Search results for: non-linear operator

Authors: Belloufi Mohammed, Sellami Badreddine

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This paper deals with a new nonlinear modified three-term conjugate gradient algorithm for solving large-scale unstrained optimization problems. The search direction of the algorithms from this class has three terms and is computed as modifications of the classical conjugate gradient algorithms to satisfy both the descent and the conjugacy conditions. An example of three-term conjugate gradient algorithm from this class, as modifications of the classical and well known Hestenes and Stiefel or of the CG_DESCENT by Hager and Zhang conjugate gradient algorithms, satisfying both the descent and the conjugacy conditions is presented. Under mild conditions, we prove that the modified three-term conjugate gradient algorithm with Wolfe type line search is globally convergent. Preliminary numerical results show the proposed method is very promising.

Keywords: unconstrained optimization, three-term conjugate gradient, sufficient descent property, line search

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Authors: Nouira Mariem, Ben Rayana Hazem, Ennigrou Samir

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Background and aim: During the past decade, the frequency of extrapulmonary forms of tuberculosis has increased. These forms are under-diagnosed using conventional tests. The aim of this study was to evaluate the performance of the Tuberculin Skin Test (TST) for the diagnosis of tuberculosis, using the ROC curve and Fagan’s Nomogram methodology. Methods: This was a case-control, multicenter study in 11 anti-tuberculosis centers in Tunisia, during the period from June to November2014. The cases were adults aged between 18 and 55 years with confirmed tuberculosis. Controls were free from tuberculosis. A data collection sheet was filled out and a TST was performed for each participant. Diagnostic accuracy measures of TST were estimated using ROC curve and Area Under Curve to estimate sensitivity and specificity of a determined cut-off point. Fagan’s nomogram was used to estimate its predictive values. Results: Overall, 1053 patients were enrolled, composed of 339 cases (sex-ratio (M/F)=0.87) and 714 controls (sex-ratio (M/F)=0.99). The mean age was 38.3±11.8 years for cases and 33.6±11 years for controls. The mean diameter of the TST induration was significantly higher among cases than controls (13.7mm vs.6.2mm;p=10-6). Area Under Curve was 0.789 [95% CI: 0.758-0.819; p=0.01], corresponding to a moderate discriminating power for this test. The most discriminative cut-off value of the TST, which were associated with the best sensitivity (73.7%) and specificity (76.6%) couple was about 11 mm with a Youden index of 0.503. Positive and Negative predictive values were 3.11% and 99.52%, respectively. Conclusion: In view of these results, we can conclude that the TST can be used for tuberculosis diagnosis with a good sensitivity and specificity. However, the skin induration measurement and its interpretation is operator dependent and remains difficult and subjective. The combination of the TST with another test such as the Quantiferon test would be a good alternative.

Keywords: tuberculosis, tuberculin skin test, ROC curve, cut-off

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Authors: Tiago Sampaio, André Vasconcelos, Bruno Fragoso

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The Normalized Systems Theory, which is designed to be applied to software architectures, provides a set of theorems, elements and rules, with the purpose of enabling evolution in Information Systems, as well as ensuring that they are ready for change. In order to make that possible, this work’s solution is to apply the Normalized Systems Theory to the domain of enterprise architectures, using Archimate. This application is achieved through the adaptation of the elements of this theory, making them artifacts of the modeling language. The theorems are applied through the identification of the viewpoints to be used in the architectures, as well as the transformation of the theory’s encapsulation rules into architectural rules. This way, it is possible to create normalized enterprise architectures, thus fulfilling the needs and requirements of the business. This solution was demonstrated using the Portuguese Public Procurement System. The Portuguese government aims to make this system as fair as possible, allowing every organization to have the same business opportunities. The aim is for every economic operator to have access to all public tenders, which are published in any of the 6 existing platforms, independently of where they are registered. In order to make this possible, we applied our solution to the construction of two different architectures, which are able of fulfilling the requirements of the Portuguese government. One of those architectures, TO-BE A, has a Message Broker that performs the communication between the platforms. The other, TO-BE B, represents the scenario in which the platforms communicate with each other directly. Apart from these 2 architectures, we also represent the AS-IS architecture that demonstrates the current behavior of the Public Procurement Systems. Our evaluation is based on a comparison between the AS-IS and the TO-BE architectures, regarding the fulfillment of the rules and theorems of the Normalized Systems Theory and some quality metrics.

Keywords: archimate, architecture, broker, enterprise, evolvable systems, interoperability, normalized architectures, normalized systems, normalized systems theory, platforms

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Authors: Pius W. Molo Chin

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Real life problems such as the Huxley equation are always modeled as nonlinear differential equations. These problems need accurate and reliable methods for their solutions. In this paper, we propose a nonstandard finite difference method in time and the Galerkin combined with the compactness method in the space variables. This coupled method, is used to analyze a two dimensional Huxley equation for the existence and uniqueness of the continuous solution of the problem in appropriate spaces to be defined. We proceed to design a numerical scheme consisting of the aforementioned method and show that the scheme is stable. We further show that the stable scheme converges with the rate which is optimal in both the L2 as well as the H1-norms. Furthermore, we show that the scheme replicates the decaying qualities of the exact solution. Numerical experiments are presented with the help of an example to justify the validity of the designed scheme.

Keywords: Huxley equations, non-standard finite difference method, Galerkin method, optimal rate of convergence

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Authors: Pavlo Selyshchev, Tetiana Didenko

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Within the framework of the obstacle radiation hardening and the dislocation climb-glide model a theoretical approach is developed to describe peculiarities of transient plasticity of metal under irradiation. It is considered nonlinear dynamics of accumulation of point defects (vacancies and interstitial atoms). We consider metal under such stress and conditions of irradiation at which creep is determined by dislocation motion: dislocations climb obstacles and glide between obstacles. It is shown that the rivalry between vacancy and interstitial fluxes to dislocation leads to fractures of plasticity time dependence. Simulation and analysis of this phenomenon are performed. Qualitatively different regimes of transient plasticity under irradiation are found. The fracture time is obtained. The theoretical results are compared with the experimental ones.

Keywords: climb and glide of dislocations, fractures of transient plasticity, irradiation, non-linear feed-back, point defects

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Authors: S. S. P. M. Isa, N. M. Arifin, R. Nazar, N. Bachok, F. M. Ali, I. Pop

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A theoretical study has been presented to describe the boundary layer flow and heat transfer on an exponentially shrinking sheet with a variable wall temperature and suction, in the presence of magnetic field. The governing nonlinear partial differential equations are converted into ordinary differential equations by similarity transformation, which are then solved numerically using the shooting method. Results for the skin friction coefficient, local Nusselt number, velocity profiles as well as temperature profiles are presented through graphs and tables for several sets of values of the parameters. The effects of the governing parameters on the flow and heat transfer characteristics are thoroughly examined.

Keywords: exponentially shrinking sheet, magnetic field, mixed convection, suction

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Authors: Viet-Hung Truong, Seung-Eock Kim

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This paper presents a robust software package for practical advanced analysis of space steel framed structures. The pre- and post-processors of the presented software package are coded in the C++ programming language while the solver is written by using the FORTRAN programming language. A user-friendly graphical interface of the presented software is developed to facilitate the modeling process and result interpretation of the problem. The solver employs the stability functions for capturing the second-order effects to minimize modeling and computational time. Both the plastic-hinge and fiber-hinge beam-column elements are available in the presented software. The generalized displacement control method is adopted to solve the nonlinear equilibrium equations.

Keywords: advanced analysis, beam-column, fiber-hinge, plastic hinge, steel frame

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Authors: Xu Du, Aparna S. Varde

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In this research, we propose to conduct diagnostic and predictive analysis about the key factors and consequences of urban population relocation. To achieve this goal, urban simulation models extract the urban development trends as land use change patterns from a variety of data sources. The results are treated as part of urban big data with other information such as population change and economic conditions. Multiple data mining methods are deployed on this data to analyze nonlinear relationships between parameters. The result determines the driving force of population relocation with respect to urban sprawl and urban sustainability and their related parameters. Experiments so far reveal that data mining methods discover useful knowledge from the multicity urban data. This work sets the stage for developing a comprehensive urban simulation model for catering to specific questions by targeted users. It contributes towards achieving sustainability as a whole.

Keywords: data mining, environmental modeling, sustainability, urban planning

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Authors: T. Martini, J. M. Martínez

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An algorithmic acceleration strategy based on quasi-Newton (or secant) methods is displayed for address the practical problem of accelerating the convergence of the Newton-Lagrange method in the case of convergence to critical multipliers. Since the Newton-Lagrange iteration converges locally at a linear rate, it is natural to conjecture that quasi-Newton methods based on the so called secant equation and some minimal variation principle, could converge superlinearly, thus restoring the convergence properties of Newton's method. This strategy can also be applied to accelerate the convergence of algorithms applied to fixed-points problems. Computational experience is reported illustrating the efficiency of this strategy to solve fixed-point problems with linear convergence rate.

Keywords: algorithmic acceleration, fixed-point problems, nonlinear programming, quasi-newton method

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Authors: Sheren H. Salah

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The inverted pendulum is a highly nonlinear and open-loop unstable system. An inverted pendulum (IP) is a pendulum which has its mass above its pivot point. It is often implemented with the pivot point mounted on a cart that can move horizontally and may be called a cart and pole. The characteristics of the inverted pendulum make identification and control more challenging. This paper presents the simulation study of several control strategies for an inverted pendulum system. The goal is to determine which control strategy delivers better performance with respect to pendulum’s angle. The inverted pendulum represents a challenging control problem, which continually moves toward an uncontrolled state. For controlling the inverted pendulum. The simulation study that sliding mode control (SMC) control produced better response compared to Genetic Algorithm Control (GAs) and proportional-integral-derivative(PID) control.

Keywords: Inverted Pendulum (IP) Proportional-Integral-Derivative (PID), Genetic Algorithm Control (GAs), Sliding Mode Control (SMC)

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Authors: Zahra Majd, Mohsen Kalantar

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Power management and voltage regulation is one of the most important issues in microgrid (MG) control and scheduling. This paper proposes a multiobjective scheduling formulation that consists of active power costs, voltage fluctuations summation, and technical constraints of MG. Furthermore, load flow and reserve constraints are considered to achieve proper voltage regulation. A modified Jacobian matrix is presented for calculating voltage variations and Mont Carlo simulation is used for generating and reducing scenarios. To convert the problem to a mixed integer linear program, a linearization procedure for nonlinear equations is presented. The proposed model is applied to a typical low-voltage MG and two different cases are investigated. The results show the effectiveness of the proposed model.

Keywords: microgrid, energy management system, voltage fluctuations, modified Jacobian matrix

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Authors: Bongs Lainjo

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The evolution and escalation of bike-sharing programs (BSP) continue unabated. Since the sixties, many countries have introduced different models and strategies of BSP. These include variations ranging from dockless models to electronic real-time monitoring systems. Reasons for using this BSP include recreation, errands, work, etc. And there is all indication that complex, and more innovative rider-friendly systems are yet to be introduced. The objective of this paper is to analyze current variables established by different operators and streamline them identifying the most compelling ones using analytics. Given the contents of available databases, there is a lack of uniformity and common standard on what is required and what is not. Two factors appear to be common: user type (registered and unregistered, and duration of each trip). This article uses historical data provided by one operator based in the greater Washington, District of Columbia, USA area. Several variables including categorical and continuous data types were screened. Eight out of 18 were considered acceptable and significantly contribute to determining a useful and reliable predictive model. Bike-sharing systems have become popular in recent years all around the world. Although this trend has resulted in many studies on public cycling systems, there have been few previous studies on the factors influencing public bicycle travel behavior. A bike-sharing system is a computer-controlled system in which individuals can borrow bikes for a fee or free for a limited period. This study has identified unprecedented useful, and pragmatic parameters required in improving BSP ridership dynamics.

Keywords: sharing program, historical data, parameters, ridership dynamics, trip duration

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Authors: Ashiq Rahman, Sunil Thapa, Shunyao Fan, Niloy K. Dutta

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A 20-GHz and a 50-GHz pulse train are generated using a fiber ring laser setup that incorporates Rational Harmonic Mode Locking. Two separate experiments were carried out using charcoal nanoparticles and graphene nanoparticles acting as saturable absorbers to reduce the pulse width generated from rational harmonic mode-locking (RHML). Autocorrelator trace shows that the pulse width is reduced from 5.6-ps to 3.2-ps using charcoal at 20-GHz, and to 2.7-ps using graphene at 50-GHz repetition rates, which agrees with the simulation findings. Numerical simulations have been carried out to study the effect of varying the linear and nonlinear absorbance parameters of both absorbers on output pulse widths. Experiments closely agree with the simulations.

Keywords: fiber optics, fiber lasers, mode locking, saturable absorbers

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Authors: Takeru Furuawa, Kohei Takizawa, Daisuke Kuwahara, Shunjiro Shinohara

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In the field of a space propulsion, an electric propulsion system has been developed because its fuel efficiency is much higher than a conventional chemical one. However, the practical electric propulsion systems, e.g., an ion engine, have a problem of short lifetime due to a damage of generation and acceleration electrodes of the plasma. A helicon plasma thruster is proposed as a long-lifetime electric thruster which has non-direct contact electrodes. In this system, both generation and acceleration methods of a dense plasma are executed by antennas from the outside of a discharge tube. Development of the helicon plasma thruster has been conducting under the Helicon Electrodeless Advanced Thruster (HEAT) project. Our helicon plasma thruster has two important processes. First, we generate a dense source plasma using a helicon wave with an excitation frequency between an ion and an electron cyclotron frequencies, fci and fce, respectively, applied from the outside of a discharge using a radio frequency (RF) antenna. The helicon plasma source can provide a high-density (~1019 m-3), a high-ionization ratio (up to several tens of percent), and a high particle generation efficiency. Second, in order to achieve high thrust and specific impulse, we accelerate the dense plasma by the axial Lorentz force fz using the product of the induced azimuthal current jθ and the static radial magnetic field Br, shown as fz = jθ × Br. The HEAT project has proposed several kinds of electrodeless acceleration schemes, and in our particular case, a Rotating Magnetic Field (RMF) method has been extensively studied. The RMF scheme was originally developed as a concept to maintain the Field Reversed Configuration (FRC) in a magnetically confined fusion research. Here, RMF coils are expected to generate jθ due to a nonlinear effect shown below. First, the rotating magnetic field Bω is generated by two pairs of RMF coils with AC currents, which have a phase difference of 90 degrees between the pairs. Due to the Faraday’s law, an axial electric field is induced. Second, an axial current is generated by the effects of an electron-ion and an electron-neutral collisions through the Ohm’s law. Third, the azimuthal electric field is generated by the nonlinear term, and the retarding torque generated by the collision effects again. Then, azimuthal current jθ is generated as jθ = - nₑ er ∙ 2π fRMF. Finally, the axial Lorentz force fz for plasma acceleration is generated. Here, jθ is proportional to nₑ and frequency of RMF coil current fRMF, when Bω is fully penetrated into the plasma. Our previous study has achieved 19 % increase of ion velocity using the 5 MHz and 50 A of the RMF coil power supply. In this presentation, we will show the improvement of the ion velocity using the lower frequency and higher current supplied by RMF power supply. In conclusion, helicon high-density plasma production and electromagnetic acceleration by the RMF scheme with a concept of electrodeless condition have been successfully executed.

Keywords: electric propulsion, electrodeless thruster, helicon plasma, rotating magnetic field

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Authors: João Paulo Pascon

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A constitutive model accounting for large strains, thermoviscoplasticity, and ductile damage evolution is proposed in the present work. To this end, a fully Lagrangian framework is employed, considering plane stress conditions and multiplicative split of the deformation gradient. The full model includes Gurson’s void growth, nucleation and coalescence, plastic work heating, strain and strain-rate hardening, thermal softening, and heat conductivity. The contribution of the work is the combination of all the above-mentioned features within the finite-strain setting. The model is implemented in a computer code using triangular finite elements and nonlinear analysis. Two mechanical examples involving ductile damage and finite strain levels are analyzed: an inhomogeneous tension specimen and the necking problem. Results demonstrate the capabilities of the developed formulation regarding ductile fracture and large deformations.

Keywords: ductile damage model, finite element method, large strains, thermoviscoplasticity

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Authors: Djamel Fawzi Hadj Sadok, Marrone Silvério Melo Dantas Pedro Henrique Dreyer, Gabriel Fonseca Reis de Souza, Daniel Bezerra, Ricardo Souza, Silvia Lins, Judith Kelner

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A radio base station (RBS), part of the radio access network, is a particular type of equipment that supports the connection between a wide range of cellular user devices and an operator network access infrastructure. Nowadays, most of the RBS maintenance is carried out manually, resulting in a time consuming and costly task. A suitable candidate for RBS maintenance automation is repairing faulty links between devices caused by missing or unplugged connectors. A suitable candidate for RBS maintenance automation is repairing faulty links between devices caused by missing or unplugged connectors. This paper proposes and compares two deep learning solutions to identify attached RJ45 connectors on network ports. We named connector detection, the solution based on object detection, and connector classification, the one based on object classification. With the connector detection, we get an accuracy of 0:934, mean average precision 0:903. Connector classification, get a maximum accuracy of 0:981 and an AUC of 0:989. Although connector detection was outperformed in this study, this should not be viewed as an overall result as connector detection is more flexible for scenarios where there is no precise information about the environment and the possible devices. At the same time, the connector classification requires that information to be well-defined.

Keywords: radio base station, maintenance, classification, detection, deep learning, automation

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Authors: Jeong-Hwan Choi, Hyo-Sang Park, Tae-Hyung Lee

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The transmission tower is one of the crucial lifeline structures in a modern society, and it needs to be protected against extreme loading conditions. However, the transmission tower is a very complex structure and, therefore, it is very difficult to simulate the actual damage and the collapse behavior of the tower structure. In this study, the actual collapse behavior of the transmission tower due to lateral loading conditions such as wind load is evaluated through the computational simulation. For that, a progressive collapse procedure is applied to the simulation. In this procedure, after running the simulation, if a member of the tower structure fails, the failed member is removed and the simulation run again. The 154kV transmission tower is selected for this study. The simulation is performed by nonlinear static analysis procedure, namely pushover analysis, using OpenSEES, an earthquake simulation platform. Three-dimensional finite element models of those towers are developed.

Keywords: transmission tower, OpenSEES, pushover, progressive collapse

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Authors: Hyun-Woo Cho

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For ensuring the safety of a manufacturing process one should quickly identify an assignable cause of a fault in an on-line basis. To this end, many statistical techniques including linear and nonlinear methods have been frequently utilized. However, such methods possessed a major problem of small sample size, which is mostly attributed to the characteristics of empirical models used for reference models. This work presents a new method to overcome the insufficiency of measurement data in the monitoring and diagnosis tasks. Some quasi-measurement data are generated from existing data based on the two indices of similarity and importance. The performance of the method is demonstrated using a real data set. The results turn out that the presented methods are able to handle the insufficiency problem successfully. In addition, it is shown to be quite efficient in terms of computational speed and memory usage, and thus on-line implementation of the method is straightforward for monitoring and diagnosis purposes.

Keywords: data analysis, diagnosis, monitoring, process data, quality control

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Authors: Dylber Qema

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Driven by recent developments in technology and the growing concern about the sustainability and environmental impact of conventional fuel use, the possibility of producing clean and sustainable energy in significant quantities from renewable energy sources has sparked interest all over the world. Solar energy is one of the sources for the generation of electricity, with no emissions or environmental pollution. The electricity produced by photovoltaics can supply a home or business and can even be sold or exchanged with the grid operator. A very positive effect of using photovoltaic modules is that they do not produce greenhouse gases and do not produce chemical waste, unlike all other forms of energy production. Photovoltaics are becoming one of the largest investments in the field of renewable generating units. Improving the reliability of the electric power system is one of the most important impacts of the installation of photovoltaics (PV). Renewable energy sources are so large that they can meet the energy demands of the whole world, thus enabling sustainable supply as well as reducing local and global atmospheric emissions. Albania is rated by experts as one of the most favorable countries in Europe for the production of electricity from solar panels. But the country currently produces about 1% of its energy from the sun, while the rest of the needs are met by hydropower plants and imports. Albania has very good characteristics in terms of solar radiation (about 1300–1400 kW/m2). Solar energy has great potential and is a permanent source of energy with greater economic efficiency. Photovoltaic energy is also seen as an alternative, as long periods of drought in Albania have produced crises and high costs for securing energy in the foreign market.

Keywords: capacity, ministry of tourism and environment, obstacles, photovoltaic energy, sustainable

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Authors: M. Z. Ramli, A. Adnan, Chee Wei Tan

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To gain a better understanding of earthquake forces on reinforced concrete bridge piers with different bearing condition, a series of experiments was conducted on a realistic, 1:4 scale reinforced concrete bridge pier. The normal practices of laminated seismic isolation bearing is compared with the new design spring seismic isolation bearing where invented by Engineering Seismology and Earthquake Engineering Research (e-SEER), Universiti Teknologi Malaysia. The nonlinear behavior of piers is modeled using the fibre beam theory to verify the experimental works. The hysteresis of bridge pier with different bearing condition was illustrated under different Peak Ground Acceleration (PGAs). The average slope of the hysteresis respectively to the global stiffness was also investigated.

Keywords: bridge, laminated seismic isolation, spring seismic isolation, Peak Ground Acceleration, stiffness

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Authors: Mohammadsadegh Zanganehfar

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Since the introduction of fractal geometry in 1970, numerous efforts have been made by architects and researchers to transfer this area of mathematical knowledge in the discipline of architecture and postmodernist discourse. The discourse of complexity and architecture is one of the most significant ongoing discourses in the discipline of architecture from the '70s until today and has generated significant styles such as deconstructivism and parametrism in architecture. During these years, several projects were designed and presented by designers and architects using fractal geometry, but due to the lack of sufficient knowledge and appropriate comprehension of the features and characteristics of this nonlinear geometry, none of the fractal-based designs have been successful and satisfying. Fractal geometry as a geometric technology has a long presence in the history of architecture. The current research attempts to identify and discover the characteristics, features, potentials, and functionality of fractals despite their aesthetic aspect by examining case studies of pre-modern architecture in Asia and investigating the function of fractals.

Keywords: Asian architecture, fractal geometry, fractal technique, geometric properties

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Authors: Nastaran Hajiheydari, Mohammad Soltani Delgosha

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Vendor (supplier) selection is a group decision-making (GDM) process, in which, based on some predetermined criteria, the experts’ preferences are provided in order to rank and choose the most desirable suppliers. In the real business environment, our attitudes or our choices would be made in an uncertain and indecisive situation could not be expressed in a crisp framework. Intuitionistic fuzzy sets (IFSs) could handle such situations in the best way. VIKOR method was developed to solve multi-criteria decision-making (MCDM) problems. This method, which is used to determine the compromised feasible solution with respect to the conflicting criteria, introduces a multi-criteria ranking index based on the particular measure of 'closeness' to the 'ideal solution'. Until now, there has been a little investigation of VIKOR with IFS, therefore we extended the intuitionistic fuzzy (IF) VIKOR to solve vendor selection problem under IF GDM environment. The present study intends to develop an IF VIKOR method in a GDM situation. Therefore, a model is presented to calculate the criterion weights based on entropy measure. Then, the interval-valued intuitionistic fuzzy weighted geometric (IFWG) operator utilized to obtain the total decision matrix. In the next stage, an approach based on the positive idle intuitionistic fuzzy number (PIIFN) and negative idle intuitionistic fuzzy number (NIIFN) was developed. Finally, the application of the proposed method to solve a vendor selection problem illustrated.

Keywords: group decision making, intuitionistic fuzzy set, intuitionistic fuzzy entropy measure, vendor selection, VIKOR

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Authors: Mohanad Alfach, Amjad Al Helwani

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Post-seismic observations of recent devastating earthquakes have shown that the behavior of the soil-pile-structure shows strong nonlinearity of soil and concrete under intensive seismic loading. Many of pile ruptures recently observed after the strong earthquake due to structural reasons (development of plastic hinges in the piles). The most likely reason for this rupture is the exceeding of maximum bending moment supported by the pile at several points. An analysis of these problems is necessary to take into account the nonlinearity of concrete, the strategy of strengthening the damaged piles and the interaction of these piles with the proposed strengthening by using micropiles. This study aims to investigate the interaction aspects for soil-piles- micropiles-structure using a global approach with a three dimensional finite difference code Flac 3D (Fast lagrangian analysis of continua in 3 dimensions).

Keywords: interaction, piles, micropiles, concrete, seismic, nonlinear, three-dimensional

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Authors: Jonathan Iworiso

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Forecasting the equity premium out-of-sample is a major concern to researchers in finance and emerging markets. The quest for a superior model that can forecast the equity premium with significant economic gains has resulted in several controversies on the choice of variables and suitable techniques among scholars. This research focuses mainly on the application of Regression Training (RT) techniques to forecast monthly equity premium out-of-sample recursively with an expanding window method. A broad category of sophisticated regression models involving model complexity was employed. The RT models include Ridge, Forward-Backward (FOBA) Ridge, Least Absolute Shrinkage and Selection Operator (LASSO), Relaxed LASSO, Elastic Net, and Least Angle Regression were trained and used to forecast the equity premium out-of-sample. In this study, the empirical investigation of the RT models demonstrates significant evidence of equity premium predictability both statistically and economically relative to the benchmark historical average, delivering significant utility gains. They seek to provide meaningful economic information on mean-variance portfolio investment for investors who are timing the market to earn future gains at minimal risk. Thus, the forecasting models appeared to guarantee an investor in a market setting who optimally reallocates a monthly portfolio between equities and risk-free treasury bills using equity premium forecasts at minimal risk.

Keywords: regression training, out-of-sample forecasts, expanding window, statistical predictability, economic significance, utility gains

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Authors: Georgiana Onicescu, Yuqian Shen

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Due to the complex nature of geo-referenced data, multicollinearity of the risk factors in public health spatial studies is a commonly encountered issue, which leads to low parameter estimation accuracy because it inflates the variance in the regression analysis. To address this issue, we proposed a two-stage variable selection method by extending the least absolute shrinkage and selection operator (Lasso) to the Bayesian spatial setting, investigating the impact of risk factors to health outcomes. Specifically, in stage I, we performed the variable selection using Bayesian Lasso and several other variable selection approaches. Then, in stage II, we performed the model selection with only the selected variables from stage I and compared again the methods. To evaluate the performance of the two-stage variable selection methods, we conducted a simulation study with different distributions for the risk factors, using geo-referenced count data as the outcome and Michigan as the research region. We considered the cases when all candidate risk factors are independently normally distributed, or follow a multivariate normal distribution with different correlation levels. Two other Bayesian variable selection methods, Binary indicator, and the combination of Binary indicator and Lasso were considered and compared as alternative methods. The simulation results indicated that the proposed two-stage Bayesian Lasso variable selection method has the best performance for both independent and dependent cases considered. When compared with the one-stage approach, and the other two alternative methods, the two-stage Bayesian Lasso approach provides the highest estimation accuracy in all scenarios considered.

Keywords: Lasso, Bayesian analysis, spatial analysis, variable selection

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Authors: Hassan Masoumi, Ahad Salimi, Nazanin Barhemmat, Babak Gholami

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Artificial neural networks have gained a lot of interest as empirical models for their powerful representational capacity, multi input and output mapping characteristics. In fact, most feed-forward networks with nonlinear nodal functions have been proved to be universal approximates. In this paper, we propose a new supervised method for color image classification based on self organizing feature maps (SOFM). This algorithm is based on competitive learning. The method partitions the input space using self-organizing feature maps to introduce the concept of local neighborhoods. Our image classification system entered into RGB image. Experiments with simulated data showed that separability of classes increased when increasing training time. In additional, the result shows proposed algorithms are effective for color image classification.

Keywords: classification, SOFM algorithm, neural network, neighborhood, RGB image

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Authors: Kaviyarasan D., Satish Kumar S. R.

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India being vast in area and population with great scope of international business, roadways and railways network connection within the country is expected to have a big growth. There are numerous rail-cum-road bridges constructed across many major rivers in India and few are getting very old. So there is more possibility of repairing or coming up with such new bridges in India. Analysis and design of such bridges are practiced through conventional procedure and end up with heavy and uneconomical sections. Such heavy class steel bridges when subjected to high seismic shaking has more chance to fail by stability because the members are too much rigid and stocky rather than being flexible to dissipate the energy. This work is the collective study of the researches done in the truss bridge and steel concrete composite truss bridges presenting the method of analysis, tools for numerical and analytical modeling which evaluates its seismic behaviour and collapse mechanisms. To ascertain the inelastic and nonlinear behaviour of the structure, generally at research level static pushover analysis is adopted. Though the static pushover analysis is now extensively used for the framed steel and concrete buildings to study its lateral action behaviour, those findings by pushover analysis done for the buildings cannot directly be used for the bridges as such, because the bridges have completely a different performance requirement, behaviour and typology as compared to that of the buildings. Long span steel bridges are mostly the truss bridges. Truss bridges being formed by many members and connections, the failure of the system does not happen suddenly with single event or failure of one member. Failure usually initiates from one member and progresses gradually to the next member and so on when subjected to further loading. This kind of progressive collapse of the truss bridge structure is dependent on many factors, in which the live load distribution and span to length ratio are most significant. The ultimate collapse is anyhow by the buckling of the compression members only. For regular bridges, single step pushover analysis gives results closer to that of the non-linear dynamic analysis. But for a complicated bridge like heavy class steel bridge or the skewed bridges or complicated dynamic behaviour bridges, nonlinear analysis capturing the progressive yielding and collapse pattern is mandatory. With the knowledge of the postelastic behaviour of the bridge and advancements in the computational facility, the current level of analysis and design of bridges has moved to state of ascertaining the performance levels of the bridges based on the damage caused by seismic shaking. This is because the buildings performance levels deals much with the life safety and collapse prevention levels, whereas the bridges mostly deal with the extent damages and how quick it can be repaired with or without disturbing the traffic after a strong earthquake event. The paper would compile the wide spectrum of modeling to analysis of the steel concrete composite truss bridges in general.

Keywords: bridge engineering, performance based design of steel truss bridge, seismic design of composite bridge, steel-concrete composite bridge

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Authors: Hamid Nikzad, Shinta Yoshitomi

Abstract:

In this paper, nonlinear static pushover analysis is performed on 15 storied RC building structure with a shear wall to evaluate the seismic performance of the building. Section sizes of the members are obtained based on structural optimization method utilizing MATLAB frame optimizer, then the structure is simulated and designed in ETABS program conforming ACI 318-14 design code. The pushover curve has been generated by pushing the top node of the structure to the limited target displacement. Members failure due to the formation of plastic hinges, considering shear wall-frame structure was observed and the result of this study is presented based on current regulation of FEMA356, ASCE7-10, and ACI 318-14 design criteria

Keywords: structural optimization, linear static analysis, ETABS, MATLAB, RC moment frame, RC shear wall structures

Procedia PDF Downloads 134

Authors: Yinglisong, Jingge Chen, Jingxuan Chen, Yan Wang, Hui Huang, Jing Zhnag, Qianqian Zhang, Zhenzhen Zhang, Ji Zhang

Abstract:

Purpose: The study aims to establish a nomogram prediction model for postpartum hemorrhage (PPH) in vaginal delivery. Patients and Methods: Clinical data were retrospectively collected from vaginal delivery patients admitted to a hospital in Zhengzhou, China, from June 1, 2022 - October 31, 2022. Univariate and multivariate logistic regression were used to filter out independent risk factors. A nomogram model was established for PPH in vaginal delivery based on the risk factors coefficient. Bootstrapping was used for internal validation. To assess discrimination and calibration, receiver operator characteristics (ROC) and calibration curves were generated in the derivation and validation groups. Results: A total of 1340 cases of vaginal delivery were enrolled, with 81 (6.04%) having PPH. Logistic regression indicated that history of uterine surgery, induction of labor, duration of first labor, neonatal weight, WBC value (during the first stage of labor), and cervical lacerations were all independent risk factors of hemorrhage (P <0.05). The area-under-curve (AUC) of ROC curves of the derivation group and the validation group were 0.817 and 0.821, respectively, indicating good discrimination. Two calibration curves showed that nomogram prediction and practical results were highly consistent (P = 0.105, P = 0.113). Conclusion: The developed individualized risk prediction nomogram model can assist midwives in recognizing and diagnosing high-risk groups of PPH and initiating early warning to reduce PPH incidence.

Keywords: vaginal delivery, postpartum hemorrhage, risk factor, nomogram

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Authors: Jixiang Zhang

Abstract:

A dynamic of Bertrand duopoly game is analyzed, where players use different production methods and choose their prices with bounded rationality. The equilibriums of the corresponding discrete dynamical systems are investigated. The stability conditions of Nash equilibrium under a local adjustment process are studied. The stability conditions of Nash equilibrium under a local adjustment process are studied. The stability of Nash equilibrium, as some parameters of the model are varied, gives rise to complex dynamics such as cycles of higher order and chaos. On this basis, we discover that an increase of adjustment speed of bounded rational player can make Bertrand market sink into the chaotic state. Finally, the complex dynamics, bifurcations and chaos are displayed by numerical simulation.

Keywords: Bertrand duopoly model, discrete dynamical system, heterogeneous expectations, nash equilibrium

Procedia PDF Downloads 373