Search results for: Dirichlet process mixture model

Authors: Clarinda Vitorino Nhangumbe, Fredericks Ebrahim, Betuel Canhanga

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The price of an option weather derivatives can be approximated as a solution of the two-dimensional convection-diffusion dominant partial differential equation derived from the Ornstein-Uhlenbeck process, where one variable represents the weather dynamics and the other variable represent the underlying weather index. With appropriate financial boundary conditions, the solution of the pricing equation is approximated using a nonstandard finite difference method. It is shown that the proposed numerical scheme preserves positivity as well as stability and consistency. In order to illustrate the accuracy of the method, the numerical results are compared with other methods. The model is tested for real weather data.

Keywords: nonstandard finite differences, Ornstein-Uhlenbeck process, partial differential equations approach, weather derivatives

Procedia PDF Downloads 94

Authors: Chiung-Hui Chen

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Traditional service channel is losing its edge due to emerging service technology. To establish interaction with the clients, the service industry is using effective mechanism to give clients direct access to services with emerging technologies. Thus, as service science receives attention, special and unique consumption pattern evolves; henceforth, leading to new market mechanism and influencing attitudes toward life and consumption patterns. The market demand for customized services is thus valued due to the emphasis of personal value, and is gradually changing the demand and supply relationship in the traditional industry. In respect of interior design service, in the process of traditional interior design, a designer converts to a concrete form the concept generated from the ideas and needs dictated by a user (client), by using his/her professional knowledge and drawing tool. The final product is generated through iterations of communication and modification, which is a very time-consuming process. Although this process has been accelerated with the help of computer graphics software today, repeated discussions and confirmations with users are still required to complete the task. In consideration of what is addressed above a space user’s life model is analyzed with visualization technique to create an interaction system modeled after interior design knowledge. The space user document intuitively personal life experience in a model requirement chart, allowing a researcher to analyze interrelation between analysis documents, identify the logic and the substance of data conversion. The repeated data which is documented are then transformed into design information for reuse and sharing. A professional interior designer may sort out the correlation among user’s preference, life pattern and design specification, thus deciding the critical design elements in the process of service design.

Keywords: information design, life model-based, aesthetic computing, communication

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Authors: Lan Yang, Kathryn Cormican, Ming Yu

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ISO/IEC/IEEE 15288: 2015, Systems and Software Engineering - System Life Cycle Processes is an international standard that provides generic top-level process descriptions to support systems engineering (SE). However, the processes defined in the standard needs improvement to lift integrity and consistency. The goal of this research is to explore the way by building an ontology model for the SE standard to manage the knowledge of SE. The ontology model gives a whole picture of the SE knowledge domain by building connections between SE concepts. Moreover, it creates a hierarchical classification of the concepts to fulfil different requirements of displaying and analysing SE knowledge.

Keywords: knowledge management, model-based systems engineering, ontology modelling, systems engineering ontology

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Authors: Sea Hoon Lim

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A superfluid is a fluid of bosons that flows without resistance. In order to be a superfluid, a substance’s particles must behave like bosons, yet remain mobile enough to be considered a superfluid. Bosons are low-temperature particles that can be in all energy states at the same time. If bosons were to be cooled down, then the particles will all try to be on the lowest energy state, which is called the Bose Einstein condensation. The temperature when bosons start to matter is when the temperature has reached its critical temperature. For example, when Helium reaches its critical temperature of 2.17K, the liquid density drops and becomes a superfluid with zero viscosity. However, most materials will solidify -and thus not remain fluids- at temperatures well above the temperature at which they would otherwise become a superfluid. Only a few substances currently known to man are capable of at once remaining a fluid and manifesting boson statistics. The most well-known of these is helium and its isotopes. Because hydrogen is lighter than helium, and thus expected to manifest Bose statistics at higher temperatures than helium, one might expect hydrogen to also be a superfluid. As of today, however, no one has yet been able to produce a bulk, hydrogen superfluid. The reason why hydrogen did not form a superfluid in the past is its intermolecular interactions. As a result, hydrogen molecules are much more likely to crystallize than their helium counterparts. The key to creating a hydrogen superfluid is therefore finding a way to reduce the effect of the interactions among hydrogen molecules, postponing the solidification to lower temperature. In this work, we attempt via computer simulation to produce bulk superfluid hydrogen through binary mixing. Binary mixture is a technique of mixing two pure substances in order to avoid crystallization and enhance super fluidity. Our mixture here is KALJ H2. We then sample the partition function using this Path Integral Monte Carlo (PIMC), which is well-suited for the equilibrium properties of low-temperature bosons and captures not only the statistics but also the dynamics of Hydrogen. Via this sampling, we will then produce a time evolution of the substance and see if it exhibits superfluid properties.

Keywords: superfluidity, hydrogen, binary mixture, physics

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Authors: Dae Kyung Choi, Won Man Park, Kyungsoo Kim, Yoon Hyuk Kim

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The interspinous process devices have been recently used due to its advantages such as minimal invasiveness and less subsidence of the implant to the osteoporotic bone. In this paper, we have analyzed the influences of ligature tightening of several interspinous process devices using finite element analysis. Four types of interspinous process implants were inserted to the L3-4 spinal motion segment based on their surgical protocols. Inferior plane of L4 vertebra was fixed and 7.5 Nm of extension moment were applied on superior plane of L3 vertebra with 400N of compressive load along follower load direction and pretension of the ligature. The stability of the spinal unit was high enough than that of intact model. The higher value of pretension in the ligature led the decrease of dynamic stabilization effect in cases of the WallisTM, DiamTM, Viking, and Spear®. The results of present study could be used to evaluate surgical option and validate the biomechanical characteristics of the spinal implants.

Keywords: interspinous process device, bone fracture risk, lumbar spine, finite element analysis

Procedia PDF Downloads 398

Authors: Sana Rezig, Yosr Ben Mlik, Mounir Jaouadi, Foued Khoffi, Slah Msahli, Bernard Durand

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Increasing interest in environmental concerns, natural fibers are once again being considered as reinforcements for polymer composites. The main objective of this study is to explore another natural resource, Typha fiber; which is renewable without production cost and available abundantly in nature. The aim of this study was to study the flexural properties of composite resin with and without reinforcing Typha leaf and stem fibers. The specimens were made by the hand-lay-up process using polyester matrix. In our work, we focused on the effect of various treatment conditions (sea water, alkali treatment and a combination of the two treatments), as a surface modifier, on the flexural properties of the Typha fibers reinforced polyester composites. Moreover, weight ratio of Typha leaf or stem fibers was investigated. Besides, both fibers from leaf and stem of Typha plant were used to evaluate the reinforcing effect. Another parameter, which is reinforcement structure, was investigated. In fact, a first composite was made with air-laid nonwoven structure of fibers. A second composite was with a mixture of fibers and resin for each kind of treatment. Results show that alkali treatment and combined process provided better mechanical properties of composites in comparison with fiber treated by sea water. The fiber weight ratio influenced the flexural properties of composites. Indeed, a maximum value of flexural strength of 69.8 and 62,32 MPa with flexural modulus of 6.16 and 6.34 GPawas observed respectively for composite reinforced with leaf and stem fibers for 12.6 % fiber weight ratio. For the different treatments carried out, the treatment using caustic soda, whether alone or after retting seawater, show the best results because it improves adhesion between the polyester matrix and the fibers of reinforcement. SEM photographs were made to ascertain the effects of the surface treatment of the fibers. By varying the structure of the fibers of Typha, the reinforcement used in bulk shows more effective results as that used in the non-woven structure. In addition, flexural strength rises with about (65.32 %) in the case of composite reinforced with a mixture of 12.6% leaf fibers and (27.45 %) in the case of a composite reinforced with a nonwoven structure of 12.6 % of leaf fibers. Thus, to better evaluate the effect of the fiber origin, the reinforcing structure, the processing performed and the reinforcement factor on the performance of composite materials, a statistical study was performed using Minitab. Thus, ANOVA was used, and the patterns of the main effects of these parameters and interaction between them were established. Statistical analysis, the fiber treatment and reinforcement structure seem to be the most significant parameters.

Keywords: flexural properties, fiber treatment, structure and weight ratio, SEM photographs, Typha leaf and stem fibers

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Authors: Anung Style Bukhori, Ani Dijah Rahajoe

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Poverty poses a significant challenge in Indonesia, requiring an effective analytical approach to understand and address this issue. In this research, we applied the Naïve Bayes classification method to examine and classify poverty data in Indonesia. The main focus is on classifying data using RapidMiner, a powerful data analysis platform. The analysis process involves data splitting to train and test the classification model. First, we collected and prepared a poverty dataset that includes various factors such as education, employment, and health..The experimental results indicate that the Naïve Bayes classification model can provide accurate predictions regarding the risk of poverty. The use of RapidMiner in the analysis process offers flexibility and efficiency in evaluating the model's performance. The classification produces several values to serve as the standard for classifying poverty data in Indonesia using Naive Bayes. The accuracy result obtained is 40.26%, with a moderate recall result of 35.94%, a high recall result of 63.16%, and a low recall result of 38.03%. The precision for the moderate class is 58.97%, for the high class is 17.39%, and for the low class is 58.70%. These results can be seen from the graph below.

Keywords: poverty, classification, naïve bayes, Indonesia

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Authors: Norhaslina Mat Zian, Hasril Hasini, Nur Irmawati Om

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This study focuses on the flow and combustion behavior inside gas turbine combustor used in thermal power plant. The combustion process takes place using synthetic gas and the baseline solution was made on gas turbine combustor firing natural gas (100% Methane) as the main source of fuel. Attention is given to the effect of the H2/CO ratio on the variation of the flame profile, temperature distribution, and emissions. The H2/CO ratio varies in the range of 10-80 % and the CH4 values are fixed 10% for each case. While keeping constant the mass flow rate and operating pressure, the preliminary result shows that the flow inside the can-combustor is highly swirling which indicates good mixing of fuel and air prior to the entrance of the mixture to the main combustion zone.

Keywords: cfd, combustion, flame, syngas

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Authors: Gabriella Dravecz, László Péter, Zsolt Kis

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Abstract— The growth of optical LiNbO3 single crystal and its physical and chemical properties are well known on the macroscopic scale. Nowadays the rare-earth doped single crystals became important for coherent quantum optical experiments: electromagnetically induced transparency, slow down of light pulses, coherent quantum memory. The expansion of applications is increasingly requiring the production of nano scaled LiNbO3 particles. For example, rare-earth doped nanoscaled particles of lithium niobate can be act like single photon source which can be the bases of a coding system of the quantum computer providing complete inaccessibility to strangers. The polyol method is a chemical synthesis where oxide formation occurs instead of hydroxide because of the high temperature. Moreover the polyol medium limits the growth and agglomeration of the grains producing particles with the diameter of 30-200 nm. In this work nano scaled LiNbO3 was prepared by the polyol method. The starting materials (niobium oxalate and LiOH) were diluted in H2O2. Then it was suspended in ethylene glycol and heated up to about the boiling point of the mixture with intensive stirring. After the thermal equilibrium was reached, the mixture was kept in this temperature for 4 hours. The suspension was cooled overnight. The mixture was centrifuged and the particles were filtered. Dynamic Light Scattering (DLS) measurement was carried out and the size of the particles were found to be 80-100 nms. This was confirmed by Scanning Electron Microscope (SEM) investigations. The element analysis of SEM showed large amount of Nb in the sample. The production of LiNbO3 nano particles were succesful by the polyol method. The agglomeration of the particles were avoided and the size of 80-100nm could be reached.

Keywords: lithium-niobate, nanoparticles, polyol, SEM

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Authors: Arslan Murtaza

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Model Driven Architecture (MDA) is technique presented by OMG (Object Management Group) for software development in which different models are proposed and converted them into code. The main plan is to identify task by using PIM (Platform Independent Model) and transform it into PSM (Platform Specific Model) and then converted into code. In this review paper describes some challenges and issues that are faced in MDA, type and transformation of models (e.g. CIM, PIM and PSM), and evaluation of MDA-based methodologies.

Keywords: OMG, model driven rrchitecture (MDA), computation independent model (CIM), platform independent model (PIM), platform specific model(PSM), MDA-based methodologies

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Authors: Terence Soule, Tami Al Ghamdi

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To study how to transfer knowledge from multiple source problems to the target problem, we modeled the Transfer Learning (TL) process using Genetic Algorithms as the model solver. TL is the process that aims to transfer learned data from one problem to another problem. The TL process aims to help Machine Learning (ML) algorithms find a solution to the problems. The Genetic Algorithms (GA) give researchers access to information that we have about how the old problem is solved. In this paper, we have five different source problems, and we transfer the knowledge to the target problem. We studied different scenarios of the target problem. The results showed combined knowledge from multiple source problems improves the GA performance. Also, the process of combining knowledge from several problems results in promoting diversity of the transferred population.

Keywords: transfer learning, genetic algorithm, evolutionary computation, source and target

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Authors: Ashkan Shafee, Ahamd Fahimifar, Sajjad V. Maghvan

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Promotion of the Fiber Reinforced Concrete (FRC) as a construction material for civil engineering projects has invoked numerous researchers to investigate their mechanical behavior. Even though there is satisfactory information about the effects of fiber type and length, concrete mixture, casting type and other variables on the strength and deformability parameters of FRC, the numerical modeling of such materials still needs research attention. The focus of this study is to investigate the feasibility of Concrete Damaged Plasticity (CDP) model in prediction of Macro-synthetic FRC structures behavior. CDP model requires the tensile behavior of concrete to be well characterized. For this purpose, a series of uniaxial direct tension and four point bending tests were conducted on the notched specimens to define bilinear tension softening (post-peak tension stress-strain) behavior. With these parameters obtained, the flexural behavior of macro-synthetic FRC beams were modeled and the results showed a good agreement with the experimental measurements.

Keywords: concrete damaged plasticity, fiber reinforced concrete, finite element modeling, macro-synthetic fibers, uniaxial tensile test

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Authors: Weirong Wang, Shenghong Huang, Xisheng Luo, Zhenyu Li

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Material mixing process and related dynamic issues at extreme compressing conditions have gained more and more concerns in last ten years because of the engineering appealings in inertial confinement fusion (ICF) and hypervelocity aircraft developments. However, there lacks models and methods that can handle fully coupled turbulent material mixing and complex fluid evolution under conditions of high energy density regime up to now. In aspects of macro hydrodynamics, three numerical methods such as direct numerical simulation (DNS), large eddy simulation (LES) and Reynolds-averaged Navier–Stokes equations (RANS) has obtained relative acceptable consensus under the conditions of low energy density regime. However, under the conditions of high energy density regime, they can not be applied directly due to occurrence of dissociation, ionization, dramatic change of equation of state, thermodynamic properties etc., which may make the governing equations invalid in some coupled situations. However, in view of micro/meso scale regime, the methods based on Molecular Dynamics (MD) as well as Monte Carlo (MC) model are proved to be promising and effective ways to investigate such issues. In this study, both classical MD and first-principle based electron force field MD (eFF-MD) methods are applied to investigate Richtmyer-Meshkov Instability of metal Lithium and gas Hydrogen (Li-H2) interface mixing at different shock loading speed ranging from 3 km/s to 30 km/s. It is found that: 1) Classical MD method based on predefined potential functions has some limits in application to extreme conditions, since it cannot simulate the ionization process and its potential functions are not suitable to all conditions, while the eFF-MD method can correctly simulate the ionization process due to its ‘ab initio’ feature; 2) Due to computational cost, the eFF-MD results are also influenced by simulation domain dimensions, boundary conditions and relaxation time choices, etc., in computations. Series of tests have been conducted to determine the optimized parameters. 3) Ionization induced by strong shock compression has important effects on Li-H2 interface evolutions of RMI, indicating a new micromechanism of RMI under conditions of high energy density regime.

Keywords: first-principle, ionization, molecular dynamics, material mixture, Richtmyer-Meshkov instability

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Authors: Fahad Alanazi, Andrew Jones

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Digital forensics seeks to achieve the successful investigation of digital crimes through obtaining acceptable evidence from digital devices that can be presented in a court of law. Thus, the digital forensics investigation is normally performed through a number of phases in order to achieve the required level of accuracy in the investigation processes. Since 1984 there have been a number of models and frameworks developed to support the digital investigation processes. In this paper, we review a number of the investigation processes that have been produced throughout the years and introduce a proposed digital forensic model which is based on the scope of the Saudi Arabia investigation process. The proposed model has been integrated with existing models for the investigation processes and produced a new phase to deal with a situation where there is initially insufficient evidence.

Keywords: digital forensics, process, metadata, Traceback, Sauid Arabia

Procedia PDF Downloads 351

Authors: Maatoug Hassine, Mourad Hrizi

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In this paper, we consider a geometric inverse source problem for the heat equation with Dirichlet and Neumann boundary data. We will reconstruct the exact form of the unknown source term from additional boundary conditions. Our motivation is to detect the location, the size and the shape of source support. We present a one-shot algorithm based on the Kohn-Vogelius formulation and the topological gradient method. The geometric inverse source problem is formulated as a topology optimization one. A topological sensitivity analysis is derived from a source function. Then, we present a non-iterative numerical method for the geometric reconstruction of the source term with unknown support using a level curve of the topological gradient. Finally, we give several examples to show the viability of our presented method.

Keywords: geometric inverse source problem, heat equation, topological optimization, topological sensitivity, Kohn-Vogelius formulation

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Authors: Takashi Shimizu, Tomoaki Hashimoto

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Recently, crystal growth technologies have made progress by the requirement for the high quality of crystal materials. To control the crystal growth dynamics actively by external forces is useuful for reducing composition non-uniformity. In this study, a control method based on model predictive control using thermal inputs is proposed for crystal growth dynamics of semiconductor materials. The control system of crystal growth dynamics considered here is governed by the continuity, momentum, energy, and mass transport equations. To establish the control method for such thermal fluid systems, we adopt model predictive control known as a kind of optimal feedback control in which the control performance over a finite future is optimized with a performance index that has a moving initial time and terminal time. The objective of this study is to establish a model predictive control method for crystal growth dynamics of semiconductor materials.

Keywords: model predictive control, optimal control, process control, crystal growth

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Authors: Victor V. Kuzenov, Sergei V. Ryzhkov

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Ongoing experimental and theoretical studies on magneto-inertial confinement fusion (Angara, C-2, CJS-100, General Fusion, MagLIF, MAGPIE, MC-1, YG-1, Omega) and new constructing facilities (Baikal, C-2W, Z300 and Z800) require adequate modeling and description of the physical processes occurring in high-temperature dense plasma in a strong magnetic field. This paper presents a mathematical model, numerical method, and results of the computer analysis of the compression process and the energy transfer in the target plasma, used in magneto-inertial fusion (MIF). The computer simulation of the compression process of the magnetized target by the high-power laser pulse and the high-speed plasma jets is presented. The characteristic patterns of the two methods of the target compression are being analysed.

Keywords: magnetized target, magneto-inertial fusion, mathematical model, plasma and laser beams

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Authors: Mohamed Asaad Abdelrazek, Amir Taher El-Sheikh, M. Zayan, A.M. Elhady

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The successful realization of complex systems is dependent not only on the technology issues and the process for implementing them, but on the management issues as well. Managing the systems development lifecycle requires technical management. Systems engineering management is the technical management. Systems engineering management is accomplished by incorporating many activities. The three major activities are development phasing, systems engineering process and lifecycle integration. Systems engineering management activities are performed across the system development lifecycle. Due to the ever-increasing complexity of systems as well the difficulty of managing and tracking the development activities, new ways to achieve systems engineering management activities are required. This paper presents a systematic approach used as a design management tool applied across systems engineering management roles. In this approach, Transdisciplinary System Development Lifecycle (TSDL) Model has been modified and integrated with Quality Function Deployment. Hereinafter, the name of the systematic approach is the Transdisciplinary Quality System Development Lifecycle (TQSDL) Model. The QFD translates the voice of customers (VOC) into measurable technical characteristics. The modified TSDL model is based on Axiomatic Design developed by Suh which is applicable to all designs: products, processes, systems and organizations. The TQSDL model aims to provide a robust structure and systematic thinking to support the implementation of systems engineering management roles. This approach ensures that the customer requirements are fulfilled as well as satisfies all the systems engineering manager roles and activities.

Keywords: axiomatic design, quality function deployment, systems engineering management, system development lifecycle

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Authors: Keisuke Takahata, Hiroshi Suetsugu

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Forest height is an important parameter for forest biomass estimation, and precise elevation data is essential for accurate forest height estimation. There are several globally or nationally available digital elevation models (DEMs) like SRTM and ASTER. However, its accuracy is reported to be low particularly in mountainous areas where there are closed canopy or steep slope. Recently, space-borne LiDAR, such as the Global Ecosystem Dynamics Investigation (GEDI), have started to provide sparse but accurate ground elevation and canopy height estimates. Several studies have reported the high degree of accuracy in their elevation products on their exact footprints, while it is not clear how this sparse information can be used for wider area. In this study, we developed a digital terrain model correction algorithm by spatially interpolating the difference between existing DEMs and GEDI elevation products by using Gaussian Process (GP) regression model. The result shows that our GP-based methodology can reduce the mean bias of the elevation data from 3.7m to 0.3m when we use airborne LiDAR-derived elevation information as ground truth. Our algorithm is also capable of quantifying the elevation data uncertainty, which is critical requirement for biomass inventory. Upcoming satellite-LiDAR missions, like MOLI (Multi-footprint Observation Lidar and Imager), are expected to contribute to the more accurate digital terrain model generation.

Keywords: digital terrain model, satellite LiDAR, gaussian processes, uncertainty quantification

Procedia PDF Downloads 171

Authors: Sergo Esadze

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Seismic resistance norms require calculation of cantilevers on vertical components of the base seismic acceleration. Long span cantilevers, as a rule, must be calculated as a separate construction element. According to the architectural-planning solution, functional purposes and environmental condition of a designing buildings/structures, long span cantilever construction may be of very different types: both by main bearing element (beam, truss, slab), and by material (reinforced concrete, steel). A choice from these is always linked with bearing construction system of the building. Research of vertical seismic vibration of these constructions requires individual approach for each (which is not specified in the norms) in correlation with model of seismic load. The latest may be given both as deterministic load and as a random process. Loading model as a random process is more adequate to this problem. In presented paper, two types of long span (from 6m – up to 12m) reinforcement concrete cantilever beams have been considered: a) bearing elements of cantilevers, i.e., elements in which they fixed, have cross-sections with large sizes and cantilevers are made with haunch; b) cantilever beam with load-bearing rod element. Calculation models are suggested, separately for a) and b) types. They are presented as systems with finite quantity degree (concentrated masses) of freedom. Conditions for fixing ends are corresponding with its types. Vertical acceleration and vertical component of the angular acceleration affect masses. Model is based on assumption translator-rotational motion of the building in the vertical plane, caused by vertical seismic acceleration. Seismic accelerations are considered as random processes and presented by multiplication of the deterministic envelope function on stationary random process. Problem is solved within the framework of the correlation theory of random process. Solved numerical examples are given. The method is effective for solving the specific problems.

Keywords: cantilever, random process, seismic load, vertical acceleration

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Authors: Valeria Bondarenko

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We proposed algorithms for: estimation of parameters fBm (volatility and Hurst exponent) and for the approximation of random time series by functional of fBm. We proved the consistency of the estimators, which constitute the above algorithms, and proved the optimal forecast of approximated time series. The adequacy of estimation algorithms, approximation, and forecasting is proved by numerical experiment. During the process of creating software, the system has been created, which is displayed by the hierarchical structure. The comparative analysis of proposed algorithms with the other methods gives evidence of the advantage of approximation method. The results can be used to develop methods for the analysis and modeling of time series describing the economic, physical, biological and other processes.

Keywords: mathematical model, random process, Wiener process, fractional Brownian motion

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Authors: Nicolas Haber

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The study addresses the design process of integrated product-service offerings as a measure of answering environmental sustainability concerns by replacing stand-alone physical artefacts with comprehensive solutions relying on functional results rather than conventional product sales. However, views regarding this transformation are dissimilar and differentiated: The study discusses the importance and requirements of product-service systems before analysing the theoretical studies accomplished in the extent of their design and development processes. Based on this, a framework, built on a design science approach, is proposed, where the distinct approaches from the literature are merged towards a unified structure serving as a generic methodology to designing product-service systems. Each stage of this model is then developed to present a holistic design proposal called the Functional Engineered Product-Service System (FEPSS) model. Product-service systems are portrayed as customisable solutions tailored to specific settings and defined circumstances. Moreover, the approaches adopted to guide the design process are diversified. A thorough analysis of the design strategies and development processes however, allowed the extraction of a design backbone, valid to varied situations and contexts whether they are product-oriented, use-oriented or result-oriented. The goal is to guide manufacturers towards an eased adoption of these integrated offerings, given their inherited environmental benefits, by proposing a robust all-purpose design process.

Keywords: functional product, integrated product-service offerings, product-service systems, sustainable design

Procedia PDF Downloads 287

Authors: Sun-Young Jang, Sung-Ah Kim, Dongyoun Shin

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Current real-estate value estimation, difficult for laymen, usually is performed by specialists. This paper presents an automated estimation process based on big data and machine-learning technology that calculates influences of building conditions on real-estate price measurement. The present study analyzed actual building sales sample data for Nonhyeon-dong, Gangnam-gu, Seoul, Korea, measuring the major influencing factors among the various building conditions. Further to that analysis, a prediction model was established and applied using RapidMiner Studio, a graphical user interface (GUI)-based tool for derivation of machine-learning prototypes. The prediction model is formulated by reference to previous examples. When new examples are applied, it analyses and predicts accordingly. The analysis process discerns the crucial factors effecting price increases by calculation of weighted values. The model was verified, and its accuracy determined, by comparing its predicted values with actual price increases.

Keywords: apartment complex, big data, life-cycle building value analysis, machine learning

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Authors: Abootaleb Shirvani, Svetlozar Rachev

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ESG stands for Environmental, Social, and Governance and is a non-financial factor that investors use to specify material risks and growth opportunities in their analysis process. ESG ratings provide a quantitative measure of socially responsible investment, and it is essential to incorporate ESG ratings when modeling the dynamics of asset returns. In this article, we propose a triple subordinated Lévy process for incorporating numeric ESG ratings into dynamic asset pricing theory to model the time series properties of the stock returns. The motivation for introducing three layers of subordinator is twofold. The first two layers of subordinator capture the skew and fat-tailed properties of the stock return distribution that cannot be explained well by the existing Lévy subordinated model. The third layer of the subordinator introduces ESG valuation and incorporates numeric ESG ratings into dynamic asset pricing theory and option pricing. We employ the triple subordinator Lévy model for developing the ESG-valued stock return model, derive the implied ESG score surfaces for Microsoft, Apple, and Amazon stock returns, and compare the shape of the ESG implied surface scores for these stocks.

Keywords: ESG scores, dynamic asset pricing theory, multiple subordinated modeling, Lévy processes, option pricing

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Authors: Chi-Wai Kan, Yanming Wang, Alan Yiu-Lun Tang, Cheng-Hao Lee Lee

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Dyeing of polyester/cotton blend fabrics in various polyester/cotton percentages (32/68, 40/60 and 65/35) was investigated using (poly(ethylene glycol), PEG) based reverse-micelle. High energy disperse dyes and warm type reactive dyes were encapsulated and applied on polyester/cotton blend fabrics in a one bath one step dyeing process. Comparison of reverse micellar-based and aqueous-based (water-based) dyeing was conducted in terms of colour reflectance. Experimental findings revealed that the colour shade of the dyed fabrics in reverse micellar non-aqueous dyeing system at a lower dyeing temperature of 98°C is slightly lighter than that of conventional aqueous dyeing system in two-step process (130oC for disperse dyeing and 70°C for reactive dyeing). The exhaustion of dye in polyester-cotton blend fabrics, in terms of colour reflectance, were found to be highly fluctuated at dyeing temperature of 98°C.

Keywords: one-bath dyeing, polyester/cotton blends, disperse/reactive dyes, reverse micelle

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Authors: Kailash C. Madan

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We study four models of a three server queueing system with Bernoulli schedule optional server vacations. Customers arriving at the system one by one in a Poisson process are provided identical exponential service by three parallel servers according to a first-come, first served queue discipline. In model A, all three servers may be allowed a vacation at one time, in Model B at the most two of the three servers may be allowed a vacation at one time, in model C at the most one server is allowed a vacation, and in model D no server is allowed a vacation. We study steady the state behavior of the four models and obtain steady state probability generating functions for the queue size at a random point of time for all states of the system. In model D, a known result for a three server queueing system without server vacations is derived.

Keywords: a three server queue, Bernoulli schedule server vacations, queue size distribution at a random epoch, steady state

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Authors: Mohammed Nasser Al-Suqri

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Former information-seeking models are proposed more than two decades ago. These already existed models were given prior to the evolution of digital information era and Artificial Intelligence (AI) technologies. Lack of current information seeking models within Library and Information Studies resulted in fewer advancements for teaching students about information-seeking behaviors, design of library tools and services. In order to better facilitate the aforementioned concerns, this study aims to propose state-of-the-art model while focusing on the information seeking behavior of library users in the Sultanate of Oman. This study aims for the development, designing and contextualizing the real-time user-centric information seeking model capable of enhancing information needs and information usage along with incorporating critical insights for the digital library practices. Another aim is to establish far-sighted and state-of-the-art frame of reference covering Artificial Intelligence (AI) while synthesizing digital resources and information for optimizing information-seeking behavior. The proposed study is empirically designed based on a mix-method process flow, technical surveys, in-depth interviews, focus groups evaluations and stakeholder investigations. The study data pool is consist of users and specialist LIS staff at 4 public libraries and 26 academic libraries in Oman. The designed research model is expected to facilitate LIS by assisting multi-dimensional insights with AI integration for redefining the information-seeking process, and developing a technology rich model.

Keywords: artificial intelligence, information seeking, information behavior, information seeking models, libraries, Sultanate of Oman

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Authors: Mohammadreza Mohebbi, Masoumeh Sanagou

Abstract:

The ability to predict clinical outcomes is of great importance to physicians and clinicians. A number of different methods have been used in an effort to accurately predict these outcomes. These methods include the development of scoring systems based on multivariate statistical modelling, and models involving the use of classification and regression trees. The process usually consists of two consecutive phases, namely model development and external validation. The model development phase consists of building a multivariate model and evaluating its predictive performance by examining calibration and discrimination, and internal validation. External validation tests the predictive performance of a model by assessing its calibration and discrimination in different but plausibly related patients. A motivate example focuses on prediction modeling using a sample of patients undergone coronary artery bypass graft (CABG) has been used for illustrative purpose and a set of primary considerations for evaluating prediction model studies using specific quality indicators as criteria to help stakeholders evaluate the quality of a prediction model study has been proposed.

Keywords: clinical prediction models, clinical decision rule, prognosis, external validation, model calibration, biostatistics

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Authors: Mohamed Rabhi, Kouider Halim Benrahou

Abstract:

The rheological properties of the carbonyl-methylcellulose (CMC), of different concentrations (25000, 50000, 60000, 80000 and 100000 ppm) and different temperatures were studied. We found that the rheological behavior of all CMC solutions presents a pseudo-plastic behavior, it follows the model of Ostwald-de Waele. The objective of this work is the modeling of flow by the CMC Cross model. The Cross model gives us the variation of the viscosity according to the shear rate. This model allowed us to adjust more clearly the rheological characteristics of CMC solutions. A comparison between the Cross model and the model of Ostwald was made. Cross the model fitting parameters were determined by a numerical simulation to make an approach between the experimental curve and those given by the two models. Our study has shown that the model of Cross, describes well the flow of "CMC" for low concentrations.

Keywords: CMC, rheological modeling, Ostwald model, cross model, viscosity

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Authors: Z. Ansari, M. R. M. Rejab, D. Bachtiar, J. P. Siregar

Abstract:

This study focus on the compression and tensile properties of new and recycle square honeycombs structure from sugar palm fibre (SPF) and polylactic acid (PLA) composite. The end data will determine the failure strength and energy absorption for both new and recycle composite. The control SPF specimens were fabricated from short fibre co-mingled with PLA by using a bra-blender set at 180°C and 50 rpm consecutively. The mixture of 30% fibre and 70% PLA were later on the hot press at 180°C into sheets with thickness 3mm consecutively before being assembled into a sandwich honeycomb structure. An INSTRON tensile machine and Abaqus 6.13 software were used for mechanical test and finite element simulation. The percentage of error from the simulation and experiment data was 9.20% and 9.17% for both new and recycled product. The small error of percentages was acceptable due to the nature of the simulation model to be assumed as a perfect model with no imperfect geometries. The energy absorption value from new to recycled product decrease from 312.86kJ to 282.10kJ. With this small decrements, it is still possible to implement a recycle SPF/PLA composite into everyday usages such as a car's interior or a small size furniture.

Keywords: failure modes, numerical modelling, polylactic acid, sugar palm fibres

Procedia PDF Downloads 290