with those of host tissue. The objective of the present study is to clarify the viscoelastic behavior of human saphenous tissue. The stress relaxation tests in circumferential and longitudinal direction were done in this vein by exerting 20% and 50% strains. Considering the stress relaxation curves obtained from stress relaxation tests and the coefficients of the standard solid model, it was demonstrated that the saphenous vein has a non-linear viscoelastic behavior. Thereafter, the fitting with Fung’s quasilinear viscoelastic (QLV) model was performed based on stress relaxation time curves. Finally, the coefficients of Fung’s QLV model, which models the behavior of saphenous tissue very well, were presented.

Keywords: Viscoelastic behavior, stress relaxation test, uniaxial tensile test, Fung’s quasilinear viscoelastic (QLV) model, strain rate

Procedia PDF Downloads 310
17995 Structural and Thermodynamic Properties of MnNi

Authors: N. Benkhettoua, Y. Barkata

Abstract:

We present first-principles studies of structural and thermodynamic properties of MnNi According to the calculated total energies, by using an all-electron full-potential linear muffin–tin orbital method (FP-LMTO) within LDA and the quasi-harmonic Debye model implemented in the Gibbs program is used for the temperature effect on structural and calorific properties.

Keywords: magnetic materials, structural properties, thermodynamic properties, metallurgical and materials engineering

Procedia PDF Downloads 537
17994 Contrasted Mean and Median Models in Egyptian Stock Markets

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

Abstract:

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

Procedia PDF Downloads 300
17993 A Finite Element/Finite Volume Method for Dam-Break Flows over Deformable Beds

Authors: Alia Alghosoun, Ashraf Osman, Mohammed Seaid

Abstract:

A coupled two-layer finite volume/finite element method was proposed for solving dam-break flow problem over deformable beds. The governing equations consist of the well-balanced two-layer shallow water equations for the water flow and a linear elastic model for the bed deformations. Deformations in the topography can be caused by a brutal localized force or simply by a class of sliding displacements on the bathymetry. This deformation in the bed is a source of perturbations, on the water surface generating water waves which propagate with different amplitudes and frequencies. Coupling conditions at the interface are also investigated in the current study and two mesh procedure is proposed for the transfer of information through the interface. In the present work a new procedure is implemented at the soil-water interface using the finite element and two-layer finite volume meshes with a conservative distribution of the forces at their intersections. The finite element method employs quadratic elements in an unstructured triangular mesh and the finite volume method uses the Rusanove to reconstruct the numerical fluxes. The numerical coupled method is highly efficient, accurate, well balanced, and it can handle complex geometries as well as rapidly varying flows. Numerical results are presented for several test examples of dam-break flows over deformable beds. Mesh convergence study is performed for both methods, the overall model provides new insight into the problems at minimal computational cost.

Keywords: dam-break flows, deformable beds, finite element method, finite volume method, hybrid techniques, linear elasticity, shallow water equations

Procedia PDF Downloads 160
17992 Non-Population Search Algorithms for Capacitated Material Requirement Planning in Multi-Stage Assembly Flow Shop with Alternative Machines

Authors: Watcharapan Sukkerd, Teeradej Wuttipornpun

Abstract:

This paper aims to present non-population search algorithms called tabu search (TS), simulated annealing (SA) and variable neighborhood search (VNS) to minimize the total cost of capacitated MRP problem in multi-stage assembly flow shop with two alternative machines. There are three main steps for the algorithm. Firstly, an initial sequence of orders is constructed by a simple due date-based dispatching rule. Secondly, the sequence of orders is repeatedly improved to reduce the total cost by applying TS, SA and VNS separately. Finally, the total cost is further reduced by optimizing the start time of each operation using the linear programming (LP) model. Parameters of the algorithm are tuned by using real data from automotive companies. The result shows that VNS significantly outperforms TS, SA and the existing algorithm.

Keywords: capacitated MRP, tabu search, simulated annealing, variable neighborhood search, linear programming, assembly flow shop, application in industry

Procedia PDF Downloads 220
17991 Benders Decomposition Approach to Solve the Hybrid Flow Shop Scheduling Problem

Authors: Ebrahim Asadi-Gangraj

Abstract:

Hybrid flow shop scheduling problem (HFS) contains sequencing in a flow shop where, at any stage, there exist one or more related or unrelated parallel machines. This production system is a common manufacturing environment in many real industries, such as the steel manufacturing, ceramic tile manufacturing, and car assembly industries. In this research, a mixed integer linear programming (MILP) model is presented for the hybrid flow shop scheduling problem, in which, the objective consists of minimizing the maximum completion time (makespan). For this purpose, a Benders Decomposition (BD) method is developed to solve the research problem. The proposed approach is tested on some test problems, small to moderate scale. The experimental results show that the Benders decomposition approach can solve the hybrid flow shop scheduling problem in a reasonable time, especially for small and moderate-size test problems.

Keywords: hybrid flow shop, mixed integer linear programming, Benders decomposition, makespan

Procedia PDF Downloads 163
17990 Application of Neuro-Fuzzy Technique for Optimizing the PVC Membrane Sensor

Authors: Majid Rezayi, Sh. Shahaboddin, HNM E. Mahmud, A. Yadollah, A. Saeid, A. Yatimah

Abstract:

In this study, the adaptive neuro-fuzzy inference system (ANFIS) was applied to obtain the membrane composition model affecting the potential response of our reported polymeric PVC sensor for determining the titanium (III) ions. The performance statistics of the artificial neural network (ANN) and linear regression models for potential slope prediction of membrane composition of titanium (III) ion selective electrode were compared with ANFIS technique. The results show that the ANFIS model can be used as a practical tool for obtaining the Nerntian slope of the proposed sensor in this study.

Keywords: adaptive neuro fuzzy inference, PVC sensor, titanium (III) ions, Nerntian slope

Procedia PDF Downloads 260
17989 Switched System Diagnosis Based on Intelligent State Filtering with Unknown Models

Authors: Nada Slimane, Foued Theljani, Faouzi Bouani

Abstract:

The paper addresses the problem of fault diagnosis for systems operating in several modes (normal or faulty) based on states assessment. We use, for this purpose, a methodology consisting of three main processes: 1) sequential data clustering, 2) linear model regression and 3) state filtering. Typically, Kalman Filter (KF) is an algorithm that provides estimation of unknown states using a sequence of I/O measurements. Inevitably, although it is an efficient technique for state estimation, it presents two main weaknesses. First, it merely predicts states without being able to isolate/classify them according to their different operating modes, whether normal or faulty modes. To deal with this dilemma, the KF is endowed with an extra clustering step based fully on sequential version of the k-means algorithm. Second, to provide state estimation, KF requires state space models, which can be unknown. A linear regularized regression is used to identify the required models. To prove its effectiveness, the proposed approach is assessed on a simulated benchmark.

Keywords: clustering, diagnosis, Kalman Filtering, k-means, regularized regression

Procedia PDF Downloads 165
17988 An Approach for Pattern Recognition and Prediction of Information Diffusion Model on Twitter

Authors: Amartya Hatua, Trung Nguyen, Andrew Sung

Abstract:

In this paper, we study the information diffusion process on Twitter as a multivariate time series problem. Our model concerns three measures (volume, network influence, and sentiment of tweets) based on 10 features, and we collected 27 million tweets to build our information diffusion time series dataset for analysis. Then, different time series clustering techniques with Dynamic Time Warping (DTW) distance were used to identify different patterns of information diffusion. Finally, we built the information diffusion prediction models for new hashtags which comprise two phrases: The first phrase is recognizing the pattern using k-NN with DTW distance; the second phrase is building the forecasting model using the traditional Autoregressive Integrated Moving Average (ARIMA) model and the non-linear recurrent neural network of Long Short-Term Memory (LSTM). Preliminary results of performance evaluation between different forecasting models show that LSTM with clustering information notably outperforms other models. Therefore, our approach can be applied in real-world applications to analyze and predict the information diffusion characteristics of selected topics or memes (hashtags) in Twitter.

Keywords: ARIMA, DTW, information diffusion, LSTM, RNN, time series clustering, time series forecasting, Twitter

Procedia PDF Downloads 376
17987 A Multi-Criteria Model for Scheduling of Stochastic Single Machine Problem with Outsourcing and Solving It through Application of Chance Constrained

Authors: Homa Ghave, Parmis Shahmaleki

Abstract:

This paper presents a new multi-criteria stochastic mathematical model for a single machine scheduling with outsourcing allowed. There are multiple jobs processing in batch. For each batch, all of job or a quantity of it can be outsourced. The jobs have stochastic processing time and lead time and deterministic due dates arrive randomly. Because of the stochastic inherent of processing time and lead time, we use the chance constrained programming for modeling the problem. First, the problem is formulated in form of stochastic programming and then prepared in a form of deterministic mixed integer linear programming. The objectives are considered in the model to minimize the maximum tardiness and outsourcing cost simultaneously. Several procedures have been developed to deal with the multi-criteria problem. In this paper, we utilize the concept of satisfaction functions to increases the manager’s preference. The proposed approach is tested on instances where the random variables are normally distributed.

Keywords: single machine scheduling, multi-criteria mathematical model, outsourcing strategy, uncertain lead times and processing times, chance constrained programming, satisfaction function

Procedia PDF Downloads 248
17986 A Study on the Coefficient of Transforming Relative Lateral Displacement under Linear Analysis of Structure to Its Real Relative Lateral Displacement

Authors: Abtin Farokhipanah

Abstract:

In recent years, analysis of structures is based on ductility design in contradictory to strength design in surveying earthquake effects on structures. ASCE07-10 code offers to intensify relative drifts calculated from a linear analysis with Cd which is called (Deflection Amplification Factor) to obtain the real relative drifts which can be calculated using nonlinear analysis. This lateral drift should be limited to the code boundaries. Calculation of this amplification factor for different structures, comparing with ASCE07-10 code and offering the best coefficient are the purposes of this research. Following our target, short and tall building steel structures with various earthquake resistant systems in linear and nonlinear analysis should be surveyed, so these questions will be answered: 1. Does the Response Modification Coefficient (R) have a meaningful relation to Deflection Amplification Factor? 2. Does structure height, seismic zone, response spectrum and similar parameters have an effect on the conversion coefficient of linear analysis to real drift of structure? The procedure has used to conduct this research includes: (a) Study on earthquake resistant systems, (b) Selection of systems and modeling, (c) Analyzing modeled systems using linear and nonlinear methods, (d) Calculating conversion coefficient for each system and (e) Comparing conversion coefficients with the code offered ones and concluding results.

Keywords: ASCE07-10 code, deflection amplification factor, earthquake engineering, lateral displacement of structures, response modification coefficient

Procedia PDF Downloads 341
17985 A Hybrid Model of Structural Equation Modelling-Artificial Neural Networks: Prediction of Influential Factors on Eating Behaviors

Authors: Maryam Kheirollahpour, Mahmoud Danaee, Amir Faisal Merican, Asma Ahmad Shariff

Abstract:

Background: The presence of nonlinearity among the risk factors of eating behavior causes a bias in the prediction models. The accuracy of estimation of eating behaviors risk factors in the primary prevention of obesity has been established. Objective: The aim of this study was to explore the potential of a hybrid model of structural equation modeling (SEM) and Artificial Neural Networks (ANN) to predict eating behaviors. Methods: The Partial Least Square-SEM (PLS-SEM) and a hybrid model (SEM-Artificial Neural Networks (SEM-ANN)) were applied to evaluate the factors affecting eating behavior patterns among university students. 340 university students participated in this study. The PLS-SEM analysis was used to check the effect of emotional eating scale (EES), body shape concern (BSC), and body appreciation scale (BAS) on different categories of eating behavior patterns (EBP). Then, the hybrid model was conducted using multilayer perceptron (MLP) with feedforward network topology. Moreover, Levenberg-Marquardt, which is a supervised learning model, was applied as a learning method for MLP training. The Tangent/sigmoid function was used for the input layer while the linear function applied for the output layer. The coefficient of determination (R²) and mean square error (MSE) was calculated. Results: It was proved that the hybrid model was superior to PLS-SEM methods. Using hybrid model, the optimal network happened at MPLP 3-17-8, while the R² of the model was increased by 27%, while, the MSE was decreased by 9.6%. Moreover, it was found that which one of these factors have significantly affected on healthy and unhealthy eating behavior patterns. The p-value was reported to be less than 0.01 for most of the paths. Conclusion/Importance: Thus, a hybrid approach could be suggested as a significant methodological contribution from a statistical standpoint, and it can be implemented as software to be able to predict models with the highest accuracy.

Keywords: hybrid model, structural equation modeling, artificial neural networks, eating behavior patterns

Procedia PDF Downloads 125
17984 A Fuzzy Nonlinear Regression Model for Interval Type-2 Fuzzy Sets

Authors: O. Poleshchuk, E. Komarov

Abstract:

This paper presents a regression model for interval type-2 fuzzy sets based on the least squares estimation technique. Unknown coefficients are assumed to be triangular fuzzy numbers. The basic idea is to determine aggregation intervals for type-1 fuzzy sets, membership functions of whose are low membership function and upper membership function of interval type-2 fuzzy set. These aggregation intervals were called weighted intervals. Low and upper membership functions of input and output interval type-2 fuzzy sets for developed regression models are considered as piecewise linear functions.

Keywords: interval type-2 fuzzy sets, fuzzy regression, weighted interval

Procedia PDF Downloads 349