Search results for: probability of return
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2128

Search results for: probability of return

1198 Impact of Global Warming on the Total Flood Duration and Flood Recession Time in the Meghna Basin Using Hydrodynamic Modelling

Authors: Karan Gupta

Abstract:

The floods cause huge loos each year, and their impact gets manifold with the increase of total duration of flood as well as recession time. Moreover, floods have increased in recent years due to climate change in floodplains. In the context of global climate change, the agreement in Paris convention (2015) stated to keep the increase in global average temperature well below 2°C and keep it at the limit of 1.5°C. Thus, this study investigates the impact of increasing temperature on the stage, discharge as well as total flood duration and recession time in the Meghna River basin in Bangladesh. This study considers the 100-year return period flood flows in the Meghna river under the specific warming levels (SWLs) of 1.5°C, 2°C, and 4°C. The results showed that the rate of increase of duration of flood is nearly 50% lesser at ∆T = 1.5°C as compared to ∆T = 2°C, whereas the rate of increase of duration of recession is 75% lower at ∆T = 1.5°C as compared to ∆T = 2°C. Understanding the change of total duration of flood as well as recession time of the flood gives a better insight to effectively plan for flood mitigation measures.

Keywords: flood, climate change, Paris convention, Bangladesh, inundation duration, recession duration

Procedia PDF Downloads 130
1197 The Impact of Corporate Social Responsibility and Relationship Marketing on Relationship Maintainer and Customer Loyalty by Mediating Role of Customer Satisfaction

Authors: Anam Bhatti, Sumbal Arif, Mariam Mehar, Sohail Younas

Abstract:

CSR has become one of the imperative implements in satisfying customers. The impartial of this research is to calculate CSR, relationship marketing, and customer satisfaction. In Pakistan, there is not enough research work on the effect of CSR and relationship marketing on relationship maintainer and customer loyalty. To find out deductive approach and survey method is used as research approach and research strategy respectively. This research design is descriptive and quantitative study. For data, collection questionnaire method with semantic differential scale and seven point scales are adopted. Data has been collected by adopting the non-probability convenience technique as sampling technique and the sample size is 400. For factor confirmatory factor analysis, structure equation modeling and medication analysis, regression analysis Amos software were used. Strong empirical evidence supports that the customer’s perception of CSR performance is highly influenced by the values.

Keywords: CSR, Relationship marketing, Relationship maintainer, Customer loyalty, Customer satisfaction

Procedia PDF Downloads 461
1196 Bottling the Darkness of Inner Life: Considering the Origins of Model Psychosis

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 72
1195 An Axiomatic Approach to Constructing an Applied Theory of Possibility

Authors: Oleksii Bychkov

Abstract:

The fundamental difference between randomness and vagueness is that the former requires statistical research. These issues were studied by Zadeh L, Dubois D., Prad A. The theory of possibility works with expert assessments, hypotheses, etc. gives an idea of the characteristics of the problem situation, the nature of the goals and real limitations. Possibility theory examines experiments that are not repeated. The article discusses issues related to the formalization of a fuzzy, uncertain idea of reality. The author proposes to expand the classical model of the theory of possibilities by introducing a measure of necessity. The proposed model of the theory of possibilities allows us to extend the measures of possibility and necessity onto a Boolean while preserving the properties of the measure. Thus, upper and lower estimates are obtained to describe the fact that the event will occur. Knowledge of the patterns that govern mass random, uncertain, fuzzy events allows us to predict how these events will proceed. The article proposed for publication quite fully reveals the essence of the construction and use of the theory of probability and the theory of possibility.

Keywords: possibility, artificial, modeling, axiomatics, intellectual approach

Procedia PDF Downloads 10
1194 Econophysics: The Use of Entropy Measures in Finance

Authors: Muhammad Sheraz, Vasile Preda, Silvia Dedu

Abstract:

Concepts of econophysics are usually used to solve problems related to uncertainty and nonlinear dynamics. In the theory of option pricing the risk neutral probabilities play very important role. The application of entropy in finance can be regarded as the extension of both information entropy and the probability entropy. It can be an important tool in various financial methods such as measure of risk, portfolio selection, option pricing and asset pricing. Gulko applied Entropy Pricing Theory (EPT) for pricing stock options and introduced an alternative framework of Black-Scholes model for pricing European stock option. In this article, we present solutions to maximum entropy problems based on Tsallis, Weighted-Tsallis, Kaniadakis, Weighted-Kaniadakies entropies, to obtain risk-neutral densities. We have also obtained the value of European call and put in this framework.

Keywords: option pricing, Black-Scholes model, Tsallis entropy, Kaniadakis entropy, weighted entropy, risk-neutral density

Procedia PDF Downloads 287
1193 On Four Models of a Three Server Queue with Optional Server Vacations

Authors: Kailash C. Madan

Abstract:

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

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

Procedia PDF Downloads 290
1192 A Review of HVDC Modular Multilevel Converters Subjected to DC and AC Faults

Authors: Jude Inwumoh, Adam P. R. Taylor, Kosala Gunawardane

Abstract:

Modular multilevel converters (MMC) exhibit a highly scalable and modular characteristic with good voltage/power expansion, fault tolerance capability, low output harmonic content, good redundancy, and a flexible front-end configuration. Fault detection, location, and isolation, as well as maintaining fault ride-through (FRT), are major challenges to MMC reliability and power supply sustainability. Different papers have been reviewed to seek the best MMC configuration with fault capability. DC faults are the most common fault, while the probability that AC fault occurs in a modular multilevel converter (MCC) is low; though, AC faults consequence are severe. This paper reviews several MMC topologies and modulation techniques in tackling faults. These fault control strategies are compared based on cost, complexity, controllability, and power loss. A meshed network of half-bridge (HB) MMC topology was optimal in rendering fault ride through than any other MMC topologies but only when combined with DC circuit breakers (CBS), AC CBS, and fault current limiters (FCL).

Keywords: MMC-HVDC, DC faults, fault current limiters, control scheme

Procedia PDF Downloads 127
1191 The Reliability Analysis of Concrete Chimneys Due to Random Vortex Shedding

Authors: Saba Rahman, Arvind K. Jain, S. D. Bharti, T. K. Datta

Abstract:

Chimneys are generally tall and slender structures with circular cross-sections, due to which they are highly prone to wind forces. Wind exerts pressure on the wall of the chimneys, which produces unwanted forces. Vortex-induced oscillation is one of such excitations which can lead to the failure of the chimneys. Therefore, vortex-induced oscillation of chimneys is of great concern to researchers and practitioners since many failures of chimneys due to vortex shedding have occurred in the past. As a consequence, extensive research has taken place on the subject over decades. Many laboratory experiments have been performed to verify the theoretical models proposed to predict vortex-induced forces, including aero-elastic effects. Comparatively, very few proto-type measurement data have been recorded to verify the proposed theoretical models. Because of this reason, the theoretical models developed with the help of experimental laboratory data are utilized for analyzing the chimneys for vortex-induced forces. This calls for reliability analysis of the predictions of the responses of the chimneys produced due to vortex shedding phenomena. Although several works of literature exist on the vortex-induced oscillation of chimneys, including code provisions, the reliability analysis of chimneys against failure caused due to vortex shedding is scanty. In the present study, the reliability analysis of chimneys against vortex shedding failure is presented, assuming the uncertainty in vortex shedding phenomena to be significantly more than other uncertainties, and hence, the latter is ignored. The vortex shedding is modeled as a stationary random process and is represented by a power spectral density function (PSDF). It is assumed that the vortex shedding forces are perfectly correlated and act over the top one-third height of the chimney. The PSDF of the tip displacement of the chimney is obtained by performing a frequency domain spectral analysis using a matrix approach. For this purpose, both chimney and random wind forces are discretized over a number of points along with the height of the chimney. The method of analysis duly accounts for the aero-elastic effects. The double barrier threshold crossing level, as proposed by Vanmarcke, is used for determining the probability of crossing different threshold levels of the tip displacement of the chimney. Assuming the annual distribution of the mean wind velocity to be a Gumbel type-I distribution, the fragility curve denoting the variation of the annual probability of threshold crossing against different threshold levels of the tip displacement of the chimney is determined. The reliability estimate is derived from the fragility curve. A 210m tall concrete chimney with a base diameter of 35m, top diameter as 21m, and thickness as 0.3m has been taken as an illustrative example. The terrain condition is assumed to be that corresponding to the city center. The expression for the PSDF of the vortex shedding force is taken to be used by Vickery and Basu. The results of the study show that the threshold crossing reliability of the tip displacement of the chimney is significantly influenced by the assumed structural damping and the Gumbel distribution parameters. Further, the aero-elastic effect influences the reliability estimate to a great extent for small structural damping.

Keywords: chimney, fragility curve, reliability analysis, vortex-induced vibration

Procedia PDF Downloads 147
1190 Forensic Analysis of Thumbnail Images in Windows 10

Authors: George Kurian, Hongmei Chi

Abstract:

Digital evidence plays a critical role in most legal investigations. In many cases, thumbnail databases show important information in that investigation. The probability of having digital evidence retrieved from a computer or smart device has increased, even though the previous user removed data and deleted apps on those devices. Due to the increase in digital forensics, the ability to store residual information from various thumbnail applications has improved. This paper will focus on investigating thumbnail information from Windows 10. Thumbnail images of interest in forensic investigations may be intact even when the original pictures have been deleted. It is our research goal to recover useful information from thumbnails. In this research project, we use various forensics tools to collect left thumbnail information from deleted videos or pictures. We examine and describe the various thumbnail sources in Windows and propose a methodology for thumbnail collection and analysis from laptops or desktops. A machine learning algorithm is adopted to help speed up content from thumbnail pictures.

Keywords: digital forensic, forensic tools, soundness, thumbnail, machine learning, OCR

Procedia PDF Downloads 117
1189 Existence Theory for First Order Functional Random Differential Equations

Authors: Rajkumar N. Ingle

Abstract:

In this paper, the existence of a solution of nonlinear functional random differential equations of the first order is proved under caratheodory condition. The study of the functional random differential equation has got importance in the random analysis of the dynamical systems of universal phenomena. Objectives: Nonlinear functional random differential equation is useful to the scientists, engineers, and mathematicians, who are engaged in N.F.R.D.E. analyzing a universal random phenomenon, govern by nonlinear random initial value problems of D.E. Applications of this in the theory of diffusion or heat conduction. Methodology: Using the concepts of probability theory, functional analysis, generally the existence theorems for the nonlinear F.R.D.E. are prove by using some tools such as fixed point theorem. The significance of the study: Our contribution will be the generalization of some well-known results in the theory of Nonlinear F.R.D.E.s. Further, it seems that our study will be useful to scientist, engineers, economists and mathematicians in their endeavors to analyses the nonlinear random problems of the universe in a better way.

Keywords: Random Fixed Point Theorem, functional random differential equation, N.F.R.D.E., universal random phenomenon

Procedia PDF Downloads 483
1188 Vulnerability Risk Assessment of Non-Engineered Houses Based on Damage Data of the 2009 Padang Earthquake 2009 in Padang City, Indonesia

Authors: Rusnardi Rahmat Putra, Junji Kiyono, Aiko Furukawa

Abstract:

Several powerful earthquakes have struck Padang during recent years, one of the largest of which was an M 7.6 event that occurred on September 30, 2009 and caused more than 1000 casualties. Following the event, we conducted a 12-site microtremor array investigation to gain a representative determination of the soil condition of subsurface structures in Padang. From the dispersion curve of array observations, the central business district of Padang corresponds to relatively soft soil condition with Vs30 less than 400 m/s. because only one accelerometer existed, we simulated the 2009 Padang earthquake to obtain peak ground acceleration for all sites in Padang city. By considering the damage data of the 2009 Padang earthquake, we produced seismic risk vulnerability estimation of non-engineered houses for rock, medium and soft soil condition. We estimated the loss ratio based on the ground response, seismic hazard of Padang and the existing damaged to non-engineered structure houses due to Padang earthquake in 2009 data for several return periods of earthquake events.

Keywords: profile, Padang earthquake, microtremor array, seismic vulnerability

Procedia PDF Downloads 396
1187 Performances of the Double-Crystal Setup at CERN SPS Accelerator for Physics beyond Colliders Experiments

Authors: Andrii Natochii

Abstract:

We are currently presenting the recent results from the CERN accelerator facilities obtained in the frame of the UA9 Collaboration. The UA9 experiment investigates how a tiny silicon bent crystal (few millimeters long) can be used for various high-energy physics applications. Due to the huge electrostatic field (tens of GV/cm) between crystalline planes, there is a probability for charged particles, impinging the crystal, to be trapped in the channeling regime. It gives a possibility to steer a high intensity and momentum beam by bending the crystal: channeled particles will follow the crystal curvature and deflect on the certain angle (from tens microradians for LHC to few milliradians for SPS energy ranges). The measurements at SPS, performed in 2017 and 2018, confirmed that the protons deflected by the first crystal, inserted in the primary beam halo, can be caught and channeled by the second crystal. In this configuration, we measure the single pass deflection efficiency of the second crystal and prove our opportunity to perform the fixed target experiment at SPS accelerator (LHC in the future).

Keywords: channeling, double-crystal setup, fixed target experiment, Timepix detector

Procedia PDF Downloads 141
1186 Physical and Psychosocial Risk Factors Associated with Occupational Lower Back/Neck Pain among Industrial Workers

Authors: Ghorbanali Mohammadi

Abstract:

Background: The objectives of this study were the association between physical and psychological risk factors for occupational lower back and neck pain among industrial workers. Methods: We conducted a cross-sectional study among 400 male workers of an industrial company over the previous 7days and 12 months. Data were collected using Nordic and third version of COPSOO questionnaires and QEC method for assessment of postures during the work. Results: The prevalence of LB and NP in the last 12 months is 58% and 52% respectively. The relationship between risk factors and low back/ neck pain in the last 12 months were cognitive demands (OR 995% CI 1.65) and (OR 995% CI 1.75); Influence at work (OR 995% CI 2.21) and (OR 995% CI 1.85); quality of leadership (OR 995% CI 2.42) and (OR 995% CI 2.09) was strongly correlated with complaints of low back and neck pains. Conclusion: Data of this study showed a higher prevalence of LBP and NP in the subjects. The results revealed that workers with work experience of more than 12 yrs. and who work more than 8 hrs. days with smoking habits had more probability to develop both LBP and NP.

Keywords: low back pain, neck pain, physical risk factors, psychological risk factors, QEC, COPSOQ III

Procedia PDF Downloads 83
1185 Application of Artificial Neural Network in Assessing Fill Slope Stability

Authors: An-Jui. Li, Kelvin Lim, Chien-Kuo Chiu, Benson Hsiung

Abstract:

This paper details the utilization of artificial intelligence (AI) in the field of slope stability whereby quick and convenient solutions can be obtained using the developed tool. The AI tool used in this study is the artificial neural network (ANN), while the slope stability analysis methods are the finite element limit analysis methods. The developed tool allows for the prompt prediction of the safety factors of fill slopes and their corresponding probability of failure (depending on the degree of variation of the soil parameters), which can give the practicing engineer a reasonable basis in their decision making. In fact, the successful use of the Extreme Learning Machine (ELM) algorithm shows that slope stability analysis is no longer confined to the conventional methods of modeling, which at times may be tedious and repetitive during the preliminary design stage where the focus is more on cost saving options rather than detailed design. Therefore, similar ANN-based tools can be further developed to assist engineers in this aspect.

Keywords: landslide, limit analysis, artificial neural network, soil properties

Procedia PDF Downloads 189
1184 Project Risk Assessment of the Mining Industry of Ghana

Authors: Charles Amoatey

Abstract:

The issue of risk in the mining industry is a global phenomenon and the Ghanaian mining industry is not exempted. The main purpose of this study is to identify the critical risk factors affecting the mining industry. The study takes an integrated view of the mining industry by examining the contribution of various risk factors to mining project failure in Ghana. A questionnaire survey was conducted to solicit the critical risk factors from key mining practitioners. About 80 respondents from 11 mining firms participated in the survey. The study identified 22 risk factors contributing to mining project failure in Ghana. The five most critical risk factors based on both probability of occurrence and impact were: (1) unstable commodity prices, (2) inflation/exchange rate, (3) land degradation, (4) high cost of living and (5) government bureaucracy for obtaining licenses. Furthermore, the study found that risk assessment in the mining sector has a direct link with mining project sustainability. Mitigation measures for addressing the identified risk factors were discussed. The key findings emphasize the need for a comprehensive risk management culture in the entire mining industry.

Keywords: risk, assessment, mining, Ghana

Procedia PDF Downloads 439
1183 Statistical Channel Modeling for Multiple-Input-Multiple-Output Communication System

Authors: M. I. Youssef, A. E. Emam, M. Abd Elghany

Abstract:

The performance of wireless communication systems is affected mainly by the environment of its associated channel, which is characterized by dynamic and unpredictable behavior. In this paper, different statistical earth-satellite channel models are studied with emphasize on two main models, first is the Rice-Log normal model, due to its representation for the environment including shadowing and multi-path components that affect the propagated signal along its path, and a three-state model that take into account different fading conditions (clear area, moderate shadow and heavy shadowing). The provided models are based on AWGN, Rician, Rayleigh, and log-normal distributions were their Probability Density Functions (PDFs) are presented. The transmission system Bit Error Rate (BER), Peak-Average-Power Ratio (PAPR), and the channel capacity vs. fading models are measured and analyzed. These simulations are implemented using MATLAB tool, and the results had shown the performance of transmission system over different channel models.

Keywords: fading channels, MIMO communication, RNS scheme, statistical modeling

Procedia PDF Downloads 138
1182 Identification and Quantification of Acid Sites of M(X)X Zeolites (M= Cu2+ and/or Zn2+,X = Level of Exchange): An In situ FTIR Study Using Pyridine Adsorption/Desorption

Authors: H. Hammoudi, S. Bendenia, I. Batonneau-Gener, J. Comparot, K. Marouf-Khelifa, A. Khelifa

Abstract:

X zeolites were prepared by ion-exchange with Cu2+ and/or Zn2+ cations, at different concentrations of the exchange solution, and characterised by thermal analysis and nitrogen adsorption. The acidity of the samples was investigated by pyridine adsorption–desorption followed by in situ Fourier transform infrared (FTIR) spectroscopy. Desorption was carried out at 150, 250 and 350 °C. The objective is to estimate the nature and concentration of acid sites. A comparison between the binary (Cu(x)X, Zn(x)X) and ternary (CuZn(x)X) exchanges was also established (x = level of exchange) through the Cu(43)X, Zn(48)X and CuZn(50)X samples. Lewis acidity decreases overall with desorption temperature and the level of exchange. As the latter increases, there is a conversion of some Lewis sites into those of Brønsted during thermal treatment. In return, the concentration of Brønsted sites increases with the degree of exchange. The Brønsted acidity of CuZn(50)X at 350 °C is more important than the sum of those of Cu(43)X and Zn(48)X. The found values were 73, 32 and 15 μmol g-1, respectively. Besides, the concentration of Brønsted sites for CuZn(50)X increases with desorption temperature. These features indicate the presence of a synergistic effect amplifying the strength of these sites when Cu2+ and Zn2+ cations compete for the occupancy of sites distributed inside zeolitic cavities.

Keywords: acidity, adsorption, pyridine, zeolites

Procedia PDF Downloads 212
1181 Factors Affecting the Climate Change Adaptation in Agriculture in Central and Western Nepal

Authors: Maharjan Shree Kumar

Abstract:

Climate change impacts are observed in all livelihood sectors primarily in agriculture and forestry. Multiple factors have influenced the climate vulnerabilities and adaptations in agricultural at the household level. This study focused on the factors affecting adaptation in agriculture in Madi and Deukhuri valleys of Central and Western Nepal. The systematic random sampling technique was applied to select 154 households in Madi and 150 households in Deukhuri. The main purpose of the study was to analyze the socio-economic factors that either influence or restrain the farmers’ adaptation to climate change at the household level by applying the linear probability model. Based on the analysis, it is revealed that crop diversity, education, training and total land holding (acre) were positively significant for adaptation choices the study sites. Rest of the variables were not significant though indicated positive as expected except age, occupation, ethnicity, family size, and access to credit.

Keywords: adaptation, agriculture, climate, factors, Nepal

Procedia PDF Downloads 136
1180 Modern Spectrum Sensing Techniques for Cognitive Radio Networks: Practical Implementation and Performance Evaluation

Authors: Antoni Ivanov, Nikolay Dandanov, Nicole Christoff, Vladimir Poulkov

Abstract:

Spectrum underutilization has made cognitive radio a promising technology both for current and future telecommunications. This is due to the ability to exploit the unused spectrum in the bands dedicated to other wireless communication systems, and thus, increase their occupancy. The essential function, which allows the cognitive radio device to perceive the occupancy of the spectrum, is spectrum sensing. In this paper, the performance of modern adaptations of the four most widely used spectrum sensing techniques namely, energy detection (ED), cyclostationary feature detection (CSFD), matched filter (MF) and eigenvalues-based detection (EBD) is compared. The implementation has been accomplished through the PlutoSDR hardware platform and the GNU Radio software package in very low Signal-to-Noise Ratio (SNR) conditions. The optimal detection performance of the examined methods in a realistic implementation-oriented model is found for the common relevant parameters (number of observed samples, sensing time and required probability of false alarm).

Keywords: cognitive radio, dynamic spectrum access, GNU Radio, spectrum sensing

Procedia PDF Downloads 232
1179 Investigation of Stress and Its Effects on Health Workers in Federal Medical Centres in Nigeria

Authors: Chisom N. Nwaigwe, Blessing N. Egbulefu, Angela Uwakwem

Abstract:

A study on Stress and its’ effect on the health of workers in Federal Medical Centres in Nigeria is presented. The aim is to evaluate how much stress related hazards health workers in our tertiary health institutions are exposed to and to create awareness and reduce the rate at which stress affect the health of the working population in Nigeria, using workers in Federal Medical Centre, Umuahia as a case study. The descriptive survey design was adopted with the aid of 100 questionnaires delivered to the respondents in order to obtain first-hand information. From the findings, the major causes of stress were identified as inadequate staffing, unresolved family problems and psychological/cultural factors like the return of a lactating mother to work after three months post-delivery. The effects of stress on the workers were identified as hypertension, poor job performances, depression, asthma, and peptic ulcers. The study recommended instituting counseling units for stress management, holding seminars on stress management and increasing the salary scale (remuneration) and proper roster planning as solutions to stress reduction in our hospitals. This study is important to management in planning staffing, roaster, and a rehabilitation programme for her staff.

Keywords: stress, causes, effects, workers

Procedia PDF Downloads 457
1178 Statistical Inferences for GQARCH-It\^{o} - Jumps Model Based on The Realized Range Volatility

Authors: Fu Jinyu, Lin Jinguan

Abstract:

This paper introduces a novel approach that unifies two types of models: one is the continuous-time jump-diffusion used to model high-frequency data, and the other is discrete-time GQARCH employed to model low-frequency financial data by embedding the discrete GQARCH structure with jumps in the instantaneous volatility process. This model is named “GQARCH-It\^{o} -Jumps mode.” We adopt the realized range-based threshold estimation for high-frequency financial data rather than the realized return-based volatility estimators, which entail the loss of intra-day information of the price movement. Meanwhile, a quasi-likelihood function for the low-frequency GQARCH structure with jumps is developed for the parametric estimate. The asymptotic theories are mainly established for the proposed estimators in the case of finite activity jumps. Moreover, simulation studies are implemented to check the finite sample performance of the proposed methodology. Specifically, it is demonstrated that how our proposed approaches can be practically used on some financial data.

Keywords: It\^{o} process, GQARCH, leverage effects, threshold, realized range-based volatility estimator, quasi-maximum likelihood estimate

Procedia PDF Downloads 144
1177 Evaluation of Cyclic Thermo-Mechanical Responses of an Industrial Gas Turbine Rotor

Authors: Y. Rae, A. Benaarbia, J. Hughes, Wei Sun

Abstract:

This paper describes an elasto-visco-plastic computational modelling method which can be used to assess the cyclic plasticity responses of high temperature structures operating under thermo-mechanical loadings. The material constitutive equation used is an improved unified multi-axial Chaboche-Lemaitre model, which takes into account non-linear kinematic and isotropic hardening. The computational methodology is a three-dimensional framework following an implicit formulation and based on a radial return mapping algorithm. The associated user material (UMAT) code is developed and calibrated across isothermal hold-time low cycle fatigue tests for a typical turbine rotor steel for use in finite element (FE) implementation. The model is applied to a realistic industrial gas turbine rotor, where the study focuses its attention on the deformation heterogeneities and critical high stress areas within the rotor structure. The potential improvements of such FE visco-plastic approach are discussed. An integrated life assessment procedure based on R5 and visco-plasticity modelling, is also briefly addressed.

Keywords: unified visco-plasticity, thermo-mechanical, turbine rotor, finite element modelling

Procedia PDF Downloads 122
1176 Improving Automotive Efficiency through Lean Management Tools: A Case Study

Authors: Raed El-Khalil, Hussein Zeaiter

Abstract:

Managing and improving efficiency in the current highly competitive global automotive industry demands that companies adopt leaner and more flexible systems. During the past 20 years the domestic automotive industry in North America has been focusing on establishing new management strategies in order to meet market demands. 98The lean management process also known as Toyota Manufacturing Process (TPS) or lean manufacturing encompasses tools and techniques that were established in order to provide the best quality product with the fastest lead time at the lowest cost. The following paper presents a study that focused on improving labor efficiency at one of the Big Three (Ford, GM, Chrysler LLC) domestic automotive facility in North America. The objective of the study was to utilize several lean management tools in order to optimize the efficiency and utilization levels at the “Pre-Marriage” chassis area in a truck manufacturing and assembly facility. Utilizing three different lean tools (i.e. Standardization of work, 7 Wastes, and 5S) this research was able to improve efficiency by 51%, utilization by 246%, and reduce operations by 14%. The return on investment calculated based on the improvements made was 284%.

Keywords: lean manufacturing, standardized work, operation efficiency, utilization

Procedia PDF Downloads 499
1175 On-Line Impulse Buying and Cognitive Dissonance: The Moderating Role of the Positive Affective State

Authors: G. Mattia, A. Di Leo, L. Principato

Abstract:

The purchase impulsiveness is preceded by a lack of self-control: consequently, it is legitimate to believe that a consumer with a low level of self-control can result in a higher probability of cognitive dissonance. Moreover, the process of purchase is influenced by the pre-existing affective state in a considerable way. With reference to on-line purchases, digital behavior cannot be merely ascribed to the rational sphere, given the speed and ease of transactions and the hedonistic dimension of purchases. To our knowledge, this research is among the first cases of verification of the effect of moderation exerted by the positive affective state in the on-line impulse purchase of products with a high expressive value such as a smartphone on the occurrence of cognitive dissonance. To this aim, a moderation analysis was conducted on a sample of 212 impulsive millennials buyers. Three scales were adopted to measure the constructs of interest: IBTS for impulsivity, PANAS for the affective state, Sweeney for cognitive dissonance. The analysis revealed that positive affective state does not affect the onset of cognitive dissonance.

Keywords: cognitive dissonance, impulsive buying, online shopping, online consumer behavior

Procedia PDF Downloads 149
1174 Early Diagnosis of Myocardial Ischemia Based on Support Vector Machine and Gaussian Mixture Model by Using Features of ECG Recordings

Authors: Merve Begum Terzi, Orhan Arikan, Adnan Abaci, Mustafa Candemir

Abstract:

Acute myocardial infarction is a major cause of death in the world. Therefore, its fast and reliable diagnosis is a major clinical need. ECG is the most important diagnostic methodology which is used to make decisions about the management of the cardiovascular diseases. In patients with acute myocardial ischemia, temporary chest pains together with changes in ST segment and T wave of ECG occur shortly before the start of myocardial infarction. In this study, a technique which detects changes in ST/T sections of ECG is developed for the early diagnosis of acute myocardial ischemia. For this purpose, a database of real ECG recordings that contains a set of records from 75 patients presenting symptoms of chest pain who underwent elective percutaneous coronary intervention (PCI) is constituted. 12-lead ECG’s of the patients were recorded before and during the PCI procedure. Two ECG epochs, which are the pre-inflation ECG which is acquired before any catheter insertion and the occlusion ECG which is acquired during balloon inflation, are analyzed for each patient. By using pre-inflation and occlusion recordings, ECG features that are critical in the detection of acute myocardial ischemia are identified and the most discriminative features for the detection of acute myocardial ischemia are extracted. A classification technique based on support vector machine (SVM) approach operating with linear and radial basis function (RBF) kernels to detect ischemic events by using ST-T derived joint features from non-ischemic and ischemic states of the patients is developed. The dataset is randomly divided into training and testing sets and the training set is used to optimize SVM hyperparameters by using grid-search method and 10fold cross-validation. SVMs are designed specifically for each patient by tuning the kernel parameters in order to obtain the optimal classification performance results. As a result of implementing the developed classification technique to real ECG recordings, it is shown that the proposed technique provides highly reliable detections of the anomalies in ECG signals. Furthermore, to develop a detection technique that can be used in the absence of ECG recording obtained during healthy stage, the detection of acute myocardial ischemia based on ECG recordings of the patients obtained during ischemia is also investigated. For this purpose, a Gaussian mixture model (GMM) is used to represent the joint pdf of the most discriminating ECG features of myocardial ischemia. Then, a Neyman-Pearson type of approach is developed to provide detection of outliers that would correspond to acute myocardial ischemia. Neyman – Pearson decision strategy is used by computing the average log likelihood values of ECG segments and comparing them with a range of different threshold values. For different discrimination threshold values and number of ECG segments, probability of detection and probability of false alarm values are computed, and the corresponding ROC curves are obtained. The results indicate that increasing number of ECG segments provide higher performance for GMM based classification. Moreover, the comparison between the performances of SVM and GMM based classification showed that SVM provides higher classification performance results over ECG recordings of considerable number of patients.

Keywords: ECG classification, Gaussian mixture model, Neyman–Pearson approach, support vector machine

Procedia PDF Downloads 151
1173 New Vision of 'Social Europe': Renationalising the Integration Process in the Internal Market of the European Union

Authors: Robert Grzeszczak, Magdalena Gniadzik

Abstract:

The article deals with one of the most significant issues concerning the functioning of the internal market of the European Union – the free movement of workers and free movement of persons. The purpose is to identify the political and legal effects of the “renationalisation process” on the EU and its Member States. The concept of renationalisation is expressed through Member States’ aim to verify the relationship with the EU. The tendency is more visible in the public opinion of several MS’s of the ‘EU core’ and may be confirmed by the changes applied by the regulatory body. The thesis for the article is the return of renationalisation tendencies in the area of the Single Market, which is supported by, among others, an open criticism of the foundations of EU integration or considerations on withdrawal from the EU by some MS. This analysis will focus primarily on the effects that renationalisation may have on the free movement of persons. The free movement of persons is one of the key issues for the development of the European integration. It is still subject to theoretical reflections, new doubts and practical issues. The latest developments in politics, law and jurisprudence demonstrate the need to reflect on the attempts to redefine certain principles regarding migrant EU workers and their protection against nationality-based discrimination.

Keywords: European Union, Singel Market, free movement of persons, posting of workers

Procedia PDF Downloads 220
1172 Confidence Envelopes for Parametric Model Selection Inference and Post-Model Selection Inference

Authors: I. M. L. Nadeesha Jayaweera, Adao Alex Trindade

Abstract:

In choosing a candidate model in likelihood-based modeling via an information criterion, the practitioner is often faced with the difficult task of deciding just how far up the ranked list to look. Motivated by this pragmatic necessity, we construct an uncertainty band for a generalized (model selection) information criterion (GIC), defined as a criterion for which the limit in probability is identical to that of the normalized log-likelihood. This includes common special cases such as AIC & BIC. The method starts from the asymptotic normality of the GIC for the joint distribution of the candidate models in an independent and identically distributed (IID) data framework and proceeds by deriving the (asymptotically) exact distribution of the minimum. The calculation of an upper quantile for its distribution then involves the computation of multivariate Gaussian integrals, which is amenable to efficient implementation via the R package "mvtnorm". The performance of the methodology is tested on simulated data by checking the coverage probability of nominal upper quantiles and compared to the bootstrap. Both methods give coverages close to nominal for large samples, but the bootstrap is two orders of magnitude slower. The methodology is subsequently extended to two other commonly used model structures: regression and time series. In the regression case, we derive the corresponding asymptotically exact distribution of the minimum GIC invoking Lindeberg-Feller type conditions for triangular arrays and are thus able to similarly calculate upper quantiles for its distribution via multivariate Gaussian integration. The bootstrap once again provides a default competing procedure, and we find that similar comparison performance metrics hold as for the IID case. The time series case is complicated by far more intricate asymptotic regime for the joint distribution of the model GIC statistics. Under a Gaussian likelihood, the default in most packages, one needs to derive the limiting distribution of a normalized quadratic form for a realization from a stationary series. Under conditions on the process satisfied by ARMA models, a multivariate normal limit is once again achieved. The bootstrap can, however, be employed for its computation, whence we are once again in the multivariate Gaussian integration paradigm for upper quantile evaluation. Comparisons of this bootstrap-aided semi-exact method with the full-blown bootstrap once again reveal a similar performance but faster computation speeds. One of the most difficult problems in contemporary statistical methodological research is to be able to account for the extra variability introduced by model selection uncertainty, the so-called post-model selection inference (PMSI). We explore ways in which the GIC uncertainty band can be inverted to make inferences on the parameters. This is being attempted in the IID case by pivoting the CDF of the asymptotically exact distribution of the minimum GIC. For inference one parameter at a time and a small number of candidate models, this works well, whence the attained PMSI confidence intervals are wider than the MLE-based Wald, as expected.

Keywords: model selection inference, generalized information criteria, post model selection, Asymptotic Theory

Procedia PDF Downloads 74
1171 Automatic Censoring in K-Distribution for Multiple Targets Situations

Authors: Naime Boudemagh, Zoheir Hammoudi

Abstract:

The parameters estimation of the K-distribution is an essential part in radar detection. In fact, presence of interfering targets in reference cells causes a decrease in detection performances. In such situation, the estimate of the shape and the scale parameters are far from the actual values. In the order to avoid interfering targets, we propose an Automatic Censoring (AC) algorithm of radar interfering targets in K-distribution. The censoring technique used in this work offers a good discrimination between homogeneous and non-homogeneous environments. The homogeneous population is then used to estimate the unknown parameters by the classical Method of Moment (MOM). The AC algorithm does not need any prior information about the clutter parameters nor does it require both the number and the position of interfering targets. The accuracy of the estimation parameters obtained by this algorithm are validated and compared to various actual values of the shape parameter, using Monte Carlo simulations, this latter show that the probability of censing in multiple target situations are in good agreement.

Keywords: parameters estimation, method of moments, automatic censoring, K distribution

Procedia PDF Downloads 366
1170 Improving the Frequency Response of a Circular Dual-Mode Resonator with a Reconfigurable Bandwidth

Authors: Muhammad Haitham Albahnassi, Adnan Malki, Shokri Almekdad

Abstract:

In this paper, a method for reconfiguring bandwidth in a circular dual-mode resonator is presented. The method concerns the optimized geometry of a structure that may be used to host the tuning elements, which are typically RF (Radio Frequency) switches. The tuning elements themselves, and their performance during tuning, are not the focus of this paper. The designed resonator is able to reconfigure its fractional bandwidth by adjusting the inter-coupling level between the degenerate modes, while at the same time improving its response by adjusting the external-coupling level and keeping the center frequency fixed. The inter-coupling level has been adjusted by changing the dimensions of the perturbation element, while the external-coupling level has been adjusted by changing one of the feeder dimensions. The design was arrived at via optimization. Agreeing simulation and measurement results of the designed and implemented filters showed good improvements in return loss values and the stability of the center frequency.

Keywords: dual-mode resonators, perturbation theory, reconfigurable filters, software defined radio, cognitine radio

Procedia PDF Downloads 153
1169 Flood Risk Assessment for Agricultural Production in a Tropical River Delta Considering Climate Change

Authors: Chandranath Chatterjee, Amina Khatun, Bhabagrahi Sahoo

Abstract:

With the changing climate, precipitation events are intensified in the tropical river basins. Since these river basins are significantly influenced by the monsoonal rainfall pattern, critical impacts are observed on the agricultural practices in the downstream river reaches. This study analyses the crop damage and associated flood risk in terms of net benefit in the paddy-dominated tropical Indian delta of the Mahanadi River. The Mahanadi River basin lies in eastern part of the Indian sub-continent and is greatly affected by the southwest monsoon rainfall extending from the month of June to September. This river delta is highly flood-prone and has suffered from recurring high floods, especially after the 2000s. In this study, the lumped conceptual model, Nedbør Afstrømnings Model (NAM) from the suite of MIKE models, is used for rainfall-runoff modeling. The NAM model is laterally integrated with the MIKE11-Hydrodynamic (HD) model to route the runoffs up to the head of the delta region. To obtain the precipitation-derived future projected discharges at the head of the delta, nine Global Climate Models (GCMs), namely, BCC-CSM1.1(m), GFDL-CM3, GFDL-ESM2G, HadGEM2-AO, IPSL-CM5A-LR, IPSL-CM5A-MR, MIROC5, MIROC-ESM-CHEM and NorESM1-M, available in the Coupled Model Intercomparison Project-Phase 5 (CMIP5) archive are considered. These nine GCMs are previously found to best-capture the Indian Summer Monsoon rainfall. Based on the performance of the nine GCMs in reproducing the historical discharge pattern, three GCMs (HadGEM2-AO, IPSL-CM5A-MR and MIROC-ESM-CHEM) are selected. A higher Taylor Skill Score is considered as the GCM selection criteria. Thereafter, the 10-year return period design flood is estimated using L-moments based flood frequency analysis for the historical and three future projected periods (2010-2039, 2040-2069 and 2070-2099) under Representative Concentration Pathways (RCP) 4.5 and 8.5. A non-dimensional hydrograph analysis is performed to obtain the hydrographs for the historical/projected 10-year return period design floods. These hydrographs are forced into the calibrated and validated coupled 1D-2D hydrodynamic model, MIKE FLOOD, to simulate the flood inundation in the delta region. Historical and projected flood risk is defined based on the information about the flood inundation simulated by the MIKE FLOOD model and the inundation depth-damage-duration relationship of a normal rice variety cultivated in the river delta. In general, flood risk is expected to increase in all the future projected time periods as compared to the historical episode. Further, in comparison to the 2010s (2010-2039), an increased flood risk in the 2040s (2040-2069) is shown by all the three selected GCMs. However, the flood risk then declines in the 2070s as we move towards the end of the century (2070-2099). The methodology adopted herein for flood risk assessment is one of its kind and may be implemented in any world-river basin. The results obtained from this study can help in future flood preparedness by implementing suitable flood adaptation strategies.

Keywords: flood frequency analysis, flood risk, global climate models (GCMs), paddy cultivation

Procedia PDF Downloads 58