Search results for: radial distribution functions
6909 Estimating the Life-Distribution Parameters of Weibull-Life PV Systems Utilizing Non-Parametric Analysis
Authors: Saleem Z. Ramadan
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In this paper, a model is proposed to determine the life distribution parameters of the useful life region for the PV system utilizing a combination of non-parametric and linear regression analysis for the failure data of these systems. Results showed that this method is dependable for analyzing failure time data for such reliable systems when the data is scarce.Keywords: masking, bathtub model, reliability, non-parametric analysis, useful life
Procedia PDF Downloads 5626908 Estimation of Stress-Strength Parameter for Burr Type XII Distribution Based on Progressive Type-II Censoring
Authors: A. M. Abd-Elfattah, M. H. Abu-Moussa
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In this paper, the estimation of stress-strength parameter R = P(Y < X) is considered when X; Y the strength and stress respectively are two independent random variables of Burr Type XII distribution. The samples taken for X and Y are progressively censoring of type II. The maximum likelihood estimator (MLE) of R is obtained when the common parameter is unknown. But when the common parameter is known the MLE, uniformly minimum variance unbiased estimator (UMVUE) and the Bayes estimator of R = P(Y < X) are obtained. The exact condence interval of R based on MLE is obtained. The performance of the proposed estimators is compared using the computer simulation.Keywords: Burr Type XII distribution, progressive type-II censoring, stress-strength model, unbiased estimator, maximum-likelihood estimator, uniformly minimum variance unbiased estimator, confidence intervals, Bayes estimator
Procedia PDF Downloads 4576907 Assessing Public Open Spaces Availability and Distribution in a Socially Challenged City: A Case Study of Riyadh, Saudi Arabia
Authors: Abdulwahab Alalyani, Mahbub Rashid
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Public Open Space (POS) availability and distribution among urban communities have a central role to promotes community health. However, growing health challenges in a city would raise attention to the planning quality of these community's assets. This research aims to measure the existing availability and distribution equity of POS in the context of Saudi Arabia using Riyadh city as a case study. The methodology for the POS availability was by calculating the total POS with respect to the population total (m²/inhabitant). All POS were mapped using geographical information systems (GIS), and the total area availability of POS was compared to global, regional, and local standards. To evaluate the significant differences in POS availability across low, medium, and high-income Riyadh neighborhoods, we used a One-way ANOVA analysis of covariance to test the differences. The results are as follows; POS availability was lower than global standers. Riyadh has only 1.40m² per capita of POS. Spatial equity of the availability were significantly different among Riyadh neighborhoods based on socioeconomic status. The future development of POS should be focused on increasing general POS availability and should be given priority to those low-income and unhealthy communities. Accessibility indicators of POS should be considered in future studies.Keywords: open spaces availability, open spaces distribution, spatial equity, healthy city, Riyadh City
Procedia PDF Downloads 1146906 Analytical Study of Applying the Account Aggregation Approach in E-Banking Services
Authors: A. Al Drees, A. Alahmari, R. Almuwayshir
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The advanced information technology is becoming an important factor in the development of financial services industry, especially the banking industry. It has introduced new ways of delivering banking to the customer, such as Internet Banking. Banks began to look at electronic banking (e-banking) as a means to replace some of their traditional branch functions using the Internet as a new distribution channel. Some consumers have at least more than one account, and across banks, and access these accounts using e-banking services. To look at the current net worth position, customers have to login to each of their accounts and get the details and work on consolidation. This not only takes ample time but it is a repetitive activity at a specified frequency. To address this point, an account aggregation concept is added as a solution. E-banking account aggregation, as one of the e-banking types, appeared to build a stronger relationship with customers. Account Aggregation Service generally refers to a service that allows customers to manage their bank accounts maintained in different institutions through a common Internet banking operating a platform, with a high concern to security and privacy. This paper presents an overview of an e-banking account aggregation approach as a new service in the e-banking field.Keywords: e-banking, account aggregation, security, enterprise development
Procedia PDF Downloads 3306905 Designing Intelligent Adaptive Controller for Nonlinear Pendulum Dynamical System
Authors: R. Ghasemi, M. R. Rahimi Khoygani
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This paper proposes the designing direct adaptive neural controller to apply for a class of a nonlinear pendulum dynamic system. The radial basis function (RBF) neural adaptive controller is robust in presence of external and internal uncertainties. Both the effectiveness of the controller and robustness against disturbances are importance of this paper. The simulation results show the promising performance of the proposed controller.Keywords: adaptive neural controller, nonlinear dynamical, neural network, RBF, driven pendulum, position control
Procedia PDF Downloads 4826904 Using Cooperation Approaches at Different Levels of Artificial Bee Colony Method
Authors: Vahid Zeighami, Mohsen Ghsemi, Reza Akbari
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In this work, a Multi-Level Artificial Bee Colony (called MLABC) is presented. In MLABC two species are used. The first species employs n colonies in which each of the them optimizes the complete solution vector. The cooperation between these colonies is carried out by exchanging information through a leader colony, which contains a set of elite bees. The second species uses a cooperative approach in which the complete solution vector is divided to k sub-vectors, and each of these sub-vectors is optimized by a a colony. The cooperation between these colonies is carried out by compiling sub-vectors into the complete solution vector. Finally, the cooperation between two species is obtained by exchanging information between them. The proposed algorithm is tested on a set of well known test functions. The results show that MLABC algorithms provide efficiency and robustness to solve numerical functions.Keywords: artificial bee colony, cooperative, multilevel cooperation, vector
Procedia PDF Downloads 4476903 A Proposed Algorithm for Obtaining the Map of Subscribers’ Density Distribution for a Mobile Wireless Communication Network
Authors: C. Temaneh-Nyah, F. A. Phiri, D. Karegeya
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This paper presents an algorithm for obtaining the map of subscriber’s density distribution for a mobile wireless communication network based on the actual subscriber's traffic data obtained from the base station. This is useful in statistical characterization of the mobile wireless network.Keywords: electromagnetic compatibility, statistical analysis, simulation of communication network, subscriber density
Procedia PDF Downloads 3096902 Comparison of Verb Complementation Patterns in Selected Pakistani and British English Newspaper Social Columns: A Corpus-Based Study
Authors: Zafar Iqbal Bhatti
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The present research aims to examine and evaluate the frequencies and practices of verb complementation patterns in English newspaper social columns published in Pakistan and Britain. The research will demonstrate that Pakistani English is a non-native variety of English having its own unique usual and logical characteristics, affected by way of the native languages and the culture, upon syntactic levels, making the variety users aware that any differences from British or American English that are systematic and regular, or another English language, are not even if they are unique, erroneous forms and typical characteristics of several kinds. The objectives are to examine the verb complementation patterns that British and Pakistani social columnists use in relation to their syntactic categories. Secondly, to compare the verb complementation patterns used in Pakistani and British English newspapers social columns. This study will figure out various verb complementation patterns in Pakistani and British English newspaper social columns and their occurrence and distribution. The word classes express different functions of words, such as action, event, or state of being. This research aims to evaluate whether there are any appreciable differences in the verb complementation patterns used in Pakistani and British English newspaper social columns. The results will show the number of varieties of verb complementation patterns in selected English newspapers social columns. This study will fill the gap of previous studies conducted in this field as they only explore a little about the differences between Pakistani and British English newspapers. It will also figure out a variety of languages used in Pakistani and British English journals, as well as regional and cultural values and variations. The researcher will use AntConc software in this study to extract the data for analysis. The researcher will use a concordance tool to identify verb complementation patterns in selected data. Then the researcher will manually categorize them because the same type of adverb can sometimes be used for various purposes. From 1st June 2022 to 30th Sep. 2022, a four-month written corpus of the social columns of PE and BE newspapers will be collected and analyzed. For the analysis of the research questions, 50 social columns will be selected from Pakistani newspapers and 50 from British newspapers. The researcher will collect a representative sample of data from Pakistani and British English newspaper social columns. The researcher will manually analyze the complementation patterns of each verb in each sentence, and then the researcher will determine how frequently each pattern occurs. The researcher will use syntactic characteristics of the verb complementation elements according to the description by Downing and Locke (2006). The researcher will examine all of the verb complementation patterns in the data, and the frequency and distribution of each verb complementation pattern will be evaluated using the software. The researcher will explore every possible verb complementation pattern in Pakistani and British English before calculating the occurrence and abundance of each verb pattern. The researcher will explore every possible verb complementation pattern in Pakistani English before calculating the frequency and distribution of each pattern.Keywords: verb complementation, syntactic categories, newspaper social columns, corpus
Procedia PDF Downloads 516901 Unbalanced Distribution Optimal Power Flow to Minimize Losses with Distributed Photovoltaic Plants
Authors: Malinwo Estone Ayikpa
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Electric power systems are likely to operate with minimum losses and voltage meeting international standards. This is made possible generally by control actions provide by automatic voltage regulators, capacitors and transformers with on-load tap changer (OLTC). With the development of photovoltaic (PV) systems technology, their integration on distribution networks has increased over the last years to the extent of replacing the above mentioned techniques. The conventional analysis and simulation tools used for electrical networks are no longer able to take into account control actions necessary for studying distributed PV generation impact. This paper presents an unbalanced optimal power flow (OPF) model that minimizes losses with association of active power generation and reactive power control of single-phase and three-phase PV systems. Reactive power can be generated or absorbed using the available capacity and the adjustable power factor of the inverter. The unbalance OPF is formulated by current balance equations and solved by primal-dual interior point method. Several simulation cases have been carried out varying the size and location of PV systems and the results show a detailed view of the impact of PV distributed generation on distribution systems.Keywords: distribution system, loss, photovoltaic generation, primal-dual interior point method
Procedia PDF Downloads 3356900 Potential Field Functions for Motion Planning and Posture of the Standard 3-Trailer System
Authors: K. Raghuwaiya, S. Singh, B. Sharma, J. Vanualailai
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This paper presents a set of artificial potential field functions that improves upon; in general, the motion planning and posture control, with theoretically guaranteed point and posture stabilities, convergence and collision avoidance properties of 3-trailer systems in a priori known environment. We basically design and inject two new concepts; ghost walls and the Distance Optimization Technique (DOT) to strengthen point and posture stabilities, in the sense of Lyapunov, of our dynamical model. This new combination of techniques emerges as a convenient mechanism for obtaining feasible orientations at the target positions with an overall reduction in the complexity of the navigation laws. The effectiveness of the proposed control laws were demonstrated via simulations of two traffic scenarios.Keywords: artificial potential fields, 3-trailer systems, motion planning, posture, parking and collision, free trajectories
Procedia PDF Downloads 3756899 Functions of Public Policy in Private International Law
Authors: Fedorova Elena
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In this article, we draw a distinction between two important functions of public policy in private international law. The first function is widely recognized and relates to the prevention of application of foreign laws and enforcement of foreign court judgments whenever their effects are incompatible with the domestic legal system of the forum. This effectively protects sovereign rights of the forum state as it allows to resist against the undesirable effects of foreign law-making and law-enforcement policies. The second function is less obvious, but not less important. As the internal private legal relationships, international private relationships are usually governed by rules of public policy, to which the parties can not derogate by mutual agreement. Thefore, for international private law relations public policy has a different function than previously mentioned: in this case, the public policy acts as a defense against unacceptable effects of the party autonomy. Thus, this second function of public policy consists in the limitation of the party autonomy wich effects would be unacceptable for the local legal system. In the frame of this second function the author will analyse two types of public policy which can limit the party autonomy: « substantial » public policy (which regulates the substance of international legal relationship) and « conflictual » public policy (which regulates the party autonomy to choose the law applicable for the substance of relationship). The author provides an analysis of these functions of the public policy in the field of international contract law because of the important role of the principle of party autonomy for international contract relations.Keywords: public policy, general theory of private international law, substantial public policy, conflictual public policy
Procedia PDF Downloads 5746898 Solving Optimal Control of Semilinear Elliptic Variational Inequalities Obstacle Problems using Smoothing Functions
Authors: El Hassene Osmani, Mounir Haddou, Naceurdine Bensalem
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In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely, the obstacle problem. We present a relaxed formulation for the problem using smoothing functions. Since we adopt a numerical point of view, we first relax the feasible domain of the problem, then using both mathematical programming methods and penalization methods, we get optimality conditions with smooth Lagrange multipliers. Some numerical experiments using IPOPT algorithm (Interior Point Optimizer) are presented to verify the efficiency of our approach.Keywords: complementarity problem, IPOPT, Lagrange multipliers, mathematical programming, optimal control, smoothing methods, variationally inequalities
Procedia PDF Downloads 1746897 The Impact of Board Director Characteristics on the Quality of Information Disclosure
Authors: Guo Jinhong
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The purpose of this study is to explore the association between board member functions and information disclosure levels. Based on the literature variables, such as the characteristics of the board of directors in the past, a single comprehensive indicator is established as a substitute variable for board functions, and the information disclosure evaluation results published by the Securities and Foundation are used to measure the information disclosure level of the company. This study focuses on companies listed on the Taiwan Stock Exchange from 2006 to 2010 and uses descriptive statistical analysis, univariate analysis, correlation analysis and ordered normal probability (Ordered Probit) regression for empirical analysis. The empirical results show that there is a significant positive correlation between the function of board members and the level of information disclosure. This study also conducts a sensitivity test and draws similar conclusions, showing that boards with better board member functions have higher levels of information disclosure. In addition, this study also found that higher board independence, lower director shareholding pledge ratio, higher director shareholding ratio, and directors with rich professional knowledge and practical experience can help improve the level of information disclosure. The empirical results of this study provide strong support for the "relative regulations to improve the level of information disclosure" formulated by the competent authorities in recent years.Keywords: function of board members, information disclosure, securities, foundation
Procedia PDF Downloads 976896 Research on Placement Method of the Magnetic Flux Leakage Sensor Based on Online Detection of the Transformer Winding Deformation
Authors: Wei Zheng, Mao Ji, Zhe Hou, Meng Huang, Bo Qi
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The transformer is the key equipment of the power system. Winding deformation is one of the main transformer defects, and timely and effective detection of the transformer winding deformation can ensure the safe and stable operation of the transformer to the maximum extent. When winding deformation occurs, the size, shape and spatial position of the winding will change, which directly leads to the change of magnetic flux leakage distribution. Therefore, it is promising to study the online detection method of the transformer winding deformation based on magnetic flux leakage characteristics, in which the key step is to study the optimal placement method of magnetic flux leakage sensors inside the transformer. In this paper, a simulation model of the transformer winding deformation is established to obtain the internal magnetic flux leakage distribution of the transformer under normal operation and different winding deformation conditions, and the law of change of magnetic flux leakage distribution due to winding deformation is analyzed. The results show that different winding deformation leads to different characteristics of the magnetic flux leakage distribution. On this basis, an optimized placement of magnetic flux leakage sensors inside the transformer is proposed to provide a basis for the online detection method of transformer winding deformation based on the magnetic flux leakage characteristics.Keywords: magnetic flux leakage, sensor placement method, transformer, winding deformation
Procedia PDF Downloads 1976895 Exploring Fertility Dynamics in the MENA Region: Distribution, Determinants, and Temporal Trends
Authors: Dena Alhaloul
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The Middle East and North Africa (MENA) region is characterized by diverse cultures, economies, and social structures. Fertility rates in MENA have seen significant changes over time, with variations among countries and subregions. Understanding fertility patterns in this region is essential due to its impact on demographic dynamics, healthcare, labor markets, and social policies. Rising or declining fertility rates have far-reaching consequences for the region's socioeconomic development. The main thrust of this study is to comprehensively examine fertility rates in the Middle East and North Africa (MENA) region. It aims to understand the distribution, determinants, and temporal trends of fertility rates in MENA countries. The study seeks to provide insights into the factors influencing fertility decisions, assess how fertility rates have evolved over time, and potentially develop statistical models to characterize these trends. As for the methodology of the study, the study uses descriptive statistics to summarize and visualize fertility rate data. It also uses regression analyses to identify determinants of fertility rates as well as statistical modeling to characterize temporal trends in fertility rates. The conclusion of this study The research will contribute to a deeper understanding of fertility dynamics in the MENA region, shedding light on the distribution of fertility rates, their determinants, and historical trends.Keywords: fertility, distribution, modeling, regression
Procedia PDF Downloads 826894 High-Pressure Steam Turbine for Medium-Scale Concentrated Solar Power Plants
Authors: Ambra Giovannelli, Coriolano Salvini
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Many efforts have been spent in the design and development of Concentrated Solar Power (CPS) Plants worldwide. Most of them are for on-grid electricity generation and they are large plants which can benefit from the economies of scale. Nevertheless, several potential applications for Small and Medium-Scale CSP plants can be relevant in the industrial sector as well as for off-grid purposes (i.e. in rural contexts). In a wide range of industrial processes, CSP technologies can be used for heat generation replacing conventional primary sources. For such market, proven technologies (usually hybrid solutions) already exist: more than 100 installations, especially in developing countries, are in operation and performance can be verified. On the other hand, concerning off-grid applications, solar technologies are not so mature. Even if the market offers a potential deployment of such systems, especially in countries where the access to grid is strongly limited, optimized solutions have not been developed yet. In this context, steam power plants can be taken into consideration for medium scale installations, due to the recent results achieved with direct steam generation systems based on paraboloidal dish or Fresnel lens solar concentrators. Steam at 4.0-4.5 MPa and 500°C can be produced directly by means of innovative solar receivers (some prototypes already exist). Although it could seem a promising technology, presently, steam turbines commercially available do not cover the required cycle specifications. In particular, while low-pressure turbines already exist on the market, high-pressure groups, necessary for the abovementioned applications, are not available. The present paper deals with the preliminary design of a high-pressure steam turbine group for a medium-scale CSP plant (200-1000 kWe). Such a group is arranged in a single geared package composed of four radial expander wheels. Such wheels have been chosen on the basis of automotive turbocharging technology and then modified to take the new requirements into account. Results related to the preliminary geometry selection and to the analysis of the high-pressure turbine group performance are reported and widely discussed.Keywords: concentrated solar power (CSP) plants, steam turbine, radial turbine, medium-scale power plants
Procedia PDF Downloads 2176893 Banking and Accounting Analysis Researches Effect on Environment
Authors: Marina Magdy Naguib Karas
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New methods of providing banking services to the customer have been introduced, such as online banking. Banks have begun to consider electronic banking (e-banking) as a way to replace some traditional branch functions by using the Internet as a new distribution channel. Some consumers have at least one account at multiple banks and access these accounts through online banking. To check their current net worth, clients need to log into each of their accounts, get detailed information, and work toward consolidation. Not only is it time-consuming, but it is also a repeatable activity with a certain frequency. To solve this problem, the concept of account aggregation was added as a solution. Account consolidation in e-banking as a form of electronic banking appears to build a stronger relationship with customers. An account linking service is generally referred to as a service that allows customers to manage their bank accounts held at different institutions via a common online banking platform that places a high priority on security and data protection. The article provides an overview of the account aggregation approach in e-banking as a new service in the area of e-banking.Keywords: compatibility, complexity, mobile banking, observation, risk banking technology, Internet banks, modernization of banks, banks, account aggregation, security, enterprise development
Procedia PDF Downloads 516892 Availability and Utilization of Health Care Facilities in Jalpaiguri Town
Authors: Sharmistha Mukherjee
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Health care is the basic requirement for all. The prime question is who gets what, where and how? The unequal distribution of basic facilities do have a adverse effect on the users. The paper tries to examine health care in terms of available facilities, the health care need and how people perceive to it in a small town of Jalpaiguri in the midst of tea gardens in North Bengal. The morbidity pattern is also minutely observed with a section describing the organizational structure of health care keeping in mind the utilization.Keywords: availability, distribution, health care, utilization
Procedia PDF Downloads 5246891 A Novel Probablistic Strategy for Modeling Photovoltaic Based Distributed Generators
Authors: Engy A. Mohamed, Y. G. Hegazy
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This paper presents a novel algorithm for modeling photovoltaic based distributed generators for the purpose of optimal planning of distribution networks. The proposed algorithm utilizes sequential Monte Carlo method in order to accurately consider the stochastic nature of photovoltaic based distributed generators. The proposed algorithm is implemented in MATLAB environment and the results obtained are presented and discussed.Keywords: comulative distribution function, distributed generation, Monte Carlo
Procedia PDF Downloads 5866890 Nonlinear Equations with n-Dimensional Telegraph Operator Iterated K-Times
Authors: Jessada Tariboon
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In this article, using distribution kernel, we study the nonlinear equations with n-dimensional telegraph operator iterated k-times.Keywords: telegraph operator, elementary solution, distribution kernel, nonlinear equations
Procedia PDF Downloads 4896889 Workload and Task Distribution in Public Healthcare: A Qualitative Explorative Study From Nurse Leaders’ Perceptions
Authors: Jessica Hemberg, Mikaela Miller
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Unreasonable workload and work-related stress can reduce nurse leaders’ job satisfaction and productivity and can increase absence and burnout. Nurse leaders’ workload in public healthcare settings is relatively unresearched. The aim of this study was to investigate nurse leaders’ perceptions of workload and task distribution with relation to leading work tasks in public healthcare. A qualitative explorative design was used. The data material consisted of texts from interviews with nurse leaders in public healthcare (N=8). The method was inspired by content analysis. The COREQ checklist was used. Informed consent was sought from the participants regarding study participation and the storage and handling of data for research purposes. Six main themes were found: Increased and unreasonable workload, Length of work experience as nurse leader affects perception of workload, Number of staff and staff characteristics affect perception of workload, Versatile and flexible task distribution, Working overtime as a way of managing high workload, and Insufficient time for leadership mission. The workload for nurse leaders in a public healthcare setting was perceived to be unreasonable. Common measures for managing high workload included working overtime, delegating work tasks and organizing more staff resources in the form of additional staff. How nurse leaders perceive their workload was linked to both the number of staff and staff characteristics. These should both be considered equally important when determining staff levels and measuring nurse leaders’ workload. Future research should focus on investigating workload and task distribution from nurses’ perspectives.Keywords: nurse leaders, workload, task distribution, public healthcare, qualitative
Procedia PDF Downloads 1076888 Differences in Cognitive Functioning over the Course of Chemotherapy in Patients Suffering from Multiple Myeloma and the Possibility to Predict Their Cognitive State on the Basis of Biological Factors
Authors: Magdalena Bury-Kaminska, Aneta Szudy-Szczyrek, Aleksandra Nowaczynska, Olga Jankowska-Lecka, Marek Hus, Klaudia Kot
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Introduction: The aim of the research was to determine the changes in cognitive functioning in patients with plasma cell myeloma by comparing patients’ state before the treatment and during chemotherapy as well as to determine the biological factors that can be used to predict patients’ cognitive state. Methods: The patients underwent the research procedure twice: before chemotherapy and after 4-6 treatment cycles. A psychological test and measurement of the following biological variables were carried out: TNF-α (tumor necrosis factor), IL-6 (interleukin 6), IL-10 (interleukin 10), BDNF (brain-derived neurotrophic factor). The following research methods were implemented: the Montreal Cognitive Assessment (MoCA), Battery of Tests for Assessing Cognitive Functions PU1, experimental and clinical trials based on the Choynowski’s Memory Scale, Stroop Color-Word Interference Test (SCWT), depression measurement questionnaire. Results: The analysis of the research showed better cognitive functions of patients during chemotherapy in comparison to the phase before it. Moreover, neurotrophin BDNF allows to predict the level of selected cognitive functions (semantic fluency and execution control) already at the diagnosis stage. After 4-6 cycles, it is also possible to draw conclusions concerning the extent of working memory based on the level of BDNF. Cytokine TNF-α allows us to predict the level of letter fluency during anti-cancer treatment. Conclusions: It is possible to presume that BDNF has a protective influence on patients’ cognitive functions and working memory and that cytokine TNF-α co-occurs with a diminished execution control and better material grouping in terms of phonological fluency. Acknowledgment: This work was funded by the National Science Center in Poland [grant no. 2017/27/N/HS6/02057.Keywords: chemobrain, cognitive impairment, non−central nervous system cancers, hematologic diseases
Procedia PDF Downloads 1526887 Determining Best Fitting Distributions for Minimum Flows of Streams in Gediz Basin
Authors: Naci Büyükkaracığan
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Today, the need for water sources is swiftly increasing due to population growth. At the same time, it is known that some regions will face with shortage of water and drought because of the global warming and climate change. In this context, evaluation and analysis of hydrological data such as the observed trends, drought and flood prediction of short term flow has great deal of importance. The most accurate selection probability distribution is important to describe the low flow statistics for the studies related to drought analysis. As in many basins In Turkey, Gediz River basin will be affected enough by the drought and will decrease the amount of used water. The aim of this study is to derive appropriate probability distributions for frequency analysis of annual minimum flows at 6 gauging stations of the Gediz Basin. After applying 10 different probability distributions, six different parameter estimation methods and 3 fitness test, the Pearson 3 distribution and general extreme values distributions were found to give optimal results.Keywords: Gediz Basin, goodness-of-fit tests, minimum flows, probability distribution
Procedia PDF Downloads 2716886 Predicting Returns Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models
Authors: Shay Kee Tan, Kok Haur Ng, Jennifer So-Kuen Chan
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This paper extends the conditional autoregressive range (CARR) model to multivariate CARR (MCARR) model and further to the two-stage MCARR-return model to model and forecast volatilities, correlations and returns of multiple financial assets. The first stage model fits the scaled realised Parkinson volatility measures using individual series and their pairwise sums of indices to the MCARR model to obtain in-sample estimates and forecasts of volatilities for these individual and pairwise sum series. Then covariances are calculated to construct the fitted variance-covariance matrix of returns which are imputed into the stage-two return model to capture the heteroskedasticity of assets’ returns. We investigate different choices of mean functions to describe the volatility dynamics. Empirical applications are based on the Standard and Poor 500, Dow Jones Industrial Average and Dow Jones United States Financial Service Indices. Results show that the stage-one MCARR models using asymmetric mean functions give better in-sample model fits than those based on symmetric mean functions. They also provide better out-of-sample volatility forecasts than those using CARR models based on two robust loss functions with the scaled realised open-to-close volatility measure as the proxy for the unobserved true volatility. We also find that the stage-two return models with constant means and multivariate Student-t errors give better in-sample fits than the Baba, Engle, Kraft, and Kroner type of generalized autoregressive conditional heteroskedasticity (BEKK-GARCH) models. The estimates and forecasts of value-at-risk (VaR) and conditional VaR based on the best MCARR-return models for each asset are provided and tested using Kupiec test to confirm the accuracy of the VaR forecasts.Keywords: range-based volatility, correlation, multivariate CARR-return model, value-at-risk, conditional value-at-risk
Procedia PDF Downloads 996885 3D Modeling of Flow and Sediment Transport in Tanks with the Influence of Cavity
Authors: A. Terfous, Y. Liu, A. Ghenaim, P. A. Garambois
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With increasing urbanization worldwide, it is crucial to sustainably manage sediment flows in urban networks and especially in stormwater detention basins. One key aspect is to propose optimized designs for detention tanks in order to best reduce flood peak flows and in the meantime settle particles. It is, therefore, necessary to understand complex flows patterns and sediment deposition conditions in stormwater detention basins. The aim of this paper is to study flow structure and particle deposition pattern for a given tank geometry in view to control and maximize sediment deposition. Both numerical simulation and experimental works were done to investigate the flow and sediment distribution in a storm tank with a cavity. As it can be indicated, the settle distribution of the particle in a rectangular tank is mainly determined by the flow patterns and the bed shear stress. The flow patterns in a rectangular tank differ with different geometry, entrance flow rate and the water depth. With the changing of flow patterns, the bed shear stress will change respectively, which also play an influence on the particle settling. The accumulation of the particle in the bed changes the conditions at the bottom, which is ignored in the investigations, however it worth much more attention, the influence of the accumulation of the particle on the sedimentation should be important. The approach presented here is based on the resolution of the Reynolds averaged Navier-Stokes equations to account for turbulent effects and also a passive particle transport model. An analysis of particle deposition conditions is presented in this paper in terms of flow velocities and turbulence patterns. Then sediment deposition zones are presented thanks to the modeling with particle tracking method. It is shown that two recirculation zones seem to significantly influence sediment deposition. Due to the possible overestimation of particle trap efficiency with standard wall functions and stick conditions, further investigations seem required for basal boundary conditions based on turbulent kinetic energy and shear stress. These observations are confirmed by experimental investigations processed in the laboratory.Keywords: storm sewers, sediment deposition, numerical simulation, experimental investigation
Procedia PDF Downloads 3286884 Bound State Problems and Functional Differential Geometry
Authors: S. Srednyak
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We study a class of functional partial differential equations(FPDEs). This class is suggested by Quantum Field Theory. We derive general properties of solutions to such equations. In particular, we demonstrate that they lead to systems of coupled integral equations with singular kernels. We show that solutions to such hierarchies can be sought among functions with regular singularities at a countable set of subvarieties of the physical space. We also develop a formal analogy of basic constructions of differential geometry on functional manifolds, as this is necessary for in depth study of FPDEs. We also consider the case of linear overdetermined systems of functional differential equations and show that it can be completely solved in terms of formal solutions of a functional equation that is a functional analogy of a system of determined algebraic equations. This development leads us to formally define the functional analogy of algebraic geometry, which we call functional algebraic geometry. We study basic properties of functional algebraic varieties. In particular, we investigate the case of a formally discrete set of solutions. We also define and study functional analogy of discriminants. In the case of fully determined systems such that the defining functionals have regular singularities, we demonstrate that formal solutions can be sought in the class of functions with regular singularities. This case provides a practical way to apply our results to physics problems.Keywords: functional equations, quantum field theory, holomorphic functions, Yang Mills mass gap problem, quantum chaos
Procedia PDF Downloads 716883 Max-Entropy Feed-Forward Clustering Neural Network
Authors: Xiaohan Bookman, Xiaoyan Zhu
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The outputs of non-linear feed-forward neural network are positive, which could be treated as probability when they are normalized to one. If we take Entropy-Based Principle into consideration, the outputs for each sample could be represented as the distribution of this sample for different clusters. Entropy-Based Principle is the principle with which we could estimate the unknown distribution under some limited conditions. As this paper defines two processes in Feed-Forward Neural Network, our limited condition is the abstracted features of samples which are worked out in the abstraction process. And the final outputs are the probability distribution for different clusters in the clustering process. As Entropy-Based Principle is considered into the feed-forward neural network, a clustering method is born. We have conducted some experiments on six open UCI data sets, comparing with a few baselines and applied purity as the measurement. The results illustrate that our method outperforms all the other baselines that are most popular clustering methods.Keywords: feed-forward neural network, clustering, max-entropy principle, probabilistic models
Procedia PDF Downloads 4366882 Investigation into the Optimum Hydraulic Loading Rate for Selected Filter Media Packed in a Continuous Upflow Filter
Authors: A. Alzeyadi, E. Loffill, R. Alkhaddar
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Continuous upflow filters can combine the nutrient (nitrogen and phosphate) and suspended solid removal in one unit process. The contaminant removal could be achieved chemically or biologically; in both processes the filter removal efficiency depends on the interaction between the packed filter media and the influent. In this paper a residence time distribution (RTD) study was carried out to understand and compare the transfer behaviour of contaminants through a selected filter media packed in a laboratory-scale continuous up flow filter; the selected filter media are limestone and white dolomite. The experimental work was conducted by injecting a tracer (red drain dye tracer –RDD) into the filtration system and then measuring the tracer concentration at the outflow as a function of time; the tracer injection was applied at hydraulic loading rates (HLRs) (3.8 to 15.2 m h-1). The results were analysed according to the cumulative distribution function F(t) to estimate the residence time of the tracer molecules inside the filter media. The mean residence time (MRT) and variance σ2 are two moments of RTD that were calculated to compare the RTD characteristics of limestone with white dolomite. The results showed that the exit-age distribution of the tracer looks better at HLRs (3.8 to 7.6 m h-1) and (3.8 m h-1) for limestone and white dolomite respectively. At these HLRs the cumulative distribution function F(t) revealed that the residence time of the tracer inside the limestone was longer than in the white dolomite; whereas all the tracer took 8 minutes to leave the white dolomite at 3.8 m h-1. On the other hand, the same amount of the tracer took 10 minutes to leave the limestone at the same HLR. In conclusion, the determination of the optimal level of hydraulic loading rate, which achieved the better influent distribution over the filtration system, helps to identify the applicability of the material as filter media. Further work will be applied to examine the efficiency of the limestone and white dolomite for phosphate removal by pumping a phosphate solution into the filter at HLRs (3.8 to 7.6 m h-1).Keywords: filter media, hydraulic loading rate, residence time distribution, tracer
Procedia PDF Downloads 2786881 A Benchtop Experiment to Study Changes in Tracer Distribution in the Subarachnoid Space
Authors: Smruti Mahapatra, Dipankar Biswas, Richard Um, Michael Meggyesy, Riccardo Serra, Noah Gorelick, Steven Marra, Amir Manbachi, Mark G. Luciano
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Intracranial pressure (ICP) is profoundly regulated by the effects of cardiac pulsation and the volume of the incoming blood. Furthermore, these effects on ICP are incremented by the presence of a rigid skull that does not allow for changes in total volume during the cardiac cycle. These factors play a pivotal role in cerebrospinal fluid (CSF) dynamics and distribution, with consequences that are not well understood to this date and that may have a deep effect on the Central Nervous System (CNS) functioning. We designed this study with two specific aims: (a) To study how pulsatility influences local CSF flow, and (b) To study how modulating intracranial pressure affects drug distribution throughout the SAS globally. In order to achieve these aims, we built an elaborate in-vitro model of the SAS closely mimicking the dimensions and flow rates of physiological systems. To modulate intracranial pressure, we used an intracranially implanted, cardiac-gated, volume-oscillating balloon (CADENCE device). Commercially available dye was used to visualize changes in CSF flow. We first implemented two control cases, seeing how the tracer behaves in the presence of pulsations from the brain phantom and the balloon individually. After establishing the controls, we tested 2 cases, having the brain and the balloon pulsate together in sync and out of sync. We then analyzed the distribution area using image processing software. The in-sync case produced a significant increase, 5x times, in the tracer distribution area relative to the out-of-sync case. Assuming that the tracer fluid would mimic blood flow movement, a drug introduced in the SAS with such a system in place would enhance drug distribution and increase the bioavailability of therapeutic drugs to a wider spectrum of brain tissue.Keywords: blood-brain barrier, cardiac-gated, cerebrospinal fluid, drug delivery, neurosurgery
Procedia PDF Downloads 1836880 Managing Configuration Management in Different Types of Organizations
Authors: Dilek Bilgiç
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Configuration Management (CM) is a discipline assuring the consistency between product information the reality all along the product lifecycle. Although the extensive benefits of this discipline, such as the direct impact on increasing return on investment, reducing lifecycle costs, are realized by most organizations. It is worth evaluating that CM functions might be successfully implemented in some organized anarchies. This paper investigates how to manage ambiguity in CM processes as an opportunity within an environment that has different types of complexities and choice arenas. It is not explained how to establish a configuration management organization in a company; more specifically, it is analyzed how to apply configuration management processes when different types of streams exist. From planning to audit, all the CM functions may provide different organization learning opportunities when those applied with the right leadership methods.Keywords: configuration management, leadership, organizational analysis, organized anarchy, cm process, organizational learning, organizational maturity, configuration status accounting, leading innovation, change management
Procedia PDF Downloads 212