Search results for: uncertainty and error visualisation

Authors: Said Algarni

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The purpose of this study was to investigate selected numerical methods that demonstrate good performance in solving PDEs. We adapted alternative method that involve rational polynomials. Padé time stepping (PTS) method, which is highly stable for the purposes of the present application and is associated with lower computational costs, was applied. Furthermore, PTS was modified for our study which focused on diffusion equations. Numerical runs were conducted to obtain the optimal local error control threshold.

Keywords: Padé time stepping, finite difference, reaction diffusion equation, PDEs

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Authors: Swati Bhomia, C. M. Kishtawal, Neeru Jaiswal

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Traditionally, monsoon forecasts have encountered many difficulties that stem from numerous issues such as lack of adequate upper air observations, mesoscale nature of convection, proper resolution, radiative interactions, planetary boundary layer physics, mesoscale air-sea fluxes, representation of orography, etc. Uncertainties in any of these areas lead to large systematic errors. Global circulation models (GCMs), which are developed independently at different institutes, each of which carries somewhat different representation of the above processes, can be combined to reduce the collective local biases in space, time, and for different variables from different models. This is the basic concept behind the multi-model superensemble and comprises of a training and a forecast phase. The training phase learns from the recent past performances of models and is used to determine statistical weights from a least square minimization via a simple multiple regression. These weights are then used in the forecast phase. The superensemble forecasts carry the highest skill compared to simple ensemble mean, bias corrected ensemble mean and the best model out of the participating member models. This approach is a powerful post-processing method for the estimation of weather forecast parameters reducing the direct model output errors. Although it can be applied successfully to the continuous parameters like temperature, humidity, wind speed, mean sea level pressure etc., in this paper, this approach is applied to rainfall, a parameter quite difficult to handle with standard post-processing methods, due to its high temporal and spatial variability. The present study aims at the development of advanced superensemble schemes comprising of 1-5 day daily precipitation forecasts from five state-of-the-art global circulation models (GCMs), i.e., European Centre for Medium Range Weather Forecasts (Europe), National Center for Environmental Prediction (USA), China Meteorological Administration (China), Canadian Meteorological Centre (Canada) and U.K. Meteorological Office (U.K.) obtained from THORPEX Interactive Grand Global Ensemble (TIGGE), which is one of the most complete data set available. The novel approaches include the dynamical model selection approach in which the selection of the superior models from the participating member models at each grid and for each forecast step in the training period is carried out. Multi-model superensemble based on the training using similar conditions is also discussed in the present study, which is based on the assumption that training with the similar type of conditions may provide the better forecasts in spite of the sequential training which is being used in the conventional multi-model ensemble (MME) approaches. Further, a variety of methods that incorporate a 'neighborhood' around each grid point which is available in literature to allow for spatial error or uncertainty, have also been experimented with the above mentioned approaches. The comparison of these schemes with respect to the observations verifies that the newly developed approaches provide more unified and skillful prediction of the summer monsoon (viz. June to September) rainfall compared to the conventional multi-model approach and the member models.

Keywords: multi-model superensemble, dynamical model selection, similarity criteria, neighborhood technique, rainfall prediction

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Authors: Saeed Mahjoub Moghadas, Farhad Asadi, Shahed Torkamandi, Hassan Moradi, Mahmood Purgamshidian

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In this paper, we present real-time obstacle avoidance approach for both autonomous and non-autonomous DS-based controllers and also based on dynamical systems (DS) method. In this approach, we can modulate the original dynamics of the controller and it allows us to determine safety margin and different types of DS to increase the robot’s reactiveness in the face of uncertainty in the localization of the obstacle and especially when robot moves very fast in changeable complex environments. The method is validated in simulation and influence of different autonomous and non-autonomous DS such as limit cycles, and unstable DS on this algorithm and also the position of different obstacles in complex environment is explained. Finally, we describe how the avoidance trajectories can be verified through different parameters such as safety factor.

Keywords: limit cycles, nonlinear dynamical system, real time obstacle avoidance, DS-based controllers

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Authors: Ilona Krone

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Maternal smoking during pregnancy increases the risk of perinatal/postnatal negative health outcomes; however, only 1 in 5 pregnant smokers quit smoking. That is a clinical and public health problem. Pregnant smokers have negative paternal support, and higher levels of perceived stress than non-smokers and quitters return to smoking in a stressful situation. A crisis like the COVID-19 outbreak causes significant uncertainty and stress. For pregnant women, additional stress may increase due to concerns for their fetus. Strategies targeting maternal stress and isolation may be particularly useful to prevent negative outcomes for women and their fetuses. Within the post-doctoral study, cooperating with leading specialists, an innovative program for pregnant smokers will be developed. Feasibility for reducing craving, distress intolerance, Covid 19 related stress, and fear in pregnant women in Latvia will be assessed.

Keywords: COVID 19, mindfulness, motivation, pregnancy, smoking cessation

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Authors: Auwal Abubakar, Shazril Imran Shaukat, Noor Khairiah A. Karim, Mohammed Zakir Kassim, Gokula Kumar Appalanaido, Hafiz Mohd Zin

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Background: Voluntary deep inspiration breath-hold radiotherapy (vDIBH-RT) is an effective cardiac dose reduction technique during left breast radiotherapy. This study aimed to assess the accuracy of the implementation of the vDIBH technique among left breast cancer patients without the use of a special device such as a surface-guided imaging system. Methods: The vDIBH-RT technique was implemented among thirteen (13) left breast cancer patients at the Advanced Medical and Dental Institute (AMDI), Universiti Sains Malaysia. Breath-hold monitoring was performed based on breath-hold skin marks and laser light congruence observed on zoomed CCTV images from the control console during each delivery. The initial setup was verified using cone beam computed tomography (CBCT) during breath-hold. Each field was delivered using multiple beam segments to allow a delivery time of 20 seconds, which can be tolerated by patients in breath-hold. The data were analysed using an in-house developed MATLAB algorithm. PTV margin was computed based on van Herk's margin recipe. Results: The setup error analysed from CBCT shows that the population systematic error in lateral (x), longitudinal (y), and vertical (z) axes was 2.28 mm, 3.35 mm, and 3.10 mm, respectively. Based on the CBCT image guidance, the Planning target volume (PTV) margin that would be required for vDIBH-RT using CCTV/Laser monitoring technique is 7.77 mm, 10.85 mm, and 10.93 mm in x, y, and z axes, respectively. Conclusion: It is feasible to safely implement vDIBH-RT among left breast cancer patients without special equipment. The breath-hold monitoring technique is cost-effective, radiation-free, easy to implement, and allows real-time breath-hold monitoring.

Keywords: vDIBH, cone beam computed tomography, radiotherapy, left breast cancer

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Authors: Avdhesh K. Sharma

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Key, in the development of energy-efficient micro-scale heat exchanger devices, is to select large heat transfer surface to volume ratio without much expanse on re-circulated pumps. The increased interest in short heat exchanger (SHE) is due to accessibility of advanced technologies for manufacturing of micro-tubes in range of 1 micron m - 1 mm. Such SHE using micro-tubes are highly effective for high flux heat transfer technologies. Nanofluids, are used to enhance the thermal conductivity of re-circulated coolant and thus enhances heat transfer rate further. Higher viscosity associated with nanofluid expands more pumping power. Thus, there is a trade-off between heat transfer rate and pressure drop with geometry of micro-tubes. Herein, a novel design of short counter flow heat exchanger (SCFHE) using non-circular micro-tubes flooded with CuO-water nanofluid is conceptualized by varying the ratio of surface area to cross-sectional area of micro-tubes. A framework for comparative analysis of SCFHE using micro-tubes non-circular shape flooded by CuO-water nanofluid is presented. In SCFHE concept, micro-tubes having various geometrical shapes (viz., triangular, rectangular and trapezoidal) has been arranged row-wise to facilitate two aspects: (1) allowing easy flow distribution for cold and hot stream, and (2) maximizing the thermal interactions with neighboring channels. Adequate distribution of rows for cold and hot flow streams enables above two aspects. For comparative analysis, a specific volume or cross-section area is assigned to each elemental cell (which includes flow area and area corresponds to half wall thickness). A specific volume or cross-section area is assumed to be constant for each elemental cell (which includes flow area and half wall thickness area) and variation in surface area is allowed by selecting different geometry of micro-tubes in SCFHE. Effective thermal conductivity model for CuO-water nanofluid has been adopted, while the viscosity values for water based nanofluids are obtained empirically. Correlations for Nusselt number (Nu) and Poiseuille number (Po) for micro-tubes have been derived or adopted. Entrance effect is accounted for. Thermal and hydrodynamic performances of SCFHE are defined in terms of effectiveness and pressure drop or pumping power, respectively. For defining the overall performance index of SCFHE, two links are employed. First one relates heat transfer between the fluid streams q and pumping power PP as (=qj/PPj); while another link relates effectiveness eff and pressure drop dP as (=effj/dPj). For analysis, the inlet temperatures of hot and cold streams are varied in usual range of 20dC-65dC. Fully turbulent regime is seldom encountered in micro-tubes and transition of flow regime occurs much early (i.e., ~Re=1000). Thus, Re is fixed at 900, however, the uncertainty in Re due to addition of nanoparticles in base fluid is quantified by averaging of Re. Moreover, for minimizing error, volumetric concentration is limited to range 0% to ≤4% only. Such framework may be helpful in utilizing maximum peripheral surface area of SCFHE without any serious severity on pumping power and towards developing advanced short heat exchangers.

Keywords: CuO-water nanofluid, non-circular micro-tubes, performance index, short counter flow heat exchanger

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Authors: Anne Marie Morrin

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This paper will focus on the design, delivery and assessment of a transdisciplinary STEAM (Science, Technology, Engineering, Arts, and Mathematics) education initiative in a college of education in Ireland. The project explores a transdisciplinary approach to supporting STEAM education where the concepts, methodologies and assessments employed derive from visual art sessions within initial teacher education. The research will demonstrate that the STEAM Education approach is effective when visual art concepts and methods are placed at the core of the teaching and learning experience. Within this study, emphasis is placed on authentic collaboration and transdisciplinary pedagogical approaches with the STEAM subjects. The partners included a combination of teaching expertise in STEM and Visual Arts education, artists, in-service and pre-service teachers and children. The inclusion of all stakeholders mentioned moves towards a more authentic approach where transdisciplinary practice is at the core of the teaching and learning. Qualitative data was collected using a combination of questionnaires (focused and open-ended questions) and focus groups. In addition, the data was collected through video diaries where students reflected on their visual journals and transdisciplinary practice, which gave rich insight into participants' experiences and opinions on their learning. It was found that an effective program of STEAM education integration was informed by co-teaching (continuous professional development), which involved a commitment to adaptable and flexible approaches to teaching, learning, and assessment, as well as the importance of continuous reflection-in-action by all participants. The delivery of a transdisciplinary model of STEAM education was devised to reconceptualizatise how individual subject areas can develop essential skills and tackle critical issues (such as self-care and climate change) through data visualisation and technology. The success of the project can be attributed to the collaboration, which was inclusive, flexible and a willingness between various stakeholders to be involved in the design and implementation of the project from conception to completion. The case study approach taken is particularistic (focusing on the STEAM-ED project), descriptive (providing in-depth descriptions from varied and multiple perspectives), and heuristic (interpreting the participants’ experiences and what meaning they attributed to their experiences).

Keywords: collaboration, transdisciplinary, STEAM, visual arts education

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Authors: Rios A. S., Hild F., Deus E. P., Aimedieu P., Benallal A.

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The damage micromechanisms of chopped strand mats manufactured by compression of Brazilian coconut fiber and coconut fibers in different external conditions (chemical treatment) were used in this study. Mechanical analysis testing uniaxial traction were used with Digital Image Correlation (DIC). The images captured during the tensile test in the coconut fibers and coconut fiber mats showed an uncertainty of measurement in order centipixels. The initial modulus (modulus of elasticity) and tensile strength decreased with increasing diameter for the four conditions of coconut fibers. The DIC showed heterogeneous deformation fields for coconut fibers and mats and the displacement fields showed the rupture process of coconut fiber. The determination of poisson’s ratio of the mat was performed through of transverse and longitudinal deformations found in the elastic region.

Keywords: coconut fiber, mechanical behavior, digital image correlation, micromechanism

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Authors: Swathi Ganesan, Nalinda Somasiri, Rebecca Jeyavadhanam, Gayathri Karthick

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The COVID-19 crisis presents a substantial and critical hazard to worldwide health. Since the occurrence of the disease in late January 2020 in the UK, the number of infected people confirmed to acquire the illness has increased tremendously across the country, and the number of individuals affected is undoubtedly considerably high. The purpose of this research is to figure out a predictive machine learning archetypal that could forecast COVID-19 cases within the UK. This study concentrates on the statistical data collected from 31st January 2020 to 31st March 2021 in the United Kingdom. Information on total COVID cases registered, new cases encountered on a daily basis, total death registered, and patients’ death per day due to Coronavirus is collected from World Health Organisation (WHO). Data preprocessing is carried out to identify any missing values, outliers, or anomalies in the dataset. The data is split into 8:2 ratio for training and testing purposes to forecast future new COVID cases. Support Vector Machines (SVM), Random Forests, and linear regression algorithms are chosen to study the model performance in the prediction of new COVID-19 cases. From the evaluation metrics such as r-squared value and mean squared error, the statistical performance of the model in predicting the new COVID cases is evaluated. Random Forest outperformed the other two Machine Learning algorithms with a training accuracy of 99.47% and testing accuracy of 98.26% when n=30. The mean square error obtained for Random Forest is 4.05e11, which is lesser compared to the other predictive models used for this study. From the experimental analysis Random Forest algorithm can perform more effectively and efficiently in predicting the new COVID cases, which could help the health sector to take relevant control measures for the spread of the virus.

Keywords: COVID-19, machine learning, supervised learning, unsupervised learning, linear regression, support vector machine, random forest

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Authors: Anurag Sharma, Manoj Kumar, Ashima, Sooraj Parkash

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The work in this paper presents simulative comparison for different modulation formats such as NRZ, Manchester and CRZ in a 100 subscribers at 5 Gbps bit rate Gigabit Ethernet Passive Optical Network (GEPON) FTTH network. It is observed from the simulation results that the CRZ modulation format is best suited for the designed system. A link design for 1:100 splitter is used as Passive Optical Network (PON) element which creates communication between central offices to different users. The Bit Error Rate (BER) is found to be 2.8535e-10 at 5 Gbit/s systems for CRZ modulation format.

Keywords: PON , FTTH, OLT, ONU, CO, GEPON

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Authors: Ramandeep Behl, Prashanth Maroju, S. S. Motsa

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In this paper, we study the semilocal convergence of a fifth order iterative method using recurrence relation under the assumption that first order Fréchet derivative satisfies the Hölder condition. Also, we calculate the R-order of convergence and provide some a priori error bounds. Based on this, we give existence and uniqueness region of the solution for a nonlinear Hammerstein integral equation of the second kind.

Keywords: Holder continuity condition, Frechet derivative, fifth order convergence, recurrence relations

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Authors: M. A. Riurean, S. Heijnen, C. A. Knott, J. Makinde, D. Gotti, J. VD. Kamp

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Objectives: The current study is done in preparation for a randomized controlled study investigating the effects of an implicit motor learning protocol implemented using an extension-supporting glove. It will explore different protocols to find out which is preferred when studying motor learn-ing in the chronic stroke population that struggles with hand spasticity. Design: This exploratory study will follow 24 individuals who have a chronic stroke (> 6 months) during their usual care journey. We will record the results of two 9-Hole Peg Tests (9HPT) done during their therapy ses-sions with a physiotherapist or in their home before and after 4 weeks of them wearing an exten-sion-supporting glove used to employ the to-be-studied protocols. The participants will wear the glove 3 times/week for one hour while performing their activities of daily living and record the times they wore it in a diary. Their experience will be monitored through telecommunication once every week. Subjects: Individuals that have had a stroke at least 6 months prior to participation, hand spasticity measured on the modified Ashworth Scale of maximum 3, and finger flexion motor control measured on the Motricity Index of at least 19/33. Exclusion criteria: extreme hemi-neglect. Methods: The participants will be randomly divided into 3 groups: one group using the glove in a pre-set way of decreasing support (implicit motor learning), one group using the glove in a self-controlled way of decreasing support (autonomous motor learning), and the third using the glove with constant support (as control). Before and after the 4-week period, there will be an intake session and a post-assessment session. Analysis: We will compare the results of the two 9HPTs to check whether the protocols were effective. Furthermore, we will compare the results between the three groups to find the preferred one. A qualitative analysis will be run of the experience of participants throughout the 4-week period. Expected results: We expect that the group using the implicit learning protocol will show superior results.

Keywords: implicit learning, hand spasticity, stroke, error minimization, motor task

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Authors: M. Zain, Thaung H. Aung, Naveed Anwar

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During the service life, a structure may experience extreme loading conditions. The current study proposes a new methodology that covers the effect of uncertainty involved in gravity loadings on key structural elements of new and complex structures by emphasizing on a very realistic assumption that allows the 'Performance-Based Assessment' to be executed on the structure against the gravity loadings. The methodology does not require the complete removal of an element, instead, it permits the incremental reduction in the capacity of key structural elements and preserves the same stiffness of the member in each case of capacity loss. To demonstrate the application of the proposed methodology, a 13 story complex structure is selected that comprises of a diverse structural configuration. The results ensure the structural integrity against the applied gravity loadings, as well as the effectiveness of the proposed methodology.

Keywords: force-deformation relationship, gravity loading, incremental capacity reduction, multi-linear plastic link element, SAP2000, stiffness

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Authors: Shreyas Srinivas Rangan, Jurgis Porins

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The internet traffic has increased exponentially due to the high demand for data rates by the users, and the constantly increasing metro networks and access networks are focused on improving the maximum transmit distance of the long-reach optical networks. One of the common methods to improve the maximum transmit distance of the long-reach optical networks at the component level is to use broadband optical amplifiers. The Erbium Doped Fiber Amplifier (EDFA) provides high amplification with low noise figure but due to the characteristics of EDFA, its operation is limited to C-band and L-band. In contrast, the Raman amplifier exhibits a wide amplification spectrum, and negative noise figure values can be achieved. To obtain such results, high powered pumping sources are required. Operating Raman amplifiers with such high-powered optical sources may cause fire hazards and it may damage the optical system. In this paper, we implement a hybrid optical amplifier configuration. EDFA and Raman amplifiers are used in this hybrid setup to combine the advantages of both EDFA and Raman amplifiers to improve the reach of the system. Using this setup, we analyze the maximum transmit distance of the network by obtaining a correlation diagram between the length of the single-mode fiber (SMF) and the Bit Error Rate (BER). This hybrid amplifier configuration is implemented in a Wavelength Division Multiplexing (WDM) system with a BER of 10⁻⁹ by using NRZ modulation format, and the gain uniformity noise ratio (signal-to-noise ratio (SNR)), the efficiency of the pumping source, and the optical signal gain efficiency of the amplifier are studied experimentally in a mathematical modelling environment. Numerical simulations were implemented in RSoft OptSim simulation software based on the nonlinear Schrödinger equation using the Split-Step method, the Fourier transform, and the Monte Carlo method for estimating BER.

Keywords: Raman amplifier, erbium doped fibre amplifier, bit error rate, hybrid optical amplifiers

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Authors: Wesam Ali

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This paper provides useful guidelines to the circuit designers on the magnitude of fabrication errors in multilayer millimeter-wave components that are acceptable and presents data not previously reported in the literature. A particularly significant error that was quantified was that of skew between conductors on different layers, where it was found that a skew angle of only 0.1° resulted in very significant changes in bandwidth and insertion loss. The work was supported by a detailed investigation on a 35GHz, multilayer edge-coupled band-pass filter, which was fabricated on alumina substrates using photoimageable thick film process.

Keywords: fabrication errors, multilayer, high frequency band, photoimagable technology

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Authors: Apurva Patil, Maithilee Kulkarni, Ashay Aswale

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This paper proposes an algorithm to develop the kinematic model of a 5 DOF robot arm. The formulation of the problem is based on finding the D-H parameters of the arm. Brute Force iterative method is employed to solve the system of non linear equations. The focus of the paper is to obtain the accurate solutions by reducing the root mean square error. The result obtained will be implemented to grip the objects. The trajectories followed by the end effector for the required workspace coordinates are plotted. The methodology used here can be used in solving the problem for any other kinematic chain of up to six DOF.

Keywords: 5 DOF robot arm, D-H parameters, inverse kinematics, iterative method, trajectories

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Authors: Hyungmo Kim, Hwang Bae, Seok-Kyu Chang, Dong Won Lee, Yung Joo Ko, Sun Rock Choi, Hae Seob Choi, Hyeon Seok Woo, Dong-Jin Euh, Hyeong-Yeon Lee

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Flow mixing characteristics in the wire-wrapped 37-pin rod bundle were measured by using a wire-mesh sensing system for a sodium-cooled fast reactor (SFR). The subchannel flow mixing in SFR core subchannels was an essential characteristic for verification of a core thermal design and safety analysis. A dedicated test facility including the wire-mesh sensor system and tracing liquid injection system was developed, and the conductivity fields at the end of 37-pin rod bundle were visualized in several different flow conditions. These experimental results represented the reasonable agreements with the results of CFD, and the uncertainty of the mixing experiments has been conducted to evaluate the experimental results.

Keywords: core thermal design, flow mixing, a wire-mesh sensor, a wire-wrap effect

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Authors: Bououden Soraya

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This paper aims to study the existence of the change of coordinates which permits to transform a class of nonlinear dynamical systems into the so-called nonlinear observer canonical form (NOCF). Moreover, an algorithm to construct such a change of coordinates is given. Based on this form, we can design an observer with a linear error dynamic. This enables us to estimate the state of a nonlinear dynamical system. A concrete example (biological model) is provided to illustrate the feasibility of the proposed results.

Keywords: nonlinear observer canonical form, observer, design, gene regulation, gene expression

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Authors: Jun Su Ha

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Various advanced technologies will be adopted in Advanced Control Rooms (ACRs) of advanced Nuclear Power Plants (NPPs), which is thought to increase operators’ performance. However, potential human factors issues coupled with digital technologies might be troublesome. Human factors issues in ACRs are identified and strategies (or countermeasures) for evaluating and analyzing each of issues are addressed in this study.

Keywords: advanced control room, human factor issues, human performance, human error, nuclear power plant

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Authors: Keyvanl Yahya

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This paper aims to find a algorithmic structure that affords to predict and explain economic choice behaviour particularly under uncertainty (random policies) by manipulating the prevalent Actor-Critic learning method that complies with the requirements we have been entrusted ever since the field of neuroeconomics dawned on us. Whilst skimming some basics of neuroeconomics that might be relevant to our discussion, we will try to outline some of the important works which have so far been done to simulate choice making processes. Concerning neurological findings that suggest the existence of two specific functions that are executed through Basal Ganglia all the way down to sub-cortical areas, namely 'rewards' and 'beliefs', we will offer a modified version of actor/critic algorithm to shed a light on the relation between these functions and most importantly resolve what is referred to as a challenge for actor-critic algorithms, that is lack of inheritance or hierarchy which avoids the system being evolved in continuous time tasks whence the convergence might not emerge.

Keywords: neuroeconomics, choice behaviour, decision making, reinforcement learning, actor-critic algorithm

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Authors: Juliette Harper, Yu Yang

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Biofuels have gained significant attention recently due to the new regulations and agreements regarding fossil fuels and greenhouse gases being made by countries around the globe. One of the most common types of biofuels is biodiesel, primarily made via the transesterification reaction. We model this nonlinear process in MATLAB using the standard kinetic equations. Then, a nonlinear Model predictive control (NMPC) was developed to regulate this process due to its capability to handle process constraints. The feeding flow uncertainty and kinetic disturbances are further incorporated in the model to capture the real-world operating conditions. The simulation results will show that the proposed NMPC can guarantee the final composition of fatty acid methyl esters (FAME) above the target threshold with a high chance by adjusting the process temperature and flowrate. This research will allow further understanding of NMPC under uncertainties and how to design the computational strategy for larger process with more variables.

Keywords: NMPC, biodiesel, uncertainties, nonlinear, MATLAB

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Authors: Rahul Malhotra, Anurag Sharma

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Fiber based access networks can deliver performance that can support the increasing demands for high speed connections. One of the new technologies that have emerged in recent years is Passive Optical Networks. This paper is targeted to show the simultaneous delivery of triple play service (data, voice, and video). The comparative investigation and suitability of various data rates is presented. It is demonstrated that as we increase the data rate, number of users to be accommodated decreases due to increase in bit error rate.

Keywords: FTTH, quad play, play service, access networks, data rate

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Authors: Elijah Cavan

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In Major League Sports (MLB, NBA, NHL, NFL), it is the Front Office Staff (FOS) who make decisions about who plays for their respective team. The FOS bear the brunt of the responsibility for acquiring players through drafting, trading and signing players in free agency while typically contesting with maximum roster salary constraints. The players themselves are volatile assets of these teams- their value fluctuates with age and performance. A simple comparison can be made when viewing players as assets. The problem here is similar to that of optimizing your investment portfolio. The The goal is ultimately to maximize your periodic returns while tolerating a fixed risk (degree of uncertainty/ potential loss). Each franchise may value assets differently, and some may only tolerate lower risk levels- these are examples of factors that introduce additional constraints into the model. In this talk, we will detail the mathematical formulation of this problem as a constrained optimization problem- which can be solved with classical machine learning methods but is also well posed as a problem to be solved on quantum computers

Keywords: optimization, financial mathematics, sports analytics, simulated annealing

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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

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Authors: Mike Tsionas

Abstract:

The paper develops new indices of financial stability based on an explicit model of expected utility maximization by financial institutions subject to the classical technology restrictions of neoclassical production theory. The model can be estimated using standard econometric techniques, like GMM for dynamic panel data and latent factor analysis for the estimation of co-variance matrices. An explicit functional form for the utility function is not needed and we show how measures of risk aversion and prudence (downside risk aversion) can be derived and estimated from the model. The model is estimated using data for Eurozone countries and we focus particularly on (i) the use of the modeling approach as an “early warning mechanism”, (ii) the bank- and country-specific estimates of risk aversion and prudence (downside risk aversion), and (iii) the derivation of a generalized measure of risk that relies on loan-price uncertainty.

Keywords: financial stability, banking, expected utility maximization, sub-prime crisis, financial crisis, eurozone, PIIGS

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Authors: Sangseung Kang, Kyekyung Kim, Suyoung Chi

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A good posture is the most important factor in riding. In this paper, we present an effective posture correction system for a riding simulator environment to provide position error detection and customized training functions. The proposed system detects and analyzes the rider's posture using depth data and inertial sensing data. Our experiments show that including these functions will help users improve their seat for a riding.

Keywords: posture correction, posture training, riding posture, riding simulator

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Authors: Miang Hong Ngerng, Noor Diyana Jasme, May Jin Theong

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Volatile market environment is inevitable. Fund managers are struggling to choose the right strategy to survive and overcome uncertainties and adverse market movement. Therefore, finding certainty in the mist of uncertainty future is one of the key performance objectives for fund managers. Current available theoretical results are not practical due to strong reliance on the investment assumption made. This paper is to identify the component that can be forecasted in Ex-ante setting which is the realistic situation facing a fund manager in the actual execution of asset allocation in portfolio management. Partial lease square method was used to generate an index with 10 years accounting data from 191 companies listed in KLSE. The result shows that the index reflects the inner nature of the business and up to 30% of the stock return can be explained by the index.

Keywords: active portfolio management, asset allocation ex-ante investment, asset class, partial lease square

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Authors: Cormac Reale, Luke J. Prendergast, Kenneth Gavin

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While significant improvements have been made in axial pile design methods over recent years, the influence of soils natural variability has not been adequately accounted for within them. Soil variability is a crucial parameter to consider as it can account for large variations in pile capacity across the same site. This paper seeks to address this knowledge deficit, by demonstrating how soil spatial variability can be accommodated into existing cone penetration test (CPT) based pile design methods, in the form of layered non-homogeneous random fields. These random fields model the scope of a given property’s variance and define how it varies spatially. A Monte Carlo analysis of the pile will be performed taking into account parameter uncertainty and spatial variability, described using the measured scales of fluctuation. The results will be discussed in light of Eurocode 7 and the effect of spatial averaging on design capacities will be analysed.

Keywords: pile axial design, reliability, spatial variability, CPT

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Authors: M. H. Belahssen, S. Benramache

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This paper presents corrosion behavior of alloy 42CrMo4 steel nitrided by plasma. Different samples nitrided were tested. The corrosion behavior was evaluated by electrochemical impedance spectroscopy and the tests were carried out in acid chloride solution 1M. The best corrosion protection was observed for nitrided samples. The aim of this work is to compare equivalents circuits corresponding to Nyquist curves simulated and experimental and select who gives best results of impedance parameters with lowest error.

Keywords: pasma nitriding, steel, alloy 42CrMo4, elecrochemistry, corrosion behavior

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Authors: Mohamed Fredj, Abdallah Hafsaoui, Radouane Nakache

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The study of the stability of the mining works in rock masses fractured is the major concern of the operating engineer. For geotechnical works in mines and quarries, it there is not today's general methodology for analysis and the quantification of the risks relating to the dangers inherent in these concrete types (falling boulders, landslides, etc.). The reasons for this are uncertainty, which weighs on available data or lack of knowledge of the values of the parameters required for this analysis type. Stability calculations must be based on reliable knowledge of the distribution of discontinuities that dissect the Rocky massif and the resistance to shear of the intact rock and discontinuities. This study is aimed to study the stability of slope of mine (Kef Sennoun - Tebessa, Algeria). The problem is analyzed using a numerical model based on the finite elements (software Plaxis 3D).

Keywords: stability, discontinuities, finite elements, rock mass, open-pit mine

Procedia PDF Downloads 315