Search results for: generalized autoregressive conditional heteroskedasticity model

Authors: Abdulrazzak Akroot, Lutfu Namli

Abstract:

Solid oxide fuel cells (SOFCs) are one of the most promising technologies since they can produce electricity directly from fuel and generate a lot of waste heat that is generally used in the gas turbines to promote the general performance of the thermal power plant. In this study, the energy, and exergy analysis of a solid oxide fuel cell/gas turbine hybrid system was proceed in MATLAB to examine the performance characteristics of the hybrid system in two different configurations: anode-supported model and electrolyte-supported model. The obtained results indicate that if the fuel utilization factor reduces from 0.85 to 0.65, the overall efficiency decreases from 64.61 to 59.27% for the anode-supported model whereas it reduces from 58.3 to 56.4% for the electrolyte-supported model. Besides, the overall exergy reduces from 53.86 to 44.06% for the anode-supported model whereas it reduces from 39.96 to 33.94% for the electrolyte-supported model. Furthermore, increasing the air utilization factor has a negative impact on the electrical power output and the efficiencies of the overall system due to the reduction in the O₂ concentration at the cathode-electrolyte interface.

Keywords: solid oxide fuel cell, anode-supported model, electrolyte-supported model, energy analysis, exergy analysis

Procedia PDF Downloads 149

Authors: B. Bahloul, K. Babesse, A. Dkhira, Y. Bahloul, L. Amirouche

Abstract:

Structural and electronic properties of the rock-salt BaxSr1−xS are calculated using the first-principles calculations based on the density functional theory (DFT) within the generalized gradient approximation (GGA), the local density approximation (LDA) and the virtual-crystal approximation (VCA). The calculated lattice parameters at equilibrium volume for x=0 and x=1 are in good agreement with the literature data. The BaxSr1−xS alloys are found to be an indirect band gap semiconductor. Moreoever, for the composition (x) ranging between [0-1], we think that our results are well discussed and well predicted.

Keywords: semiconductor, Ab initio calculations, rocksalt, band structure, BaxSr1−xS

Procedia PDF Downloads 389

Authors: Mustapha Kamel Mihoubi, Hocine Dahmani

Abstract:

The purpose of work is to study the phenomenon of agitation of storm waves at basin caused by different directions of waves relative to the current provision thrown numerical model based on the equation in shallow water using Boussinesq model MIKE 21 BW. According to the diminishing effect of penetration of a wave optimal solution will be available to be reproduced in reduced model. Another alternative arrangement throws will be proposed to reduce the agitation and the effects of the swell reflection caused by the penetration of waves in the harbor.

Keywords: agitation, Boussinesq equations, combination, harbor

Procedia PDF Downloads 382

Authors: Matthew Perkins-McVey

Abstract:

The pharmacological arm of mental health treatment is in a state of crisis. The promises of the Prozac century have fallen short; the number of different therapeutically significant medications that successfully complete development shrinks with every passing year, and the demand for better treatments only grows. Answering these hardships is a renewed optimism concerning the efficacy of controlled psychedelic therapy, a renaissance that has seen the return of a familiar concept: intoxication as a model psychosis. First appearing in the mid-19th century and featuring in an array of 20th century efforts in psychedelic research, model psychosis has, once more, come to the foreground of psychedelic research. And yet, little has been made of where this peculiar, perhaps even intoxicatingly mad, the idea originates. This paper seeks to uncover the conceptual foundations underlying the early emergence of model psychosis. This narrative will explore the conceptual foundations behind their independent development of the concept of model psychosis, considering their similarities and differences. In the course of this examination, it becomes apparent that the definition of endogenous psychosis, which formed in the mid-19th century, is the direct product of emerging understandings of exogenous psychosis, or model psychosis. Ultimately, the goal is not merely to understand how and why model psychosis became thinkable but to examine how seemingly secondary concept changes can engender new ways of being a psychiatric subject.

Keywords: history of psychiatry, model psychosis, history of medicine, history of science

Procedia PDF Downloads 81

Authors: Jang kyun Cho, Jeong-dong Lee

Abstract:

The advent of the Internet, mobile communications, and social network services has stimulated social interactions among consumers, allowing people to affect one another’s innovation adoptions by exchanging information more frequently and more quickly. Previous diffusion models, such as the Bass model, however, face limitations in reflecting such recent phenomena in society. These models are weak in their ability to model interactions between agents; they model aggregated-level behaviors only. The agent based model, which is an alternative to the aggregate model, is good for individual modeling, but it is still not based on an economic perspective of social interactions so far. This study assumes the presence of social utility from other consumers in the adoption of innovation and investigates the effect of individual interactions on innovation diffusion by developing a new model called the interaction-based diffusion model. By comparing this model with previous diffusion models, the study also examines how the proposed model explains innovation diffusion from the perspective of economics. In addition, the study recommends the use of a small-world network topology instead of cellular automata to describe innovation diffusion. This study develops a model based on individual preference and heterogeneous social interactions using utility specification, which is expandable and, thus, able to encompass various issues in diffusion research, such as reservation price. Furthermore, the study proposes a new framework to forecast aggregated-level market demand from individual level modeling. The model also exhibits a good fit to real market data. It is expected that the study will contribute to our understanding of the innovation diffusion process through its microeconomic theoretical approach.

Keywords: innovation diffusion, agent based model, small-world network, demand forecasting

Procedia PDF Downloads 337

Authors: Javaid Ahmad Dar, Mohammad Asif

Abstract:

The present study investigates the long-run impact of financial development, energy consumption and economic growth on greenhouse gas emissions for India, in presence of endogenous structural breaks, over a period of 1971-2013. Autoregressive distributed lag bounds testing procedure and Hatemi-J threshold cointegration technique have been used to test the variables for cointegration. ARDL bounds test did not confirm any cointegrating relationship between the variables. The threshold cointegration test establishes the presence of long-run impact of financial development, energy use and economic growth on greenhouse gas emissions in India. The results reveal that the long-run relationship between the variables has witnessed two regime shifts, in 1978 and 2002. The empirical evidence shows that financial sector development and energy consumption in India degrade environment. Unlike previous studies, this paper finds no statistical evidence of long-run relationship between economic growth and environmental deterioration. The study also challenges the existence of environmental Kuznets curve in India.

Keywords: cointegration, financial development, global warming, greenhouse gas emissions, regime shift, unit root

Procedia PDF Downloads 374

Authors: Dorota Miroslaw-Swiatek, Mateusz Grygoruk, Sylwia Szporak

Abstract:

We applied a two-dimensional surface water flow model with irregular wet boundaries. In this model, flow equations are in the form of a 2-D, non-linear diffusion equations which allows to account spatial variations in flow resistance and topography. Calculation domain to simulate the flow pattern in the floodplain is congruent with a Digital Elevation Model (DEM) grid. The rate and direction of sheet flow in wetlands is affected by vegetation type and density, therefore the developed model take into account spatial distribution vegetation resistance to the water flow. The model was tested in a part of the Biebrza Valley, of an outstanding heterogeneity in the elevation and flow resistance distributions due to various ecohydrological conditions and management measures. In our approach we used the highest-possible quality of the DEM in order to obtain hydraulic slopes and vegetation distribution parameters for the modelling. The DEM was created from the cloud of points measured in the LiDAR technology. The LiDAR reflects both the land surface as well as all objects on top of it such as vegetation. Depending on the density of vegetation cover the ability of laser penetration is variable. Therefore to obtain accurate land surface model the “vegetation effect” was corrected using data collected in the field (mostly the vegetation height) and satellite imagery such as Ikonos (to distinguish different vegetation types of the floodplain and represent them spatially). Model simulation was performed for the spring thaw flood in 2009.

Keywords: floodplain flow, Biebrza valley, model simulation, 2D surface flow model

Procedia PDF Downloads 496

Authors: Young-Hyun Seo, Hyunwoo Park, Dong-Kyu Kim, Seung-Young Kho

Abstract:

The purpose of this study is providing an improved mode choice model considering parameters including age grouping of prime-aged and old age. In this study, 2010 Household Travel Survey data were used and improper samples were removed through the analysis. Chosen alternative, date of birth, mode, origin code, destination code, departure time, and arrival time are considered from Household Travel Survey. By preprocessing data, travel time, travel cost, mode, and ratio of people aged 45 to 55 years, 55 to 65 years and over 65 years were calculated. After the manipulation, the mode choice model was constructed using LIMDEP by maximum likelihood estimation. A significance test was conducted for nine parameters, three age groups for three modes. Then the test was conducted again for the mode choice model with significant parameters, travel cost variable and travel time variable. As a result of the model estimation, as the age increases, the preference for the car decreases and the preference for the bus increases. This study is meaningful in that the individual and households characteristics are applied to the aggregate model.

Keywords: age grouping, aging, mode choice model, multinomial logit model

Procedia PDF Downloads 318

Authors: Li Xiaoge, Wang Chaodong

Abstract:

We introduce the first Chinese Coreference Resolution Model based on BERT (CCRM-BERT) and show that it significantly outperforms all previous work. The key idea is to consider the features of the mention, such as part of speech, width of spans, distance between spans, etc. And the influence of each features on the model is analyzed. The model computes mention embeddings that combine BERT with features. Compared to the existing state-of-the-art span-ranking approach, our model significantly improves accuracy on the Chinese OntoNotes benchmark.

Keywords: BERT, coreference resolution, deep learning, nature language processing

Procedia PDF Downloads 205

Authors: Babak Bashari Rad

Abstract:

A metamorphic computer virus uses different code transformation techniques to mutate its body in duplicated instances. Characteristics and function of new instances are mostly similar to their parents, but they cannot be easily detected by the majority of antivirus in market, as they depend on string signature-based detection techniques. The purpose of this research is to propose a Hidden Markov Model for classification of metamorphic viruses in executable files. In the proposed solution, portable executable files are inspected to extract the instructions opcodes needed for the examination of code. A Hidden Markov Model trained on portable executable files is employed to classify the metamorphic viruses of the same family. The proposed model is able to generate and recognize common statistical features of mutated code. The model has been evaluated by examining the model on a test data set. The performance of the model has been practically tested and evaluated based on False Positive Rate, Detection Rate and Overall Accuracy. The result showed an acceptable performance with high average of 99.7% Detection Rate.

Keywords: malware classification, computer virus classification, metamorphic virus, metamorphic malware, Hidden Markov Model

Procedia PDF Downloads 311

Authors: Heung Sun Yoon, Jong Tae Kim

Abstract:

In this paper, we present an activity diagram model for double-loop control self-adaptive braking system. Since activity diagram helps to improve visibility of self-adaption, we can easily find where improvement is needed on double-loop control. Double-loop control is adopted since the design conditions and actual conditions can be different. The system is reconfigured in runtime by using double-loop control. We simulated to verify and validate our model by using MATLAB. We compared single-loop control model with double-loop control model. Simulation results show that double-loop control provides more consistent brake power control than single-loop control.

Keywords: activity diagram, automotive, braking system, double-loop, self-adaptive, UML, vehicle

Procedia PDF Downloads 407

Authors: Ahmad Zaini, F. Muhammad Reza Hadafi, Surya Sumpeno, Muhtadin, Mochamad Hariadi

Abstract:

The lack of information about museum’s collection reduces the number of visits of museum. Museum’s revitalization is an urgent activity to increase the number of visits. The research's roadmap is building a web-based application that visualizes museum in the virtual form including museum's statue reconstruction in the form of 3D. This paper describes implementation of three-dimensional model reconstruction method based on light-strip pattern on the museum statue using 3D scanner. Noise removal, alignment, meshing and refinement model's processes is implemented to get a better 3D object reconstruction. Model’s texture derives from surface texture mapping between object's images with reconstructed 3D model. Accuracy test of dimension of the model is measured by calculating relative error of virtual model dimension compared against the original object. The result is realistic three-dimensional model textured with relative error around 4.3% to 5.8%.

Keywords: 3D reconstruction, light pattern structure, texture mapping, museum

Procedia PDF Downloads 458

Authors: Shruti Chopra, Vikas Rao Vadi

Abstract:

In the era of the digital world, the Internet of Things (IoT) has been receiving significant attention. Its ubiquitous connectivity between humans, machines to machines (M2M) and machines to humans provides it a potential to transform the society and establish an ecosystem to serve new dimensions to the economy of the country. Thereby, this study has attempted to identify the challenges that seem prevalent in IoT adoption in India through the literature survey. Further, the data has been collected by taking the opinions of experts to conduct the foresight analysis and it has been analyzed with the help of scenario planning process – Micmac, Mactor, Multipol, and Smic-Prob. As a methodology, the study has identified the relationship between variables through variable analysis using Micmac and actor analysis using Mactor, this paper has attempted to generate the entire field of possibilities in terms of hypotheses and construct various scenarios through Multipol. And lastly, the findings of the study include final scenarios that are selected using Smic-Prob by assigning the probability to all the scenarios (including the conditional probability). This study may help the practitioners and policymakers to remove the obstacles to successfully implement the IoT in India.

Keywords: Internet of Thing (IoT), foresight analysis, scenario planning, challenges, policymaking

Procedia PDF Downloads 145

Authors: Mengke Zhan, Cheng-Gang Xie, Jian-Jun Shu

Abstract:

A venturi flowmeter is a common device used in multiphase flow rate measurement in the upstream oil and gas industry. Having a robust computational model for multiphase flow in a venturi is desirable for understanding the gas-liquid and fluid-pipe interactions and predicting pressure and phase distributions under various flow conditions. A steady Eulerian-Eulerian framework is used to simulate upward gas-liquid flow in a vertical venturi. The simulation results are compared with experimental measurements of venturi differential pressure and chord-averaged gas holdup in the venturi throat section. The choice of turbulence model is nontrivial in the multiphase flow modelling in a venturi. The performance cross-comparison of the k-ϵ model, Reynolds stress model (RSM) and shear-stress transport (SST) k-ω turbulence model is made in the study. In terms of accuracy and computational cost, the SST k-ω turbulence model is observed to be the most efficient.

Keywords: computational fluid dynamics (CFD), gas-liquid flow, turbulence modelling, venturi

Procedia PDF Downloads 168

Authors: Kyeong Hoon Park, Taiji Mazuda

Abstract:

High damping rubber (HDR) bearings are dissipating devices mainly used in seismic isolation systems and have a great damping performance. Although many studies have been conducted on the dynamic model of HDR bearings, few models can reflect phenomena such as dependency of experienced shear strain on initial history. In order to develop a model that can represent the dependency of experienced shear strain of HDR by Mullins effect, dynamic loading test was conducted using HDR specimen. The reaction of HDR was measured by applying a horizontal vibration using a hybrid actuator under a constant vertical load. Dynamic program analysis was also performed after dynamic loading test. The dynamic model applied in program analysis is a bilinear type double-target model. This model is modified from typical bilinear model. This model can express the nonlinear characteristics related to the initial history of HDR bearings. Based on the dynamic loading test and program analysis results, equivalent stiffness and equivalent damping ratio were calculated to evaluate the mechanical properties of HDR and the feasibility of the bilinear type double-target model was examined.

Keywords: base-isolation, bilinear model, high damping rubber, loading test

Procedia PDF Downloads 118

Authors: Anurag Savarnya

Abstract:

The reliability of the various parts of electric mining shovel has been assessed through the application of Weibull Model. The study was initiated to find reliability of components of electric mining shovel. The paper aims to optimize the reliability of components and increase the life cycle of component. A multilevel decomposition of the electric mining shovel was done and maintenance records were used to evaluate the failure data and appropriate system characterization was done to model the system in terms of reasonable number of components. The approach used develops a mathematical model to assess the reliability of the electric mining shovel components. The model can be used to predict reliability of components of the hydraulic mining shovel and system performance. Reliability is an inherent attribute to a system. When the life-cycle costs of a system are being analyzed, reliability plays an important role as a major driver of these costs and has considerable influence on system performance. It is an iterative process that begins with specification of reliability goals consistent with cost and performance objectives. The data were collected from an Indian open cast coal mine and the reliability of various components of the electric mining shovel has been assessed by following a Weibull Model.

Keywords: reliability, Weibull model, electric mining shovel

Procedia PDF Downloads 506

Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

Abstract:

A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.

Keywords: forecasting model, steel demand uncertainty, hierarchical Bayesian framework, exponential smoothing method

Procedia PDF Downloads 346

Authors: Soroor K. H. Al-Khafaji, Manal Mohammad Abed

Abstract:

The research aim of this paper is to evaluate the reliability of a complex engineering system and to design a fuzzy model for the reliability estimation. The designed model has been applied on Vegetable Oil Purification System (neutralization system) to help the specialist user based on the concept of FMEA (Failure Mode and Effect Analysis) to estimate the reliability of the repairable system at the vegetable oil industry. The fuzzy model has been used to predict the system reliability for a future time period, depending on a historical database for the two past years. The model can help to specify the system malfunctions and to predict its reliability during a future period in more accurate and reasonable results compared with the results obtained by the traditional method of reliability estimation.

Keywords: fuzzy logic, reliability, repairable systems, FMEA

Procedia PDF Downloads 609

Authors: Kuan-Chou Chen

Abstract:

This paper will demonstrate a simulation model of an information security system by using the systems dynamic approach. The relationships in the system model are designed to be simple and functional and do not necessarily represent any particular information security environments. The purpose of the paper aims to develop a generic system dynamic information security system model with implications on information security research. The interrelated and interdependent relationships of five primary sectors in the system dynamic model will be presented in this paper. The integrated information security systems model will include (1) information security characteristics, (2) users, (3) technology, (4) business functions, and (5) policy and management. Environments, attacks, government and social culture will be defined as the external sector. The interactions within each of these sectors will be depicted by system loop map as well. The proposed system dynamic model will not only provide a conceptual framework for information security analysts and designers but also allow information security managers to remove the incongruity between the management of risk incidents and the management of knowledge and further support information security managers and decision makers the foundation for managerial actions and policy decisions.

Keywords: system thinking, information security systems, security management, simulation

Procedia PDF Downloads 421

Authors: Larry O. Awo, George N. Duru

Abstract:

There is growing public and mental health concerns over the availability of gambling platforms and shops in Nigeria and the high level of youth involvement in gambling. Early theorizing maintained that gambling involvement driven by the quest for resource gains. However, evidences show that the economic model of gambling tend to explain the involvement of the gambling business owners (sport lottery operators: SLOs) as most gamblers lose more than they win. This loss, according to the law of effect, ought to discourage decisions to gamble. However, the quest to recover loses has often initiated and prolonged gambling sessions. Therefore, the need to investigate mental contemplations (such as counterfactual reasoning (upward versus downward) of what “would, should, or could” have been, and feeling of the illusion of control; IOC) over gambling outcome as risk or protective factors in gambling decisions became pertinent. The present study sought to understand the differential contributions and conditional effects of upward versus downward counterfactual reasoning as pathways through which the association between IOC and gambling decision of Nigerian youths (N = 120, mean age = 18.05, SD = 3.81) could be explained. The study adopted a randomized group design, and data were obtained by means of stimulus material (the Gambling Episode; GE) and self-report measures of IOC and Gambling Decision. One-way analysis of variance (ANOVA) result showed that participants in the upward counterfactual reasoning group (M = 22.08) differed from their colleagues in the downward counterfactual reasoning group (M = 17.33) on the decision to gamble, and this difference was significant [F(1,112) = 23, P < .01]. HAYES PROCESS macro moderation analysis results showed that 1) IOC and upward counterfactual reasoning were positively associated with the decision to gamble (B = 14.21, t = 6.10, p < .01 and B = 7.22, t = 2.07, p < .01), 3) upward counterfactual reasoning did not moderate the association between IOC and gambling decision (p > .05), and 4) downward counterfactual reasoning negatively moderated the association between IOC and gambling decision (B = 07, t = 2.18, p < .05) such that the association was strong at a low level of downward counterfactual, but wane at high levels of downward counterfactual reasoning. The implication of these findings are that IOC and upward counterfactual reasoning were risk factors and promote gambling behavior, while downward counterfactual reasoning protects individuals from gambling activities. Thus, it is concluded that downward counterfactual reasoning strategies should be included in gambling therapy and treatment packages as it could diminish feelings of both IOC and negative feelings of missed positive outcomes and the urge to gamble.

Keywords: counterfactual reasoning, gambling cognition, gambling decision, nigeria, youths

Procedia PDF Downloads 101

Authors: Semih Sözer

Abstract:

One of the most common issues in economic systems is understanding characteristics of economic activities in cities and regions. Although there are critics to economic base models in conceptual and empirical aspects, these models are useful tools to examining the economic structure of a nation, regions or cities. This paper uses one of the methodologies of economic base models namely the location quotients model. Data for this model includes employment numbers of provinces and NUTS II regions in Turkey. Time series of data covers the years of 1990, 2000, 2003, and 2009. Aim of this study is finding which sectors are export-base and which sectors are import-base in provinces and regions. Model results show that big provinces or powerful regions (population, size etc.) mostly have basic sectors in their economic system. However, interesting facts came from different sectors in different provinces and regions in the model results.

Keywords: economic base, location quotients model, regional economics, regional development

Procedia PDF Downloads 420

Authors: Albert Gyamfi

Abstract:

Cocoa plays critical role in the socio-economic development of Ghana. Meanwhile, smallholder farmers most of whom are illiterate dominate the industry. According to the cocoa-based agricultural knowledge and information system (AKIS) model knowledge is created and transferred to the industry between three key actors: cocoa researchers, extension experts, and cocoa farmers. Dwelling on the SECI model, the media richness theory (MRT), and the AKIS model, a conceptual model of web 2.0-based AKIS model (AKIS 2.0) is developed and used to assess the possible effects of social media usage for knowledge creation in the Ghanaian cocoa industry. A mixed method approach with a survey questionnaire was employed, and a second-order multi-group structural equation model (SEM) was used to analyze the data. The study concludes that the use of web 2.0 applications for knowledge creation would lead to sustainable interactions among the key knowledge actors for effective knowledge creation in the cocoa industry in Ghana.

Keywords: agriculture, cocoa, knowledge, media, web 2.0

Procedia PDF Downloads 327

Authors: Subhadip Biswas, Shivendra Maurya, Satish Chandra, Indrajit Ghosh

Abstract:

Developing speed model is a challenging task particularly under mixed traffic condition where the traffic composition plays a significant role in determining vehicular speed. The present research has been conducted to model individual vehicular speed in the context of mixed traffic on an urban arterial. Traffic speed and volume data have been collected from three midblock arterial road sections in New Delhi. Using the field data, a volume based speed prediction model has been developed adopting the methodology of Artificial Neural Network (ANN). The model developed in this work is capable of estimating speed for individual vehicle category. Validation results show a great deal of agreement between the observed speeds and the predicted values by the model developed. Also, it has been observed that the ANN based model performs better compared to other existing models in terms of accuracy. Finally, the sensitivity analysis has been performed utilizing the model in order to examine the effects of traffic volume and its composition on individual speeds.

Keywords: speed model, artificial neural network, arterial, mixed traffic

Procedia PDF Downloads 382

Authors: Pratibha, Jyoti Kori

Abstract:

Particles in industry, harvesting, coal mines, etc. may not necessarily be spherical in shape. In general, it is difficult to find perfectly spherical particle. The prediction of movement and deposition of non spherical particle in distinct airway generation is much more difficult as compared to spherical particles. Moreover, there is extensive inflexibility in deposition between ducts of a particular generation and inside every alveolar duct since particle concentrations can be much bigger than the mean acinar concentration. Consequently, a large number of particles fail to be exhaled during expiration. This study presents a mathematical model for the movement and deposition of those non-spherical particles by using particle aspect ratio and shape factor. We analyse the pulsatile behavior underneath sinusoidal wall oscillation due to periodic breathing condition through a non-Darcian porous medium or inside pulmonary region. Since the fluid is viscous and Newtonian, the generalized Navier-Stokes equation in two-dimensional coordinate system (r, z) is used with boundary-layer theory. Results are obtained for various values of Reynolds number, Womersley number, Forchsheimer number, particle aspect ratio and shape factor. Numerical computation is done by using finite difference scheme for very fine mesh in MATLAB. It is found that the overall air velocity is significantly increased by changes in aerodynamic diameter, aspect ratio, alveoli size, Reynolds number and the pulse rate; while velocity is decreased by increasing Forchheimer number.

Keywords: deposition, interstitial lung diseases, non-Darcian medium, numerical simulation, shape factor

Procedia PDF Downloads 181

Authors: K. A. Adepoju, O. I. Shittu, A. U. Chukwu

Abstract:

In this paper, a new four-parameter generalized version of the Fisher Snedecor distribution called Beta- F distribution is introduced. The comprehensive account of the statistical properties of the new distributions was considered. Formal expressions for the cumulative density function, moments, moment generating function and maximum likelihood estimation, as well as its Fisher information, were obtained. The flexibility of this distribution as well as its robustness using cancer remission time data was demonstrated. The new distribution can be used in most applications where the assumption underlying the use of other lifetime distributions is violated.

Keywords: fisher-snedecor distribution, beta-f distribution, outlier, maximum likelihood method

Procedia PDF Downloads 343

Authors: Anderson Ngowa Chembe, John Olukuru

Abstract:

Greenhouse emissions by human activities are known to irreversibly increase global temperatures through the greenhouse effect. This study seeks to propose a mortality model with sensitivity to heat-change effects as one of the underlying parameters in the model. As such, the study sought to establish the relationship between greenhouse emissions and mortality indices in five OECD countries (USA, UK, Japan, Canada & Germany). Upon the establishment of the relationship using correlation analysis, an additional parameter that accounts for the sensitivity of heat-changes to mortality rates was incorporated in the Lee-Carter model. Based on the proposed model, new parameter estimates were calculated using iterative algorithms for optimization. Finally, the goodness of fit for the original Lee-Carter model and the proposed model were compared using deviance comparison. The proposed model provides a better fit to mortality rates especially in USA, UK and Germany where the mortality indices have a strong positive correlation with the level of greenhouse emissions. The results of this study are of particular importance to actuaries, demographers and climate-risk experts who seek to use better mortality-modeling techniques in the wake of heat effects caused by increased greenhouse emissions.

Keywords: climate risk, greenhouse emissions, Lee-Carter model, OECD

Procedia PDF Downloads 337

Authors: Ibrahim A. Aref, Tarek El-Mihoub, Khadiga Ben Musa

Abstract:

This paper presents Carrier Sense Multiple Access (CSMA) communication model based on SoC design methodology. Such model can be used to support the modelling of the complex wireless communication systems, therefore use of such communication model is an important technique in the construction of high performance communication. SystemC has been chosen because it provides a homogeneous design flow for complex designs (i.e. SoC and IP based design). We use a swarm system to validate CSMA designed model and to show how advantages of incorporating communication early in the design process. The wireless communication created through the modeling of CSMA protocol that can be used to achieve communication between all the agents and to coordinate access to the shared medium (channel).

Keywords: systemC, modelling, simulation, CSMA

Procedia PDF Downloads 419

Authors: Vinayaka Gude Divya Sampath

Abstract:

The research introduces an integrated prediction model to assess the susceptibility of roads in a future flooding event. The model consists of deep learning algorithm for forecasting gauge height data and Flood Inundation Mapper (FIM) for spatial flooding. An optimal architecture for Long short-term memory network (LSTM) was identified for the gauge located on Tangipahoa River at Robert, LA. Dropout was applied to the model to evaluate the uncertainty associated with the predictions. The estimates are then used along with FIM to identify the spatial flooding. Further geoprocessing in ArcGIS provides the susceptibility values for different roads. The model was validated based on the devastating flood of August 2016. The paper discusses the challenges for generalization the methodology for other locations and also for various types of flooding. The developed model can be used by the transportation department and other emergency response organizations for effective disaster management.

Keywords: deep learning, disaster management, flood prediction, urban flooding

Procedia PDF Downloads 139

Authors: Alexander Marx

Abstract:

Measuring and mitigating market risk is essential for the stability of enterprises, especially for major banking corporations and investment bank firms. To employ these risk measurement and mitigation processes, the Value at Risk (VaR) is the most commonly used risk metric by practitioners. In the past years, we have seen significant weaknesses in the predictive performance of the VaR in times of financial market crisis. To address this issue, the purpose of this study is to investigate the value-at-risk (VaR) estimation models and their predictive performance by applying a series of backtesting methods on the stock market indices of the G7 countries (Canada, France, Germany, Italy, Japan, UK, US, Europe). The study employs parametric, non-parametric, and semi-parametric VaR estimation models and is conducted during three different periods which cover the most recent financial market crisis: the overall period (2006–2022), the global financial crisis period (2008–2009), and COVID-19 period (2020–2022). Since the regulatory authorities have introduced and mandated the Conditional Value at Risk (Expected Shortfall) as an additional regulatory risk management metric, the study will analyze and compare both risk metrics on their predictive performance.

Keywords: value at risk, financial market risk, banking, quantitative risk management

Procedia PDF Downloads 90

Authors: Oscar Javier Herrera Ochoa, Ivan Dario Romero Fonseca

Abstract:

This paper presents a design of a model for planning the distribution logistics operation. The significance of this work relies on the applicability of this fact to the analysis of small and medium enterprises (SMEs) of dry freight in Bogotá. Two stages constitute this implementation: the first one is the place where optimal planning is achieved through a hybrid model developed with mixed integer programming, which considers the transhipment operation based on a combined load allocation model as a classic transshipment model; the second one is the specific routing of that operation through the heuristics of Clark and Wright. As a result, an integral model is obtained to carry out the step by step planning of the distribution of dry freight for SMEs in Bogotá. In this manner, optimum assignments are established by utilizing transshipment centers with that purpose of determining the specific routing based on the shortest distance traveled.

Keywords: transshipment model, mixed integer programming, saving algorithm, dry freight transportation

Procedia PDF Downloads 220