Search results for: random intercepts model
17387 Location Quotients Model in Turkey’s Provinces and Nuts II Regions
Authors: Semih Sözer
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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 42417386 Media Richness Perspective on Web 2.0 Usage for Knowledge Creation: The Case of the Cocoa Industry in Ghana
Authors: Albert Gyamfi
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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 33317385 Artificial Neural Network Based Approach for Estimation of Individual Vehicle Speed under Mixed Traffic Condition
Authors: Subhadip Biswas, Shivendra Maurya, Satish Chandra, Indrajit Ghosh
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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 38817384 A Review of Different Studies on Hidden Markov Models for Multi-Temporal Satellite Images: Stationarity and Non-Stationarity Issues
Authors: Ali Ben Abbes, Imed Riadh Farah
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Due to the considerable advances in Multi-Temporal Satellite Images (MTSI), remote sensing application became more accurate. Recently, many advances in modeling MTSI are developed using various models. The purpose of this article is to present an overview of studies using Hidden Markov Model (HMM). First of all, we provide a background of using HMM and their applications in this context. A comparison of the different works is discussed, and possible areas and challenges are highlighted. Secondly, we discussed the difference on vegetation monitoring as well as urban growth. Nevertheless, most research efforts have been used only stationary data. From another point of view, in this paper, we describe a new non-stationarity HMM, that is defined with a set of parts of the time series e.g. seasonal, trend and random. In addition, a new approach giving more accurate results and improve the applicability of the HMM in modeling a non-stationary data series. In order to assess the performance of the HMM, different experiments are carried out using Moderate Resolution Imaging Spectroradiometer (MODIS) NDVI time series of the northwestern region of Tunisia and Landsat time series of tres Cantos-Madrid in Spain.Keywords: multi-temporal satellite image, HMM , nonstationarity, vegetation, urban
Procedia PDF Downloads 35417383 The French Ekang Ethnographic Dictionary. The Quantum Approach
Authors: Henda Gnakate Biba, Ndassa Mouafon Issa
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Dictionaries modeled on the Western model [tonic accent languages] are not suitable and do not account for tonal languages phonologically, which is why the [prosodic and phonological] ethnographic dictionary was designed. It is a glossary that expresses the tones and the rhythm of words. It recreates exactly the speaking or singing of a tonal language, and allows the non-speaker of this language to pronounce the words as if they were a native. It is a dictionary adapted to tonal languages. It was built from ethnomusicological theorems and phonological processes, according to Jean. J. Rousseau 1776 hypothesis /To say and to sing were once the same thing/. Each word in the French dictionary finds its corresponding language, ekaη. And each word ekaη is written on a musical staff. This ethnographic dictionary is also an inventive, original and innovative research thesis, but it is also an inventive, original and innovative research thesis. A contribution to the theoretical, musicological, ethno musicological and linguistic conceptualization of languages, giving rise to the practice of interlocution between the social and cognitive sciences, the activities of artistic creation and the question of modeling in the human sciences: mathematics, computer science, translation automation and artificial intelligence. When you apply this theory to any text of a folksong of a world-tone language, you do not only piece together the exact melody, rhythm, and harmonies of that song as if you knew it in advance but also the exact speaking of this language. The author believes that the issue of the disappearance of tonal languages and their preservation has been structurally resolved, as well as one of the greatest cultural equations related to the composition and creation of tonal, polytonal and random music. The experimentation confirming the theorization designed a semi-digital, semi-analog application which translates the tonal languages of Africa (about 2,100 languages) into blues, jazz, world music, polyphonic music, tonal and anatonal music and deterministic and random music). To test this application, I use a music reading and writing software that allows me to collect the data extracted from my mother tongue, which is already modeled in the musical staves saved in the ethnographic (semiotic) dictionary for automatic translation ( volume 2 of the book). Translation is done (from writing to writing, from writing to speech and from writing to music). Mode of operation: you type a text on your computer, a structured song (chorus-verse), and you command the machine a melody of blues, jazz and, world music or, variety etc. The software runs, giving you the option to choose harmonies, and then you select your melody.Keywords: music, language, entenglement, science, research
Procedia PDF Downloads 6917382 Managing Incomplete PSA Observations in Prostate Cancer Data: Key Strategies and Best Practices for Handling Loss to Follow-Up and Missing Data
Authors: Madiha Liaqat, Rehan Ahmed Khan, Shahid Kamal
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Multiple imputation with delta adjustment is a versatile and transparent technique for addressing univariate missing data in the presence of various missing mechanisms. This approach allows for the exploration of sensitivity to the missing-at-random (MAR) assumption. In this review, we outline the delta-adjustment procedure and illustrate its application for assessing the sensitivity to deviations from the MAR assumption. By examining diverse missingness scenarios and conducting sensitivity analyses, we gain valuable insights into the implications of missing data on our analyses, enhancing the reliability of our study's conclusions. In our study, we focused on assessing logPSA, a continuous biomarker in incomplete prostate cancer data, to examine the robustness of conclusions against plausible departures from the MAR assumption. We introduced several approaches for conducting sensitivity analyses, illustrating their application within the pattern mixture model (PMM) under the delta adjustment framework. This proposed approach effectively handles missing data, particularly loss to follow-up.Keywords: loss to follow-up, incomplete response, multiple imputation, sensitivity analysis, prostate cancer
Procedia PDF Downloads 8917381 Modeling Heat-Related Mortality Based on Greenhouse Emissions in OECD Countries
Authors: Anderson Ngowa Chembe, John Olukuru
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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 34317380 Towards Automatic Calibration of In-Line Machine Processes
Authors: David F. Nettleton, Elodie Bugnicourt, Christian Wasiak, Alejandro Rosales
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In this presentation, preliminary results are given for the modeling and calibration of two different industrial winding MIMO (Multiple Input Multiple Output) processes using machine learning techniques. In contrast to previous approaches which have typically used ‘black-box’ linear statistical methods together with a definition of the mechanical behavior of the process, we use non-linear machine learning algorithms together with a ‘white-box’ rule induction technique to create a supervised model of the fitting error between the expected and real force measures. The final objective is to build a precise model of the winding process in order to control de-tension of the material being wound in the first case, and the friction of the material passing through the die, in the second case. Case 1, Tension Control of a Winding Process. A plastic web is unwound from a first reel, goes over a traction reel and is rewound on a third reel. The objectives are: (i) to train a model to predict the web tension and (ii) calibration to find the input values which result in a given tension. Case 2, Friction Force Control of a Micro-Pullwinding Process. A core+resin passes through a first die, then two winding units wind an outer layer around the core, and a final pass through a second die. The objectives are: (i) to train a model to predict the friction on die2; (ii) calibration to find the input values which result in a given friction on die2. Different machine learning approaches are tested to build models, Kernel Ridge Regression, Support Vector Regression (with a Radial Basis Function Kernel) and MPART (Rule Induction with continuous value as output). As a previous step, the MPART rule induction algorithm was used to build an explicative model of the error (the difference between expected and real friction on die2). The modeling of the error behavior using explicative rules is used to help improve the overall process model. Once the models are built, the inputs are calibrated by generating Gaussian random numbers for each input (taking into account its mean and standard deviation) and comparing the output to a target (desired) output until a closest fit is found. The results of empirical testing show that a high precision is obtained for the trained models and for the calibration process. The learning step is the slowest part of the process (max. 5 minutes for this data), but this can be done offline just once. The calibration step is much faster and in under one minute obtained a precision error of less than 1x10-3 for both outputs. To summarize, in the present work two processes have been modeled and calibrated. A fast processing time and high precision has been achieved, which can be further improved by using heuristics to guide the Gaussian calibration. Error behavior has been modeled to help improve the overall process understanding. This has relevance for the quick optimal set up of many different industrial processes which use a pull-winding type process to manufacture fibre reinforced plastic parts. Acknowledgements to the Openmind project which is funded by Horizon 2020 European Union funding for Research & Innovation, Grant Agreement number 680820Keywords: data model, machine learning, industrial winding, calibration
Procedia PDF Downloads 24117379 Design Channel Non Persistent CSMA MAC Protocol Model for Complex Wireless Systems Based on SoC
Authors: Ibrahim A. Aref, Tarek El-Mihoub, Khadiga Ben Musa
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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 42817378 A Deep Learning Based Integrated Model For Spatial Flood Prediction
Authors: Vinayaka Gude Divya Sampath
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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 14717377 Model of Transhipment and Routing Applied to the Cargo Sector in Small and Medium Enterprises of Bogotá, Colombia
Authors: Oscar Javier Herrera Ochoa, Ivan Dario Romero Fonseca
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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 23017376 A Model for Predicting Organic Compounds Concentration Change in Water Associated with Horizontal Hydraulic Fracturing
Authors: Ma Lanting, S. Eguilior, A. Hurtado, Juan F. Llamas Borrajo
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Horizontal hydraulic fracturing is a technology to increase natural gas flow and improve productivity in the low permeability formation. During this drilling operation tons of flowback and produced water which contains many organic compounds return to the surface with a potential risk of influencing the surrounding environment and human health. A mathematical model is urgently needed to represent organic compounds in water transportation process behavior and the concentration change with time throughout the hydraulic fracturing operation life cycle. A comprehensive model combined Organic Matter Transport Dynamic Model with Two-Compartment First-order Model Constant (TFRC) Model has been established to quantify the organic compounds concentration. This algorithm model is composed of two transportation parts based on time factor. For the fast part, the curve fitting technique is applied using flowback water data from the Marcellus shale gas site fracturing and the coefficients of determination (R2) from all analyzed compounds demonstrate a high experimental feasibility of this numerical model. Furthermore, along a decade of drilling the concentration ratio curves have been estimated by the slow part of this model. The result shows that the larger value of Koc in chemicals, the later maximum concentration in water will reach, as well as all the maximum concentrations percentage would reach up to 90% of initial concentration from shale formation within a long sufficient period.Keywords: model, shale gas, concentration, organic compounds
Procedia PDF Downloads 22617375 Unified Structured Process for Health Analytics
Authors: Supunmali Ahangama, Danny Chiang Choon Poo
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Health analytics (HA) is used in healthcare systems for effective decision-making, management, and planning of healthcare and related activities. However, user resistance, the unique position of medical data content, and structure (including heterogeneous and unstructured data) and impromptu HA projects have held up the progress in HA applications. Notably, the accuracy of outcomes depends on the skills and the domain knowledge of the data analyst working on the healthcare data. The success of HA depends on having a sound process model, effective project management and availability of supporting tools. Thus, to overcome these challenges through an effective process model, we propose an HA process model with features from the rational unified process (RUP) model and agile methodology.Keywords: agile methodology, health analytics, unified process model, UML
Procedia PDF Downloads 50617374 Analysis of the Temperature Dependence of Local Avalanche Compact Model for Bipolar Transistors
Authors: Robert Setekera, Ramses van der Toorn
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We present an extensive analysis of the temperature dependence of the local avalanche model used in most of the modern compact models for bipolar transistors. This local avalanche model uses the Chynoweth's empirical law for ionization coefficient to define the generation of the avalanche current in terms of the local electric field. We carry out the model analysis using DC-measurements taken on both Si and advanced SiGe bipolar transistors. For the advanced industrial SiGe-HBTs, we consider both high-speed and high-power devices (both NPN and PNP transistors). The limitations of the local avalanche model in modeling the temperature dependence of the avalanche current mostly in the weak avalanche region are demonstrated. In addition, the model avalanche parameters are analyzed to see if they are in agreement with semiconductor device physics.Keywords: avalanche multiplication, avalanche current, bipolar transistors, compact modeling, electric field, impact ionization, local avalanche
Procedia PDF Downloads 62217373 Special Case of Trip Distribution Model and Its Use for Estimation of Detailed Transport Demand in the Czech Republic
Authors: Jiri Dufek
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The national model of the Czech Republic has been modified in a detailed way to get detailed travel demand in the municipality level (cities, villages over 300 inhabitants). As a technique for this detailed modelling, three-dimensional procedure for calibrating gravity models, was used. Besides of zone production and attraction, which is usual in gravity models, the next additional parameter for trip distribution was introduced. Usually it is called by “third dimension”. In the model, this parameter is a demand between regions. The distribution procedure involved calculation of appropriate skim matrices and its multiplication by three coefficients obtained by iterative balancing of production, attraction and third dimension. This type of trip distribution was processed in R-project and the results were used in the Czech Republic transport model, created in PTV Vision. This process generated more precise results in local level od the model (towns, villages)Keywords: trip distribution, three dimension, transport model, municipalities
Procedia PDF Downloads 13117372 Forecasting Unemployment Rate in Selected European Countries Using Smoothing Methods
Authors: Ksenija Dumičić, Anita Čeh Časni, Berislav Žmuk
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The aim of this paper is to select the most accurate forecasting method for predicting the future values of the unemployment rate in selected European countries. In order to do so, several forecasting techniques adequate for forecasting time series with trend component, were selected, namely: double exponential smoothing (also known as Holt`s method) and Holt-Winters` method which accounts for trend and seasonality. The results of the empirical analysis showed that the optimal model for forecasting unemployment rate in Greece was Holt-Winters` additive method. In the case of Spain, according to MAPE, the optimal model was double exponential smoothing model. Furthermore, for Croatia and Italy the best forecasting model for unemployment rate was Holt-Winters` multiplicative model, whereas in the case of Portugal the best model to forecast unemployment rate was Double exponential smoothing model. Our findings are in line with European Commission unemployment rate estimates.Keywords: European Union countries, exponential smoothing methods, forecast accuracy unemployment rate
Procedia PDF Downloads 36917371 Simulation of Flow Patterns in Vertical Slot Fishway with Cylindrical Obstacles
Authors: Mohsen Solimani Babarsad, Payam Taheri
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Numerical results of vertical slot fishways with and without cylinders study are presented. The simulated results and the measured data in the fishways are compared to validate the application of the model. This investigation is made using FLUENT V.6.3, a Computational Fluid Dynamics solver. Advantages of using these types of numerical tools are the possibility of avoiding the St.-Venant equations’ limitations, and turbulence can be modeled by means of different models such as the k-ε model. In general, the present study has demonstrated that the CFD model could be useful for analysis and design of vertical slot fishways with cylinders.Keywords: slot Fish-way, CFD, k-ε model, St.-Venant equations’
Procedia PDF Downloads 36317370 Frequency Selective Filters for Estimating the Equivalent Circuit Parameters of Li-Ion Battery
Authors: Arpita Mondal, Aurobinda Routray, Sreeraj Puravankara, Rajashree Biswas
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The most difficult part of designing a battery management system (BMS) is battery modeling. A good battery model can capture the dynamics which helps in energy management, by accurate model-based state estimation algorithms. So far the most suitable and fruitful model is the equivalent circuit model (ECM). However, in real-time applications, the model parameters are time-varying, changes with current, temperature, state of charge (SOC), and aging of the battery and this make a great impact on the performance of the model. Therefore, to increase the equivalent circuit model performance, the parameter estimation has been carried out in the frequency domain. The battery is a very complex system, which is associated with various chemical reactions and heat generation. Therefore, it’s very difficult to select the optimal model structure. As we know, if the model order is increased, the model accuracy will be improved automatically. However, the higher order model will face the tendency of over-parameterization and unfavorable prediction capability, while the model complexity will increase enormously. In the time domain, it becomes difficult to solve higher order differential equations as the model order increases. This problem can be resolved by frequency domain analysis, where the overall computational problems due to ill-conditioning reduce. In the frequency domain, several dominating frequencies can be found in the input as well as output data. The selective frequency domain estimation has been carried out, first by estimating the frequencies of the input and output by subspace decomposition, then by choosing the specific bands from the most dominating to the least, while carrying out the least-square, recursive least square and Kalman Filter based parameter estimation. In this paper, a second order battery model consisting of three resistors, two capacitors, and one SOC controlled voltage source has been chosen. For model identification and validation hybrid pulse power characterization (HPPC) tests have been carried out on a 2.6 Ah LiFePO₄ battery.Keywords: equivalent circuit model, frequency estimation, parameter estimation, subspace decomposition
Procedia PDF Downloads 15017369 Designing Equivalent Model of Floating Gate Transistor
Authors: Birinderjit Singh Kalyan, Inderpreet Kaur, Balwinder Singh Sohi
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In this paper, an equivalent model for floating gate transistor has been proposed. Using the floating gate voltage value, capacitive coupling coefficients has been found at different bias conditions. The amount of charge present on the gate has been then calculated using the transient models of hot electron programming and Fowler-Nordheim Tunnelling. The proposed model can be extended to the transient conditions as well. The SPICE equivalent model is designed and current-voltage characteristics and Transfer characteristics are comparatively analysed. The dc current-voltage characteristics, as well as dc transfer characteristics, have been plotted for an FGMOS with W/L=0.25μm/0.375μm, the inter-poly capacitance of 0.8fF for both programmed and erased states. The Comparative analysis has been made between the present model and capacitive coefficient coupling methods which were already available.Keywords: FGMOS, floating gate transistor, capacitive coupling coefficient, SPICE model
Procedia PDF Downloads 54517368 Effects of Merging Personal and Social Responsibility with Sports Education Model on Students' Game Performance and Responsibility
Authors: Yi-Hsiang Pan, Chen-Hui Huang, Wei-Ting Hsu
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The purposes of the study were to understand these topics as follows: 1. To explore the effect of merging teaching personal and social responsibility (TPSR) with sports education model on students' game performance and responsibility. 2. To explore the effect of sports education model on students' game performance and responsibility. 3. To compare the difference between "merging TPSR with sports education model" and "sports education model" on students' game performance and responsibility. The participants include three high school physical education teachers and six physical education classes. Every teacher teaches an experimental group and a control group. The participants had 121 students, including 65 students in the experimental group and 56 students in the control group. The research methods had game performance assessment, questionnaire investigation, interview, focus group meeting. The research instruments include personal and social responsibility questionnaire and game performance assessment instrument. Paired t-test test and MANCOVA were used to test the difference between "merging TPSR with sports education model" and "sports education model" on students' learning performance. 1) "Merging TPSR with sports education model" showed significant improvements in students' game performance, and responsibilities with self-direction, helping others, cooperation. 2) "Sports education model" also had significant improvements in students' game performance, and responsibilities with effort, self-direction, helping others. 3.) There was no significant difference in game performance and responsibilities between "merging TPSR with sports education model" and "sports education model". 4)."Merging TPSR with sports education model" significantly improve learning atmosphere and peer relationships, it may be developed in the physical education curriculum. The conclusions were as follows: Both "Merging TPSR with sports education model" and "sports education model" can help improve students' responsibility and game performance. However, "Merging TPSR with sports education model" can reduce the competitive atmosphere in highly intensive games between students. The curricular projects of hybrid TPSR-Sport Education model is a good approach for moral character education.Keywords: curriculum and teaching model, sports self-efficacy, sport enthusiastic, character education
Procedia PDF Downloads 31317367 New Estimation in Autoregressive Models with Exponential White Noise by Using Reversible Jump MCMC Algorithm
Authors: Suparman Suparman
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A white noise in autoregressive (AR) model is often assumed to be normally distributed. In application, the white noise usually do not follows a normal distribution. This paper aims to estimate a parameter of AR model that has a exponential white noise. A Bayesian method is adopted. A prior distribution of the parameter of AR model is selected and then this prior distribution is combined with a likelihood function of data to get a posterior distribution. Based on this posterior distribution, a Bayesian estimator for the parameter of AR model is estimated. Because the order of AR model is considered a parameter, this Bayesian estimator cannot be explicitly calculated. To resolve this problem, a method of reversible jump Markov Chain Monte Carlo (MCMC) is adopted. A result is a estimation of the parameter AR model can be simultaneously calculated.Keywords: autoregressive (AR) model, exponential white Noise, bayesian, reversible jump Markov Chain Monte Carlo (MCMC)
Procedia PDF Downloads 35517366 Numerical Pricing of Financial Options under Irrational Exercise Times and Regime-Switching Models
Authors: Mohammad Saber Rohi, Saghar Heidari
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In this paper, we studied the pricing problem of American options under a regime-switching model with the possibility of a non-optimal exercise policy (early or late exercise time) which is called an irrational strategy. For this, we consider a Markovmodulated model for the dynamic of the underlying asset as an alternative model to the classical Balck-Scholes-Merton model (BSM) and an intensity-based model for the irrational strategy, to provide more realistic results for American option prices under the irrational behavior in real financial markets. Applying a partial differential equation (PDE) approach, the pricing problem of American options under regime-switching models can be formulated as coupled PDEs. To solve the resulting systems of PDEs in this model, we apply a finite element method as the numerical solving procedure to the resulting variational inequality. Under some appropriate assumptions, we establish the stability of the method and compare its accuracy to some recent works to illustrate the suitability of the proposed model and the accuracy of the applied numerical method for the pricing problem of American options under the regime-switching model with irrational behaviors.Keywords: irrational exercise strategy, rationality parameter, regime-switching model, American option, finite element method, variational inequality
Procedia PDF Downloads 7317365 Computational Fluid Dynamics Modeling of Liquefaction of Wood and It's Model Components Using a Modified Multistage Shrinking-Core Model
Authors: K. G. R. M. Jayathilake, S. Rudra
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Wood degradation in hot compressed water is modeled with a Computational Fluid Dynamics (CFD) code using cellulose, xylan, and lignin as model compounds. Model compounds are reacted under catalyst-free conditions in a temperature range from 250 to 370 °C. Using a simplified reaction scheme where water soluble products, methanol soluble products, char like compounds and gas are generated through intermediates with each model compound. A modified multistage shrinking core model is developed to simulate particle degradation. In the modified shrinking core model, each model compound is hydrolyzed in separate stages. Cellulose is decomposed to glucose/oligomers before producing degradation products. Xylan is decomposed through xylose and then to degradation products where lignin is decomposed into soluble products before producing the total guaiacol, organic carbon (TOC) and then char and gas. Hydrolysis of each model compound is used as the main reaction of the process. Diffusion of water monomers to the particle surface to initiate hydrolysis and dissolution of the products in water is given importance during the modeling process. In the developed model the temperature variation depends on the Arrhenius relationship. Kinetic parameters from the literature are used for the mathematical model. Meanwhile, limited initial fast reaction kinetic data limit the development of more accurate CFD models. Liquefaction results of the CFD model are analyzed and validated using the experimental data available in the literature where it shows reasonable agreement.Keywords: computational fluid dynamics, liquefaction, shrinking-core, wood
Procedia PDF Downloads 12517364 Examination of Public Hospital Unions Technical Efficiencies Using Data Envelopment Analysis and Machine Learning Techniques
Authors: Songul Cinaroglu
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Regional planning in health has gained speed for developing countries in recent years. In Turkey, 89 different Public Hospital Unions (PHUs) were conducted based on provincial levels. In this study technical efficiencies of 89 PHUs were examined by using Data Envelopment Analysis (DEA) and machine learning techniques by dividing them into two clusters in terms of similarities of input and output indicators. Number of beds, physicians and nurses determined as input variables and number of outpatients, inpatients and surgical operations determined as output indicators. Before performing DEA, PHUs were grouped into two clusters. It is seen that the first cluster represents PHUs which have higher population, demand and service density than the others. The difference between clusters was statistically significant in terms of all study variables (p ˂ 0.001). After clustering, DEA was performed for general and for two clusters separately. It was found that 11% of PHUs were efficient in general, additionally 21% and 17% of them were efficient for the first and second clusters respectively. It is seen that PHUs, which are representing urban parts of the country and have higher population and service density, are more efficient than others. Random forest decision tree graph shows that number of inpatients is a determinative factor of efficiency of PHUs, which is a measure of service density. It is advisable for public health policy makers to use statistical learning methods in resource planning decisions to improve efficiency in health care.Keywords: public hospital unions, efficiency, data envelopment analysis, random forest
Procedia PDF Downloads 12617363 Applying the Crystal Model Approach on Light Nuclei for Calculating Radii and Density Distribution
Authors: A. Amar
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A new model, namely the crystal model, has been modified to calculate the radius and density distribution of light nuclei up to ⁸Be. The crystal model has been modified according to solid-state physics, which uses the analogy between nucleon distribution and atoms distribution in the crystal. The model has analytical analysis to calculate the radius where the density distribution of light nuclei has obtained from analogy of crystal lattice. The distribution of nucleons over crystal has been discussed in a general form. The equation that has been used to calculate binding energy was taken from the solid-state model of repulsive and attractive force. The numbers of the protons were taken to control repulsive force, where the atomic number was responsible for the attractive force. The parameter has been calculated from the crystal model was found to be proportional to the radius of the nucleus. The density distribution of light nuclei was taken as a summation of two clusters distribution as in ⁶Li=alpha+deuteron configuration. A test has been done on the data obtained for radius and density distribution using double folding for d+⁶,⁷Li with M3Y nucleon-nucleon interaction. Good agreement has been obtained for both the radius and density distribution of light nuclei. The model failed to calculate the radius of ⁹Be, so modifications should be done to overcome discrepancy.Keywords: nuclear physics, nuclear lattice, study nucleus as crystal, light nuclei till to ⁸Be
Procedia PDF Downloads 17717362 Modeling Engagement with Multimodal Multisensor Data: The Continuous Performance Test as an Objective Tool to Track Flow
Authors: Mohammad H. Taheri, David J. Brown, Nasser Sherkat
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Engagement is one of the most important factors in determining successful outcomes and deep learning in students. Existing approaches to detect student engagement involve periodic human observations that are subject to inter-rater reliability. Our solution uses real-time multimodal multisensor data labeled by objective performance outcomes to infer the engagement of students. The study involves four students with a combined diagnosis of cerebral palsy and a learning disability who took part in a 3-month trial over 59 sessions. Multimodal multisensor data were collected while they participated in a continuous performance test. Eye gaze, electroencephalogram, body pose, and interaction data were used to create a model of student engagement through objective labeling from the continuous performance test outcomes. In order to achieve this, a type of continuous performance test is introduced, the Seek-X type. Nine features were extracted including high-level handpicked compound features. Using leave-one-out cross-validation, a series of different machine learning approaches were evaluated. Overall, the random forest classification approach achieved the best classification results. Using random forest, 93.3% classification for engagement and 42.9% accuracy for disengagement were achieved. We compared these results to outcomes from different models: AdaBoost, decision tree, k-Nearest Neighbor, naïve Bayes, neural network, and support vector machine. We showed that using a multisensor approach achieved higher accuracy than using features from any reduced set of sensors. We found that using high-level handpicked features can improve the classification accuracy in every sensor mode. Our approach is robust to both sensor fallout and occlusions. The single most important sensor feature to the classification of engagement and distraction was shown to be eye gaze. It has been shown that we can accurately predict the level of engagement of students with learning disabilities in a real-time approach that is not subject to inter-rater reliability, human observation or reliant on a single mode of sensor input. This will help teachers design interventions for a heterogeneous group of students, where teachers cannot possibly attend to each of their individual needs. Our approach can be used to identify those with the greatest learning challenges so that all students are supported to reach their full potential.Keywords: affective computing in education, affect detection, continuous performance test, engagement, flow, HCI, interaction, learning disabilities, machine learning, multimodal, multisensor, physiological sensors, student engagement
Procedia PDF Downloads 9417361 Young’s Modulus Variability: Influence on Masonry Vault Behavior
Authors: Abdelmounaim Zanaz, Sylvie Yotte, Fazia Fouchal, Alaa Chateauneuf
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This paper presents a methodology for probabilistic assessment of bearing capacity and prediction of failure mechanism of masonry vaults at the ultimate state with consideration of the natural variability of Young’s modulus of stones. First, the computation model is explained. The failure mode is the most reported mode, i.e. the four-hinge mechanism. Based on this assumption, the study of a vault composed of 16 segments is presented. The Young’s modulus of the segments is considered as random variable defined by a mean value and a coefficient of variation CV. A relationship linking the vault bearing capacity to the modulus variation of voussoirs is proposed. The failure mechanisms, in addition to that observed in the deterministic case, are identified for each CV value as well as their probability of occurrence. The results show that the mechanism observed in the deterministic case has decreasing probability of occurrence in terms of CV, while the number of other mechanisms and their probability of occurrence increase with the coefficient of variation of Young’s modulus. This means that if a significant change in the Young modulus of the segments is proven, taken it into account in computations becomes mandatory, both for determining the vault bearing capacity and for predicting its failure mechanism.Keywords: masonry, mechanism, probability, variability, vault
Procedia PDF Downloads 44217360 RAPDAC: Role Centric Attribute Based Policy Driven Access Control Model
Authors: Jamil Ahmed
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Access control models aim to decide whether a user should be denied or granted access to the user‟s requested activity. Various access control models have been established and proposed. The most prominent of these models include role-based, attribute-based, policy based access control models as well as role-centric attribute based access control model. In this paper, a novel access control model is presented called “Role centric Attribute based Policy Driven Access Control (RAPDAC) model”. RAPDAC incorporates the concept of “policy” in the “role centric attribute based access control model”. It leverages the concept of "policy‟ by precisely combining the evaluation of conditions, attributes, permissions and roles in order to allow authorization access. This approach allows capturing the "access control policy‟ of a real time application in a well defined manner. RAPDAC model allows making access decision at much finer granularity as illustrated by the case study of a real time library information system.Keywords: authorization, access control model, role based access control, attribute based access control
Procedia PDF Downloads 15917359 Efficient Bargaining versus Right to Manage in the Era of Liberalization
Authors: Panagiota Koliousi, Natasha Miaouli
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We compare product and labour market liberalization under the two trade union bargaining models: the Right-to-Manage (RTM) model and the Efficient Bargaining (EB) model. The vehicle is a dynamic general equilibrium (DGE) model that incorporates two types of agents (capitalists and workers), imperfectly competitive product and labour markets. The model is solved numerically employing common parameter values and data from the euro area. A key message is that product market deregulation is favourable under any labour market structure while opting for labour market deregulation one should provide special attention to the structure of the labour market such as the bargaining system of unions. If the prevailing way of bargaining is the RTM model then restructuring both markets is beneficial for all agents.Keywords: market structure, structural reforms, trade unions, unemployment
Procedia PDF Downloads 19617358 Non-Autonomous Seasonal Variation Model for Vector-Borne Disease Transferral in Kampala of Uganda
Authors: Benjamin Aina Peter, Amos Wale Ogunsola
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In this paper, a mathematical model of malaria transmission was presented with the effect of seasonal shift, due to global fluctuation in temperature, on the increase of conveyor of the infectious disease, which probably alters the region transmission potential of malaria. A deterministic compartmental model was proposed and analyzed qualitatively. Both qualitative and quantitative approaches of the model were considered. The next-generation matrix is employed to determine the basic reproduction number of the model. Equilibrium points of the model were determined and analyzed. The numerical simulation is carried out using Excel Micro Software to validate and support the qualitative results. From the analysis of the result, the optimal temperature for the transmission of malaria is between and . The result also shows that an increase in temperature due to seasonal shift gives rise to the development of parasites which consequently leads to an increase in the widespread of malaria transmission in Kampala. It is also seen from the results that an increase in temperature leads to an increase in the number of infectious human hosts and mosquitoes.Keywords: seasonal variation, indoor residual spray, efficacy of spray, temperature-dependent model
Procedia PDF Downloads 169