Search results for: profit driven model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 17975

Search results for: profit driven model

17165 A Fourier Method for Risk Quantification and Allocation of Credit Portfolios

Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

Abstract:

Herewith we present a Fourier method for credit risk quantification and allocation in the factor-copula model framework. The key insight is that, compared to directly computing the cumulative distribution function of the portfolio loss via Monte Carlo simulation, it is, in fact, more efficient to calculate the transformation of the distribution function in the Fourier domain instead and inverting back to the real domain can be done in just one step and semi-analytically, thanks to the popular COS method (with some adjustments). We also show that the Euler risk allocation problem can be solved in the same way since it can be transformed into the problem of evaluating a conditional cumulative distribution function. Once the conditional or unconditional cumulative distribution function is known, one can easily calculate various risk metrics. The proposed method not only fills the niche in literature, to the best of our knowledge, of accurate numerical methods for risk allocation but may also serve as a much faster alternative to the Monte Carlo simulation method for risk quantification in general. It can cope with various factor-copula model choices, which we demonstrate via examples of a two-factor Gaussian copula and a two-factor Gaussian-t hybrid copula. The fast error convergence is proved mathematically and then verified by numerical experiments, in which Value-at-Risk, Expected Shortfall, and conditional Expected Shortfall are taken as examples of commonly used risk metrics. The calculation speed and accuracy are tested to be significantly superior to the MC simulation for real-sized portfolios. The computational complexity is, by design, primarily driven by the number of factors instead of the number of obligors, as in the case of Monte Carlo simulation. The limitation of this method lies in the "curse of dimension" that is intrinsic to multi-dimensional numerical integration, which, however, can be relaxed with the help of dimension reduction techniques and/or parallel computing, as we will demonstrate in a separate paper. The potential application of this method has a wide range: from credit derivatives pricing to economic capital calculation of the banking book, default risk charge and incremental risk charge computation of the trading book, and even to other risk types than credit risk.

Keywords: credit portfolio, risk allocation, factor copula model, the COS method, Fourier method

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17164 Machine Learning-Driven Prediction of Cardiovascular Diseases: A Supervised Approach

Authors: Thota Sai Prakash, B. Yaswanth, Jhade Bhuvaneswar, Marreddy Divakar Reddy, Shyam Ji Gupta

Abstract:

Across the globe, there are a lot of chronic diseases, and heart disease stands out as one of the most perilous. Sadly, many lives are lost to this condition, even though early intervention could prevent such tragedies. However, identifying heart disease in its initial stages is not easy. To address this challenge, we propose an automated system aimed at predicting the presence of heart disease using advanced techniques. By doing so, we hope to empower individuals with the knowledge needed to take proactive measures against this potentially fatal illness. Our approach towards this problem involves meticulous data preprocessing and the development of predictive models utilizing classification algorithms such as Support Vector Machines (SVM), Decision Tree, and Random Forest. We assess the efficiency of every model based on metrics like accuracy, ensuring that we select the most reliable option. Additionally, we conduct thorough data analysis to reveal the importance of different attributes. Among the models considered, Random Forest emerges as the standout performer with an accuracy rate of 96.04% in our study.

Keywords: support vector machines, decision tree, random forest

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17163 Study of the Protection of Induction Motors

Authors: Bencheikh Abdellah

Abstract:

In this paper, we present a mathematical model dedicated to the simulation breaks bars in a three-phase cage induction motor. This model is based on a mesh circuit representing the rotor cage. The tested simulation allowed us to demonstrate the effectiveness of this model to describe the behavior of the machine in a healthy state, failure.

Keywords: AC motors, squirrel cage, diagnostics, MATLAB, SIMULINK

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17162 Dynamic Model of Heterogeneous Markets with Imperfect Information for the Optimization of Company's Long-Time Strategy

Authors: Oleg Oborin

Abstract:

This paper is dedicated to the development of the model, which can be used to evaluate the effectiveness of long-term corporate strategies and identify the best strategies. The theoretical model of the relatively homogenous product market (such as iron and steel industry, mobile services or road transport) has been developed. In the model, the market consists of a large number of companies with different internal characteristics and objectives. The companies can perform mergers and acquisitions in order to increase their market share. The model allows the simulation of long-time dynamics of the market (for a period longer than 20 years). Therefore, a large number of simulations on random input data was conducted in the framework of the model. After that, the results of the model were compared with the dynamics of real markets, such as the US steel industry from the beginning of the XX century to the present day, and the market of mobile services in Germany for the period between 1990 and 2015.

Keywords: Economic Modelling, Long-Time Strategy, Mergers and Acquisitions, Simulation

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17161 Life Prediction Method of Lithium-Ion Battery Based on Grey Support Vector Machines

Authors: Xiaogang Li, Jieqiong Miao

Abstract:

As for the problem of the grey forecasting model prediction accuracy is low, an improved grey prediction model is put forward. Firstly, use trigonometric function transform the original data sequence in order to improve the smoothness of data , this model called SGM( smoothness of grey prediction model), then combine the improved grey model with support vector machine , and put forward the grey support vector machine model (SGM - SVM).Before the establishment of the model, we use trigonometric functions and accumulation generation operation preprocessing data in order to enhance the smoothness of the data and weaken the randomness of the data, then use support vector machine (SVM) to establish a prediction model for pre-processed data and select model parameters using genetic algorithms to obtain the optimum value of the global search. Finally, restore data through the "regressive generate" operation to get forecasting data. In order to prove that the SGM-SVM model is superior to other models, we select the battery life data from calce. The presented model is used to predict life of battery and the predicted result was compared with that of grey model and support vector machines.For a more intuitive comparison of the three models, this paper presents root mean square error of this three different models .The results show that the effect of grey support vector machine (SGM-SVM) to predict life is optimal, and the root mean square error is only 3.18%. Keywords: grey forecasting model, trigonometric function, support vector machine, genetic algorithms, root mean square error

Keywords: Grey prediction model, trigonometric functions, support vector machines, genetic algorithms, root mean square error

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17160 Simplified 3R2C Building Thermal Network Model: A Case Study

Authors: S. M. Mahbobur Rahman

Abstract:

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

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

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17159 Visible-Light-Driven OVs-BiOCl Nanoplates with Enhanced Photocatalytic Activity toward NO Oxidation

Authors: Jiazhen Liao, Xiaolan Zeng

Abstract:

A series of BiOCl nanoplates with different oxygen vacancies (OVs) concentrations were successfully synthesized via a facile solvothermal method. The concentration of OVs of BiOCl can be tuned by the ratios of water/ethylene glycol. Such nanoplates containing oxygen vacancies served as an efficient visible-light-driven photocatalyst for NO oxidation. Compared with pure BiOCl, the enhanced photocatalytic performance was mainly attributed to the introduction of OVs, which greatly enhanced light absorption, promoted electron transfer, activated oxygen molecules. The present work could provide insights into the understanding of the role of OVs in photocatalysts for reference. Combined with characterization analysis, such as XRD(X-ray diffraction), XPS(X-ray photoelectron spectroscopy), TEM(Transmission Electron Microscopy), PL(Fluorescence Spectroscopy), and DFT (Density Functional Theory) calculations, the effect of vacancies on photoelectrochemical properties of BiOCl photocatalysts are shown. Furthermore, the possible reaction mechanisms of photocatalytic NO oxidation were also revealed. According to the results of in situ DRIFTS ( Diffused Reflectance Infrared Fourier Transform Spectroscopy), various intermediates were produced during different time intervals of NO photodegradation. The possible pathways are summarized below. First, visible light irradiation induces electron-hole pairs on the surface of OV-BOC (BiOCl with oxygen vacancies). Second, photogenerated electrons form superoxide radical with the contacted oxygen. Then, the NO molecules adsorbed on the surface of OV-BOC are attacked by superoxide radical and form nitrate instead of NO₂ (by-products). Oxygen vacancies greatly improve the photocatalytic oxidation activity of NO and effectively inhibit the production of harmful by-products during the oxidation of NO.

Keywords: OVs-BiOCl nanoplate, oxygen vacancies, NO oxidation, photocatalysis

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17158 Maturity Model for Agro-Industrial Logistics

Authors: Erika Tatiana Ruiz, Wilson Adarme Jaimes

Abstract:

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

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

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17157 Starlink Satellite Collision Probability Simulation Based on Simplified Geometry Model

Authors: Toby Li, Julian Zhu

Abstract:

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

Keywords: Starlink, collision probability, debris, geometry model

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17156 Modeling and Validation of Microspheres Generation in the Modified T-Junction Device

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

Abstract:

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

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

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17155 Modeling User Context Using CEAR Diagram

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

Abstract:

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

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

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17154 Spatially Downscaling Land Surface Temperature with a Non-Linear Model

Authors: Kai Liu

Abstract:

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

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

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17153 Future Design and Innovative Economic Models for Futuristic Markets in Developing Countries

Authors: Nessreen Y. Ibrahim

Abstract:

Designing the future according to realistic analytical study for the futuristic market needs can be a milestone strategy to make a huge improvement in developing countries economics. In developing countries, access to high technology and latest science approaches is very limited. The financial problems in low and medium income countries have negative effects on the kind and quality of imported new technologies and application for their markets. Thus, there is a strong need for shifting paradigm thinking in the design process to improve and evolve their development strategy. This paper discusses future possibilities in developing countries, and how they can design their own future according to specific future models FDM (Future Design Models), which established to solve certain economical problems, as well as political and cultural conflicts. FDM is strategic thinking framework provides an improvement in both content and process. The content includes; beliefs, values, mission, purpose, conceptual frameworks, research, and practice, while the process includes; design methodology, design systems, and design managements tools. In this paper the main objective was building an innovative economic model to design a chosen possible futuristic scenario; by understanding the market future needs, analyze real world setting, solve the model questions by future driven design, and finally interpret the results, to discuss to what extent the results can be transferred to the real world. The paper discusses Egypt as a potential case study. Since, Egypt has highly complex economical problems, extra-dynamic political factors, and very rich cultural aspects; we considered Egypt is a very challenging example for applying FDM. The paper results recommended using FDM numerical modeling as a starting point to design the future.

Keywords: developing countries, economic models, future design, possible futures

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17152 A Strategic Partner Evaluation Model for the Project Based Enterprises

Authors: Woosik Jang, Seung H. Han

Abstract:

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

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

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17151 Option Pricing Theory Applied to the Service Sector

Authors: Luke Miller

Abstract:

This paper develops an options pricing methodology to value strategic pricing strategies in the services sector. More specifically, this study provides a unifying taxonomy of current service sector pricing practices, frames these pricing decisions as strategic real options, demonstrates accepted option valuation techniques to assess service sector pricing decisions, and suggests future research areas where pricing decisions and real options overlap. Enhancing revenue in the service sector requires proactive decision making in a world of uncertainty. In an effort to strategically price service products, revenue enhancement necessitates a careful study of the service costs, customer base, competition, legalities, and shared economies with the market. Pricing decisions involve the quality of inputs, manpower, and best practices to maintain superior service. These decisions further hinge on identifying relevant pricing strategies and understanding how these strategies impact a firm’s value. A relatively new area of research applies option pricing theory to investments in real assets and is commonly known as real options. The real options approach is based on the premise that many corporate decisions to invest or divest in assets are simply an option wherein the firm has the right to make an investment without any obligation to act. The decision maker, therefore, has more flexibility and the value of this operating flexibility should be taken into consideration. The real options framework has already been applied to numerous areas including manufacturing, inventory, natural resources, research and development, strategic decisions, technology, and stock valuation. Additionally, numerous surveys have identified a growing need for the real options decision framework within all areas of corporate decision-making. Despite the wide applicability of real options, no study has been carried out linking service sector pricing decisions and real options. This is surprising given the service sector comprises 80% of the US employment and Gross Domestic Product (GDP). Identifying real options as a practical tool to value different service sector pricing strategies is believed to have a significant impact on firm decisions. This paper identifies and discusses four distinct pricing strategies available to the service sector from an options’ perspective: (1) Cost-based profit margin, (2) Increased customer base, (3) Platform pricing, and (4) Buffet pricing. Within each strategy lie several pricing tactics available to the service firm. These tactics can be viewed as options the decision maker has to best manage a strategic position in the market. To demonstrate the effectiveness of including flexibility in the pricing decision, a series of pricing strategies were developed and valued using a real options binomial lattice structure. The options pricing approach discussed in this study allows service firms to directly incorporate market-driven perspectives into the decision process and thus synchronizing service operations with organizational economic goals.

Keywords: option pricing theory, real options, service sector, valuation

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17150 A Super-Efficiency Model for Evaluating Efficiency in the Presence of Time Lag Effect

Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

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

Keywords: DEA, super-efficiency, time lag, multi-periods input

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17149 The Social Model of Disability and Disability Rights: Defending a Conceptual Alignment between the Social Model’s Concept of Disability and the Nature of Rights and Duties

Authors: Adi Goldiner

Abstract:

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

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

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17148 Statistical Classification, Downscaling and Uncertainty Assessment for Global Climate Model Outputs

Authors: Queen Suraajini Rajendran, Sai Hung Cheung

Abstract:

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

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

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17147 A New Fuzzy Fractional Order Model of Transmission of Covid-19 With Quarantine Class

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

Abstract:

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

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

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17146 A New Car-Following Model with Consideration of the Brake Light

Authors: Zhiyuan Tang, Ju Zhang, Wenyuan Wu

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

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

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17145 Collision Avoidance Based on Model Predictive Control for Nonlinear Octocopter Model

Authors: Doğan Yıldız, Aydan Müşerref Erkmen

Abstract:

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

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

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17144 An Alternative Richards’ Growth Model Based on Hyperbolic Sine Function

Authors: Samuel Oluwafemi Oyamakin, Angela Unna Chukwu

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Richrads growth equation being a generalized logistic growth equation was improved upon by introducing an allometric parameter using the hyperbolic sine function. The integral solution to this was called hyperbolic Richards growth model having transformed the solution from deterministic to a stochastic growth model. Its ability in model prediction was compared with the classical Richards growth model an approach which mimicked the natural variability of heights/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using the coefficient of determination (R2), Mean Absolute Error (MAE) and Mean Square Error (MSE) results. The Kolmogorov-Smirnov test and Shapiro-Wilk test was also used to test the behavior of the error term for possible violations. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic Richards nonlinear growth models better than the classical Richards growth model.

Keywords: height, diameter at breast height, DBH, hyperbolic sine function, Pinus caribaea, Richards' growth model

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17143 Fair Value Accounting and Evolution of the Ohlson Model

Authors: Mohamed Zaher Bouaziz

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

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

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17142 A Constitutive Model of Ligaments and Tendons Accounting for Fiber-Matrix Interaction

Authors: Ratchada Sopakayang, Gerhard A. Holzapfel

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

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

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17141 Approach to Study the Workability of Concrete with the Fractal Model

Authors: Achouri Fatima, Chouicha Kaddour

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

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

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17140 Kalman Filter for Bilinear Systems with Application

Authors: Abdullah E. Al-Mazrooei

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

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

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17139 Young People, Well-Being and Risk-Taking: Doing Gender in Relation to Health and Heavy Drinking

Authors: Jukka Torronen

Abstract:

Introduction: Alcohol consumption and health are areas where gender binaries have persisted. By intoxication, men have displayed their masculinity as strong, while matters of health have formed a feminine undertaking. However, in recent years young people’s alcohol consumption has declined and been challenged by competing activities, including the rising health trend. This makes the comparison of young people’s masculinities and femininities in health and heavy drinking an important case to study. Methods: The data consists of semi-structured interviews about alcohol, health, and leisure activities among young people aged between 15 and 19 (N=56). By drawing on Butler’s work on “gender as performative” and Connell’s understanding of gendered identities as “configurations of practices,” the paper analyzes how the interviewees are doing masculinities and femininities in relation to health and heavy drinking, and how their gender performances are dichotomous, naturalized and contested. Results: The interviewees approach health from two perspectives, which are called “social health” and “physical health” approaches. They are both gendered. Especially in the “social health” approach, in which intoxication and risk-taking are used to increase well-being, the interviewees perform stereotypical gender binaries. The interviewees’ gendered performances in the “physical health” approach show more variability and are more reflective and critical. In contrast to intoxication, in relation to which the interviewees perform biologically driven gender binaries, they perform culturally driven genders in relation to health. Conclusions: Health seems to provide for the interviewees a field in which they feel more liberated to perform flexible and alternative genders.

Keywords: young people, decline in drinking, qualitative interviews, gender, health, risk-taking

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17138 Investigation of Different Control Stratgies for UPFC Decoupled Model and the Impact of Location on Control Parameters

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

Abstract:

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

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

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17137 Financial Feasibility of Clean Development Mechanism (CDM) Projects in India

Authors: Renuka H. Deshmukh, Snehal Nifadkar, Anil P. Dongre

Abstract:

The research study aims to analyze the financial performance of the companies associated with CDM projects implemented in India from 2001 to 2014 by calculating net profit with and without CDM revenue. Further the study also highlights the Year-wise and sector-wise lending to CDM projects in India as well as in the state of Maharashtra. The study further aims to examine the year-wise trend of Certified Emission Reductions (CER) issued by the CDM projects implemented in Maharashtra from 2001-2014. The study as well analyses the responses of selected corporate with respect to the challenges in implementing and obtaining finance from commercial banks.

Keywords: adaptation costs, internal rate of return, mitigation, vulnerability, CER

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17136 Different Stages for the Creation of Electric Arc Plasma through Slow Rate Current Injection to Single Exploding Wire, by Simulation and Experiment

Authors: Ali Kadivar, Kaveh Niayesh

Abstract:

This work simulates the voltage drop and resistance of the explosion of copper wires of diameters 25, 40, and 100 µm surrounded by 1 bar nitrogen exposed to a 150 A current and before plasma formation. The absorption of electrical energy in an exploding wire is greatly diminished when the plasma is formed. This study shows the importance of considering radiation and heat conductivity in the accuracy of the circuit simulations. The radiation of the dense plasma formed on the wire surface is modeled with the Net Emission Coefficient (NEC) and is mixed with heat conductivity through PLASIMO® software. A time-transient code for analyzing wire explosions driven by a slow current rise rate is developed. It solves a circuit equation coupled with one-dimensional (1D) equations for the copper electrical conductivity as a function of its physical state and Net Emission Coefficient (NEC) radiation. At first, an initial voltage drop over the copper wire, current, and temperature distribution at the time of expansion is derived. The experiments have demonstrated that wires remain rather uniform lengthwise during the explosion and can be simulated utilizing 1D simulations. Data from the first stage are then used as the initial conditions of the second stage, in which a simplified 1D model for high-Mach-number flows is adopted to describe the expansion of the core. The current was carried by the vaporized wire material before it was dispersed in nitrogen by the shock wave. In the third stage, using a three-dimensional model of the test bench, the streamer threshold is estimated. Electrical breakdown voltage is calculated without solving a full-blown plasma model by integrating Townsend growth coefficients (TdGC) along electric field lines. BOLSIG⁺ and LAPLACE databases are used to calculate the TdGC at different mixture ratios of nitrogen/copper vapor. The simulations show both radiation and heat conductivity should be considered for an adequate description of wire resistance, and gaseous discharges start at lower voltages than expected due to ultraviolet radiation and the exploding shocks, which may have ionized the nitrogen.

Keywords: exploding wire, Townsend breakdown mechanism, streamer, metal vapor, shock waves

Procedia PDF Downloads 78