Search results for: equivalent linear model
18080 Modeling Water Resources Carrying Capacity, Optimizing Water Treatment, Smart Water Management, and Conceptualizing a Watershed Management Approach
Authors: Pius Babuna
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Sustainable water use is important for the existence of the human race. Water resources carrying capacity (WRCC) measures the sustainability of water use; however, the calculation and optimization of WRCC remain challenging. This study used a mathematical model (the Logistics Growth of Water Resources -LGWR) and a linear objective function to model water sustainability. We tested the validity of the models using data from Ghana. Total freshwater resources, water withdrawal, and population data were used in MATLAB. The results show that the WRCC remains sustainable until the year 2132 ±18, when half of the total annual water resources will be used. The optimized water treatment cost suggests that Ghana currently wastes GHȼ 1115.782± 50 cedis (~$182.21± 50) per water treatment plant per month or ~ 0.67 million gallons of water in an avoidable loss. Adopting an optimized water treatment scheme and a watershed management approach will help sustain the WRCC.Keywords: water resources carrying capacity, smart water management, optimization, sustainable water use, water withdrawal
Procedia PDF Downloads 7718079 Stock Market Prediction by Regression Model with Social Moods
Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome
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This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.Keywords: stock market prediction, social moods, regression model, DJIA
Procedia PDF Downloads 53818078 Engineering Optimization of Flexible Energy Absorbers
Authors: Reza Hedayati, Meysam Jahanbakhshi
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Elastic energy absorbers which consist of a ring-liked plate and springs can be a good choice for increasing the impact duration during an accident. In the current project, an energy absorber system is optimized using four optimizing methods Kuhn-Tucker, Sequential Linear Programming (SLP), Concurrent Subspace Design (CSD), and Pshenichny-Lim-Belegundu-Arora (PLBA). Time solution, convergence, Programming Length and accuracy of the results were considered to find the best solution algorithm. Results showed the superiority of PLBA over the other algorithms.Keywords: Concurrent Subspace Design (CSD), Kuhn-Tucker, Pshenichny-Lim-Belegundu-Arora (PLBA), Sequential Linear Programming (SLP)
Procedia PDF Downloads 39018077 A Cheap Mesoporous Silica from Fly Ash as an Adsorbent for Sulfate in Water
Authors: Ximena Castillo, Jaime Pizarro
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This research describes the development of a very cheap mesoporous silica material similar to hexagonal mesoporous silica (HMS) and using a silicate extract as precursor. This precursor is obtained from cheap fly ash by an easy calcination process at 850 °C and a green extraction with water. The obtained mesoporous fly ash material had a surface area of 282 m2 g-1 and a pore size of 5.7 nm. It was functionalized with ethylene diamino moieties via the well-known SAMMS method, followed by a DRIFT analysis that clearly showed the successful functionalization. An excellent adsorbent was obtained for the adsorption of sulfate anions by the solid’s modification with copper forming a copper-ethylenediamine complex. The adsorption of sulfates was studied in a batch system ( experimental conditions: pH=8.0; 5 min). The kinetics data were adjusted according to a pseudo-second order model with a high coefficient of linear regression at different initial concentrations. The adsorption isotherm that best fitted the experimental data was the Freundlich model. The maximum sulfate adsorption capacity of this very cheap fly ash based adsorbent was 146.1 mg g-1, 3 times greater than the values reported in literature and commercial adsorbent materials.Keywords: fly ash, mesoporous materials, SAMMS, sulfate
Procedia PDF Downloads 16818076 Improved Computational Efficiency of Machine Learning Algorithm Based on Evaluation Metrics to Control the Spread of Coronavirus in the UK
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
Procedia PDF Downloads 11418075 Advantages of Fuzzy Control Application in Fast and Sensitive Technological Processes
Authors: Radim Farana, Bogdan Walek, Michal Janosek, Jaroslav Zacek
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This paper presents the advantages of fuzzy control use in technological processes control. The paper presents a real application of the Linguistic Fuzzy-Logic Control, developed at the University of Ostrava for the control of physical models in the Intelligent Systems Laboratory. The paper presents an example of a sensitive non-linear model, such as a magnetic levitation model and obtained results which show how modern information technologies can help to solve actual technical problems. A special method based on the LFLC controller with partial components is presented in this paper followed by the method of automatic context change, which is very helpful to achieve more accurate control results. The main advantage of the used system is its robustness in changing conditions demonstrated by comparing with conventional PID controller. This technology and real models are also used as a background for problem-oriented teaching, realized at the department for master students and their collaborative as well as individual final projects.Keywords: control, fuzzy logic, sensitive system, technological proves
Procedia PDF Downloads 45918074 Real Estate Trend Prediction with Artificial Intelligence Techniques
Authors: Sophia Liang Zhou
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For investors, businesses, consumers, and governments, an accurate assessment of future housing prices is crucial to critical decisions in resource allocation, policy formation, and investment strategies. Previous studies are contradictory about macroeconomic determinants of housing price and largely focused on one or two areas using point prediction. This study aims to develop data-driven models to accurately predict future housing market trends in different markets. This work studied five different metropolitan areas representing different market trends and compared three-time lagging situations: no lag, 6-month lag, and 12-month lag. Linear regression (LR), random forest (RF), and artificial neural network (ANN) were employed to model the real estate price using datasets with S&P/Case-Shiller home price index and 12 demographic and macroeconomic features, such as gross domestic product (GDP), resident population, personal income, etc. in five metropolitan areas: Boston, Dallas, New York, Chicago, and San Francisco. The data from March 2005 to December 2018 were collected from the Federal Reserve Bank, FBI, and Freddie Mac. In the original data, some factors are monthly, some quarterly, and some yearly. Thus, two methods to compensate missing values, backfill or interpolation, were compared. The models were evaluated by accuracy, mean absolute error, and root mean square error. The LR and ANN models outperformed the RF model due to RF’s inherent limitations. Both ANN and LR methods generated predictive models with high accuracy ( > 95%). It was found that personal income, GDP, population, and measures of debt consistently appeared as the most important factors. It also showed that technique to compensate missing values in the dataset and implementation of time lag can have a significant influence on the model performance and require further investigation. The best performing models varied for each area, but the backfilled 12-month lag LR models and the interpolated no lag ANN models showed the best stable performance overall, with accuracies > 95% for each city. This study reveals the influence of input variables in different markets. It also provides evidence to support future studies to identify the optimal time lag and data imputing methods for establishing accurate predictive models.Keywords: linear regression, random forest, artificial neural network, real estate price prediction
Procedia PDF Downloads 9718073 Numerical and Sensitivity Analysis of Modeling the Newcastle Disease Dynamics
Authors: Nurudeen Oluwasola Lasisi
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Newcastle disease is a highly contagious disease of birds caused by a para-myxo virus. In this paper, we presented Novel quarantine-adjusted incident and linear incident of Newcastle disease model equations. We considered the dynamics of transmission and control of Newcastle disease. The existence and uniqueness of the solutions were obtained. The existence of disease-free points was shown, and the model threshold parameter was examined using the next-generation operator method. The sensitivity analysis was carried out in order to identify the most sensitive parameters of the disease transmission. This revealed that as parameters β,ω, and ᴧ increase while keeping other parameters constant, the effective reproduction number R_ev increases. This implies that the parameters increase the endemicity of the infection of individuals. More so, when the parameters μ,ε,γ,δ_1, and α increase, while keeping other parameters constant, the effective reproduction number R_ev decreases. This implies the parameters decrease the endemicity of the infection as they have negative indices. Analytical results were numerically verified by the Differential Transformation Method (DTM) and quantitative views of the model equations were showcased. We established that as contact rate (β) increases, the effective reproduction number R_ev increases, as the effectiveness of drug usage increases, the R_ev decreases and as the quarantined individual decreases, the R_ev decreases. The results of the simulations showed that the infected individual increases when the susceptible person approaches zero, also the vaccination individual increases when the infected individual decreases and simultaneously increases the recovery individual.Keywords: disease-free equilibrium, effective reproduction number, endemicity, Newcastle disease model, numerical, Sensitivity analysis
Procedia PDF Downloads 3818072 Pharmaceutical Applications of Newton's Second Law and Disc Inertia
Authors: Nicholas Jensen
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As the effort to create new drugs to treat rare conditions cost-effectively intensifies, there is a need to ensure maximum efficiency in the manufacturing process. This includes the creation of ultracompact treatment forms, which can best be achieved via applications of fundamental laws of physics. This paper reports an experiment exploring the relationship between the forms of Newton's 2ⁿᵈ Law appropriate to linear motion and to transversal architraves. The moment of inertia of three discs was determined by experiments and compared with previous data derived from a theoretical relationship. The method used was to attach the discs to a moment arm. Comparing the results with those obtained from previous experiments, it is found to be consistent with the first law of thermodynamics. It was further found that Newton's 2ⁿᵈ law violates the second law of thermodynamics. The purpose of this experiment was to explore the relationship between the forms of Newton's 2nd Law appropriate to linear motion and to apply torque to a twisting force, which is determined by position vector r and force vector F. Substituting equation alpha in place of beta; angular acceleration is a linear acceleration divided by radius r of the moment arm. The nevrological analogy of Newton's 2nd Law states that these findings can contribute to a fuller understanding of thermodynamics in relation to viscosity. Implications for the pharmaceutical industry will be seen to be fruitful from these findings.Keywords: Newtonian physics, inertia, viscosity, pharmaceutical applications
Procedia PDF Downloads 10918071 Financial Modeling for Net Present Benefit Analysis of Electric Bus and Diesel Bus and Applications to NYC, LA, and Chicago
Authors: Jollen Dai, Truman You, Xinyun Du, Katrina Liu
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Transportation is one of the leading sources of greenhouse gas emissions (GHG). Thus, to meet the Paris Agreement 2015, all countries must adopt a different and more sustainable transportation system. From bikes to Maglev, the world is slowly shifting to sustainable transportation. To develop a utility public transit system, a sustainable web of buses must be implemented. As of now, only a handful of cities have adopted a detailed plan to implement a full fleet of e-buses by the 2030s, with Shenzhen in the lead. Every change requires a detailed plan and a focused analysis of the impacts of the change. In this report, the economic implications and financial implications have been taken into consideration to develop a well-rounded 10-year plan for New York City. We also apply the same financial model to the other cities, LA and Chicago. We picked NYC, Chicago, and LA to conduct the comparative NPB analysis since they are all big metropolitan cities and have complex transportation systems. All three cities have started an action plan to achieve a full fleet of e-bus in the decades. Plus, their energy carbon footprint and their energy price are very different, which are the key factors to the benefits of electric buses. Using TCO (Total Cost Ownership) financial analysis, we developed a model to calculate NPB (Net Present Benefit) /and compare EBS (electric buses) to DBS (diesel buses). We have considered all essential aspects in our model: initial investment, including the cost of a bus, charger, and installation, government fund (federal, state, local), labor cost, energy (electricity or diesel) cost, maintenance cost, insurance cost, health and environment benefit, and V2G (vehicle to grid) benefit. We see about $1,400,000 in benefits for a 12-year lifetime of an EBS compared to DBS provided the government fund to offset 50% of EBS purchase cost. With the government subsidy, an EBS starts to make positive cash flow in 5th year and can pay back its investment in 5 years. Please remember that in our model, we consider environmental and health benefits, and every year, $50,000 is counted as health benefits per bus. Besides health benefits, the significant benefits come from the energy cost savings and maintenance savings, which are about $600,000 and $200,000 in 12-year life cycle. Using linear regression, given certain budget limitations, we then designed an optimal three-phase process to replace all NYC electric buses in 10 years, i.e., by 2033. The linear regression process is to minimize the total cost over the years and have the lowest environmental cost. The overall benefits to replace all DBS with EBS for NYC is over $2.1 billion by the year of 2033. For LA, and Chicago, the benefits for electrification of the current bus fleet are $1.04 billion and $634 million by 2033. All NPB analyses and the algorithm to optimize the electrification phase process are implemented in Python code and can be shared.Keywords: financial modeling, total cost ownership, net present benefits, electric bus, diesel bus, NYC, LA, Chicago
Procedia PDF Downloads 3418070 Analysis of the Inverse Kinematics for 5 DOF Robot Arm Using D-H Parameters
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
Procedia PDF Downloads 19018069 Reducing The Frequency of Flooding Accompanied by Low pH Wastewater In 100/200 Unit of Phosphate Fertilizer 1 Plant by Implementing The 3R Program (Reduce, Reuse and Recycle)
Authors: Pradipta Risang Ratna Sambawa, Driya Herseta, Mahendra Fajri Nugraha
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In 2020, PT Petrokimia Gresik implemented a program to increase the ROP (Run Of Pile) production rate at the Phosphate Fertilizer 1 plant, causing an increase in scrubbing water consumption in the 100/200 area unit. This increase in water consumption causes a higher discharge of wastewater, which can further cause local flooding, especially during the rainy season. The 100/200 area of the Phosphate Fertilizer 1 plant is close to the warehouse and is often a passing area for trucks transporting raw materials. This causes the pH in the wastewater to become acidic (the worst point is up to pH 1). The problem of flooding and exposure to acidic wastewater in the 100/200 area of Phosphate Fertilizer Plant 1 was then resolved by PT Petrokimia Gresik through wastewater optimization steps called the 3R program (Reduce, Reuse, and Recycle). The 3R (Reduce, reuse, and recycle) program consists of an air consumption reduction program by considering the liquid/gas ratio in scrubbing unit of 100/200 Phosphate Fertilizer 1 plant, creating a wastewater interconnection line so that wastewater from unit 100/200 can be used as scrubbing water in the Phonska 1, Phonska 2, Phonska 3 and unit 300 Phosphate Fertilizer 1 plant and increasing scrubbing effectiveness through scrubbing effectiveness simulations. Through a series of wastewater optimization programs, PT Petrokimia Gresik has succeeded in reducing NaOH consumption for neutralization up to 2,880 kg/day or equivalent in saving up to 314,359.76 dollars/year and reducing process water consumption up to 600 m3/day or equivalent in saving up to 63,739.62 dollars/year.Keywords: fertilizer, phosphate fertilizer, wastewater, wastewater treatment, water management
Procedia PDF Downloads 1418068 Application of the Least Squares Method in the Adjustment of Chlorodifluoromethane (HCFC-142b) Regression Models
Authors: L. J. de Bessa Neto, V. S. Filho, J. V. Ferreira Nunes, G. C. Bergamo
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There are many situations in which human activities have significant effects on the environment. Damage to the ozone layer is one of them. The objective of this work is to use the Least Squares Method, considering the linear, exponential, logarithmic, power and polynomial models of the second degree, to analyze through the coefficient of determination (R²), which model best fits the behavior of the chlorodifluoromethane (HCFC-142b) in parts per trillion between 1992 and 2018, as well as estimates of future concentrations between 5 and 10 periods, i.e. the concentration of this pollutant in the years 2023 and 2028 in each of the adjustments. A total of 809 observations of the concentration of HCFC-142b in one of the monitoring stations of gases precursors of the deterioration of the ozone layer during the period of time studied were selected and, using these data, the statistical software Excel was used for make the scatter plots of each of the adjustment models. With the development of the present study, it was observed that the logarithmic fit was the model that best fit the data set, since besides having a significant R² its adjusted curve was compatible with the natural trend curve of the phenomenon.Keywords: chlorodifluoromethane (HCFC-142b), ozone, least squares method, regression models
Procedia PDF Downloads 11418067 Nonlinear Observer Canonical Form for Genetic Regulation Process
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
Procedia PDF Downloads 42418066 Metabolic Predictive Model for PMV Control Based on Deep Learning
Authors: Eunji Choi, Borang Park, Youngjae Choi, Jinwoo Moon
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In this study, a predictive model for estimating the metabolism (MET) of human body was developed for the optimal control of indoor thermal environment. Human body images for indoor activities and human body joint coordinated values were collected as data sets, which are used in predictive model. A deep learning algorithm was used in an initial model, and its number of hidden layers and hidden neurons were optimized. Lastly, the model prediction performance was analyzed after the model being trained through collected data. In conclusion, the possibility of MET prediction was confirmed, and the direction of the future study was proposed as developing various data and the predictive model.Keywords: deep learning, indoor quality, metabolism, predictive model
Procedia PDF Downloads 25018065 Designing of Multi-Epitope Peptide Vaccines for Fasciolosis (Fasciola gigantica) using Immune Epitope and Analysis Resource (IEDB) Server
Authors: Supanan Chansap, Werachon Cheukamud, Pornanan Kueakhai, Narin Changklungmoa
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Fasciola species (Fasciola spp.) is caused fasciolosis in ruminants such as cattle, sheep, and buffalo. Fasciola gigantica (F.gigantica) commonly infects tropical regions. Fasciola hepatica (F.hepatica) in temperate regions. Liver fluke infection affects livestock economically, for example, reduced milk and meat production, weight loss, sterile animals. Currently, Triclabendazole is used to treat liver flukes. However, liver flukes have also been found to be resistant to drugs in countries. Therefore, vaccination is an attractive alternative to prevent liver fluke infection. Peptide vaccines are new vaccine technologies that mimic epitope antigens that trigger an immune response. An interesting antigen used in vaccine production is catepsin L, a family of proteins that play an important role in the life of the parasite in the host. This study aims to identify immunogenic regions of protein and construct a multi-epidetope vaccine using an immunoinformatic tool. Fasciola gigantica Cathepsin L1 (FgCatL1), Fasciola gigantica Cathepsin L1G (FgCatL1G), and Fasciola gigantica Cathepsin L1H (FgCatL1H) were predicted B-cell and Helper T lymphocytes (HTL) by Immune Epitope and Analysis Resource (IEDB) servers. Both B-cell and HTL epitopes aligned with cathepsin L of the host and Fasciola hepatica (F. hepatica). Epitope groups were selected from non-conserved regions and overlapping sequences with F. hepatica. All overlapping epitopes were linked with the GPGPG and KK linker. GPGPG linker was linked between B-cell epitope. KK linker was linked between HTL epitope and B-cell and HTL epitope. The antigenic scores of multi-epitope peptide vaccine was 0.7824. multi-epitope peptide vaccine was non-allergen, non-toxic, and good soluble. Multi-epitope peptide vaccine was predicted tertiary structure and refinement model by I-Tasser and GalaxyRefine server, respectively. The result of refine structure model was good quality that was generated by Ramachandran plot analysis. Discontinuous and linear B-cell epitopes were predicted by ElliPro server. Multi-epitope peptide vaccine model was two and seven of discontinuous and linear B-cell epitopes, respectively. Furthermore, multi-epitope peptide vaccine was docked with Toll-like receptor 2 (TLR-2). The lowest energy ranged from -901.3 kJ/mol. In summary, multi-epitope peptide vaccine was antigenicity and probably immune response. Therefore, multi-epitope peptide vaccine could be used to prevent F. gigantica infections in the future.Keywords: fasciola gigantica, Immunoinformatic tools, multi-epitope, Vaccine
Procedia PDF Downloads 6618064 Housing Price Dynamics: Comparative Study of 1980-1999 and the New Millenium
Authors: Janne Engblom, Elias Oikarinen
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The understanding of housing price dynamics is of importance to a great number of agents: to portfolio investors, banks, real estate brokers and construction companies as well as to policy makers and households. A panel dataset is one that follows a given sample of individuals over time, and thus provides multiple observations on each individual in the sample. Panel data models include a variety of fixed and random effects models which form a wide range of linear models. A special case of panel data models is dynamic in nature. A complication regarding a dynamic panel data model that includes the lagged dependent variable is endogeneity bias of estimates. Several approaches have been developed to account for this problem. In this paper, the panel models were estimated using the Common Correlated Effects estimator (CCE) of dynamic panel data which also accounts for cross-sectional dependence which is caused by common structures of the economy. In presence of cross-sectional dependence standard OLS gives biased estimates. In this study, U.S housing price dynamics were examined empirically using the dynamic CCE estimator with first-difference of housing price as the dependent and first-differences of per capita income, interest rate, housing stock and lagged price together with deviation of housing prices from their long-run equilibrium level as independents. These deviations were also estimated from the data. The aim of the analysis was to provide estimates with comparisons of estimates between 1980-1999 and 2000-2012. Based on data of 50 U.S cities over 1980-2012 differences of short-run housing price dynamics estimates were mostly significant when two time periods were compared. Significance tests of differences were provided by the model containing interaction terms of independents and time dummy variable. Residual analysis showed very low cross-sectional correlation of the model residuals compared with the standard OLS approach. This means a good fit of CCE estimator model. Estimates of the dynamic panel data model were in line with the theory of housing price dynamics. Results also suggest that dynamics of a housing market is evolving over time.Keywords: dynamic model, panel data, cross-sectional dependence, interaction model
Procedia PDF Downloads 24318063 Decoupled Dynamic Control of Unicycle Robot Using Integral Linear Quadratic Regulator and Sliding Mode Controller
Authors: Shweda Mohan, J. L. Nandagopal, S. Amritha
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This paper focuses on the dynamic modelling of unicycle robot. Two main concepts used for balancing unicycle robot are: reaction wheel pendulum and inverted pendulum. The pitch axis is modelled as inverted pendulum and roll axis is modelled as reaction wheel pendulum. The unicycle yaw dynamics is not considered which makes the derivation of dynamics relatively simple. For the roll controller, sliding-mode controller has been adopted and optimal methods are used to minimize switching-function chattering. For pitch controller, an LQR controller has been implemented to drive the unicycle robot to follow the desired velocity trajectory. The pitching and rolling balance could be achieved by two DC motors. Unicycle robot is a non-holonomic, non-linear, static unbalance system that has the minimal number of point contact to the ground, therefore, it is a perfect platform for researchers to study motion and balance control. These real-time solutions will be a viable solution for advanced robotic systems and controls.Keywords: decoupled dynamics, linear quadratic regulator (LQR) control, Lyapunov function sliding mode control, unicycle robot, velocity and trajectory control
Procedia PDF Downloads 35718062 Model Averaging in a Multiplicative Heteroscedastic Model
Authors: Alan Wan
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In recent years, the body of literature on frequentist model averaging in statistics has grown significantly. Most of this work focuses on models with different mean structures but leaves out the variance consideration. In this paper, we consider a regression model with multiplicative heteroscedasticity and develop a model averaging method that combines maximum likelihood estimators of unknown parameters in both the mean and variance functions of the model. Our weight choice criterion is based on a minimisation of a plug-in estimator of the model average estimator's squared prediction risk. We prove that the new estimator possesses an asymptotic optimality property. Our investigation of finite-sample performance by simulations demonstrates that the new estimator frequently exhibits very favourable properties compared to some existing heteroscedasticity-robust model average estimators. The model averaging method hedges against the selection of very bad models and serves as a remedy to variance function misspecification, which often discourages practitioners from modeling heteroscedasticity altogether. The proposed model average estimator is applied to the analysis of two real data sets.Keywords: heteroscedasticity-robust, model averaging, multiplicative heteroscedasticity, plug-in, squared prediction risk
Procedia PDF Downloads 36618061 The Role of Macroeconomic Condition and Volatility in Credit Risk: An Empirical Analysis of Credit Default Swap Index Spread on Structural Models in U.S. Market during Post-Crisis Period
Authors: Xu Wang
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This research builds linear regressions of U.S. macroeconomic condition and volatility measures in the investment grade and high yield Credit Default Swap index spreads using monthly data from March 2009 to July 2016, to study the relationship between different dimensions of macroeconomy and overall credit risk quality. The most significant contribution of this research is systematically examining individual and joint effects of macroeconomic condition and volatility on CDX spreads by including macroeconomic time series that captures different dimensions of the U.S. economy. The industrial production index growth, non-farm payroll growth, consumer price index growth, 3-month treasury rate and consumer sentiment are introduced to capture the condition of real economic activity, employment, inflation, monetary policy and risk aversion respectively. The conditional variance of the macroeconomic series is constructed using ARMA-GARCH model and is used to measure macroeconomic volatility. The linear regression model is conducted to capture relationships between monthly average CDX spreads and macroeconomic variables. The Newey–West estimator is used to control for autocorrelation and heteroskedasticity in error terms. Furthermore, the sensitivity factor analysis and standardized coefficients analysis are conducted to compare the sensitivity of CDX spreads to different macroeconomic variables and to compare relative effects of macroeconomic condition versus macroeconomic uncertainty respectively. This research shows that macroeconomic condition can have a negative effect on CDX spread while macroeconomic volatility has a positive effect on determining CDX spread. Macroeconomic condition and volatility variables can jointly explain more than 70% of the whole variation of the CDX spread. In addition, sensitivity factor analysis shows that the CDX spread is the most sensitive to Consumer Sentiment index. Finally, the standardized coefficients analysis shows that both macroeconomic condition and volatility variables are important in determining CDX spread but macroeconomic condition category of variables have more relative importance in determining CDX spread than macroeconomic volatility category of variables. This research shows that the CDX spread can reflect the individual and joint effects of macroeconomic condition and volatility, which suggests that individual investors or government should carefully regard CDX spread as a measure of overall credit risk because the CDX spread is influenced by macroeconomy. In addition, the significance of macroeconomic condition and volatility variables, such as Non-farm Payroll growth rate and Industrial Production Index growth volatility suggests that the government, should pay more attention to the overall credit quality in the market when macroecnomy is low or volatile.Keywords: autoregressive moving average model, credit spread puzzle, credit default swap spread, generalized autoregressive conditional heteroskedasticity model, macroeconomic conditions, macroeconomic uncertainty
Procedia PDF Downloads 15618060 Dynamics of a Reaction-Diffusion Problems Modeling Two Predators Competing for a Prey
Authors: Owolabi Kolade Matthew
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In this work, we investigate both the analytical and numerical studies of the dynamical model comprising of three species system. We analyze the linear stability of stationary solutions in the one-dimensional multi-system modeling the interactions of two predators and one prey species. The stability analysis has a lot of implications for understanding the various spatiotemporal and chaotic behaviors of the species in the spatial domain. The analysis results presented have established the possibility of the three interacting species to coexist harmoniously, this feat is achieved by combining the local and global analyzes to determine the global dynamics of the system. In the presence of diffusion, a viable exponential time differencing method is applied to multi-species nonlinear time-dependent partial differential equation to address the points and queries that may naturally arise. The scheme is described in detail, and justified by a number of computational experiments.Keywords: asymptotically stable, coexistence, exponential time differencing method, global and local stability, predator-prey model, nonlinear, reaction-diffusion system
Procedia PDF Downloads 40118059 Construction of a Dynamic Migration Model of Extracellular Fluid in Brain for Future Integrated Control of Brain State
Authors: Tomohiko Utsuki, Kyoka Sato
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In emergency medicine, it is recognized that brain resuscitation is very important for the reduction of mortality rate and neurological sequelae. Especially, the control of brain temperature (BT), intracranial pressure (ICP), and cerebral blood flow (CBF) are most required for stabilizing brain’s physiological state in the treatment for such as brain injury, stroke, and encephalopathy. However, the manual control of BT, ICP, and CBF frequently requires the decision and operation of medical staff, relevant to medication and the setting of therapeutic apparatus. Thus, the integration and the automation of the control of those is very effective for not only improving therapeutic effect but also reducing staff burden and medical cost. For realizing such integration and automation, a mathematical model of brain physiological state is necessary as the controlled object in simulations, because the performance test of a prototype of the control system using patients is not ethically allowed. A model of cerebral blood circulation has already been constructed, which is the most basic part of brain physiological state. Also, a migration model of extracellular fluid in brain has been constructed, however the condition that the total volume of intracranial cavity is almost changeless due to the hardness of cranial bone has not been considered in that model. Therefore, in this research, the dynamic migration model of extracellular fluid in brain was constructed on the consideration of the changelessness of intracranial cavity’s total volume. This model is connectable to the cerebral blood circulation model. The constructed model consists of fourteen compartments, twelve of which corresponds to perfused area of bilateral anterior, middle and posterior cerebral arteries, the others corresponds to cerebral ventricles and subarachnoid space. This model enable to calculate the migration of tissue fluid from capillaries to gray matter and white matter, the flow of tissue fluid between compartments, the production and absorption of cerebrospinal fluid at choroid plexus and arachnoid granulation, and the production of metabolic water. Further, the volume, the colloid concentration, and the tissue pressure of/in each compartment are also calculable by solving 40-dimensional non-linear simultaneous differential equations. In this research, the obtained model was analyzed for its validation under the four condition of a normal adult, an adult with higher cerebral capillary pressure, an adult with lower cerebral capillary pressure, and an adult with lower colloid concentration in cerebral capillary. In the result, calculated fluid flow, tissue volume, colloid concentration, and tissue pressure were all converged to suitable value for the set condition within 60 minutes at a maximum. Also, because these results were not conflict with prior knowledge, it is certain that the model can enough represent physiological state of brain under such limited conditions at least. One of next challenges is to integrate this model and the already constructed cerebral blood circulation model. This modification enable to simulate CBF and ICP more precisely due to calculating the effect of blood pressure change to extracellular fluid migration and that of ICP change to CBF.Keywords: dynamic model, cerebral extracellular migration, brain resuscitation, automatic control
Procedia PDF Downloads 14418058 Critical Parameters of a Square-Well Fluid
Authors: Hamza Javar Magnier, Leslie V. Woodcock
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We report extensive molecular dynamics (MD) computational investigations into the thermodynamic description of supercritical properties for a model fluid that is the simplest realistic representation of atoms or molecules. The pair potential is a hard-sphere repulsion of diameter σ with a very short attraction of length λσ. When λ = 1.005 the range is so short that the model atoms are referred to as “adhesive spheres”. Molecular dimers, trimers …etc. up to large clusters, or droplets, of many adhesive-sphere atoms are unambiguously defined. This then defines percolation transitions at the molecular level that bound the existence of gas and liquid phases at supercritical temperatures, and which define the existence of a supercritical mesophase. Both liquid and gas phases are seen to terminate at the loci of percolation transitions, and below a second characteristic temperature (Tc2) are separated by the supercritical mesophase. An analysis of the distribution of clusters in gas, meso- and liquid phases confirms the colloidal nature of this mesophase. The general phase behaviour is compared with both experimental properties of the water-steam supercritical region and also with formally exact cluster theory of Mayer and Mayer. Both are found to be consistent with the present findings that in this system the supercritical mesophase narrows in density with increasing T > Tc and terminates at a higher Tc2 at a confluence of the primary percolation loci. The expended plot of the MD data points in the mesophase of 7 critical and supercritical isotherms in highlight this narrowing in density of the linear-slope region of the mesophase as temperature is increased above the critical. This linearity in the mesophase implies the existence of a linear combination rule between gas and liquid which is an extension of the Lever rule in the subcritical region, and can be used to obtain critical parameters without resorting to experimental data in the two-phase region. Using this combination rule, the calculated critical parameters Tc = 0.2007 and Pc = 0.0278 are found be agree with the values found by of Largo and coworkers. The properties of this supercritical mesophase are shown to be consistent with an alternative description of the phenomenon of critical opalescence seen in the supercritical region of both molecular and colloidal-protein supercritical fluids.Keywords: critical opalescence, supercritical, square-well, percolation transition, critical parameters.
Procedia PDF Downloads 51318057 Neutron Contamination in 18 MV Medical Linear Accelerator
Authors: Onur Karaman, A. Gunes Tanir
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Photon radiation therapy used to treat cancer is one of the most important methods. However, photon beam collimator materials in Linear Accelerator (LINAC) head generally contains heavy elements is used and the interaction of bremsstrahlung photon with such heavy nuclei, the neutron can be produced inside the treatment rooms. In radiation therapy, neutron contamination contributes to the risk of secondary malignancies in patients, also physicians working in this field. Since the neutron is more dangerous than photon, it is important to determine neutron dose during radiotherapy treatment. In this study, it is aimed to analyze the effect of field size, distance from axis and depth on the amount of in-field and out-field neutron contamination for ElektaVmat accelerator with 18 MV nominal energy. The photon spectra at the distance of 75, 150, 225, 300 cm from target and on the isocenter of beam were scored for 5x5, 10x10, 20x20, 30x30 and 40x40 cm2 fields. Results demonstrated that the neutron spectra and dose are dependent on field size and distances. Beyond 225 cm of isocenter, the dependence of the neutron dose on field size is minimal. As a result, it is concluded that as the open field increases, neutron dose determined decreases. It is important to remember that when treating with high energy photons, the dose from contamination neutrons must be considered as it is much greater than the photon dose.Keywords: radiotherapy, neutron contamination, linear accelerators, photon
Procedia PDF Downloads 34118056 Grid Computing for Multi-Objective Optimization Problems
Authors: Aouaouche Elmaouhab, Hassina Beggar
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Solving multi-objective discrete optimization applications has always been limited by the resources of one machine: By computing power or by memory, most often both. To speed up the calculations, the grid computing represents a primary solution for the treatment of these applications through the parallelization of these resolution methods. In this work, we are interested in the study of some methods for solving multiple objective integer linear programming problem based on Branch-and-Bound and the study of grid computing technology. This study allowed us to propose an implementation of the method of Abbas and Al on the grid by reducing the execution time. To enhance our contribution, the main results are presented.Keywords: multi-objective optimization, integer linear programming, grid computing, parallel computing
Procedia PDF Downloads 47218055 Effect of Wettability Alteration on Production Performance in Unconventional Tight Oil Reservoirs
Authors: Rashid S. Mohammad, Shicheng Zhang, Xinzhe Zhao
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In tight oil reservoirs, wettability alteration has generally been considered as an effective way to remove fracturing fluid retention on the surface of the fracture and consequently improved oil production. However, there is a lack of a reliable productivity prediction model to show the relationship between the wettability and oil production in tight oil well. In this paper, a new oil productivity prediction model of immiscible oil-water flow and miscible CO₂-oil flow accounting for wettability is developed. This mathematical model is established by considering two different length scales: nonporous network and propped fractures. CO₂ flow diffuses in the nonporous network and high velocity non-Darcy flow in propped fractures are considered by taking into account the effect of wettability alteration on capillary pressure and relative permeability. A laboratory experiment is also conducted here to validate this model. Laboratory experiments have been designed to compare the water saturation profiles for different contact angle, revealing the fluid retention in rock pores that affects capillary force and relative permeability. Four kinds of brines with different concentrations are selected here to create different contact angles. In water-wet porous media, as the system becomes more oil-wet, water saturation decreases. As a result, oil relative permeability increases. On the other hand, capillary pressure which is the resistance for the oil flow increases as well. The oil production change due to wettability alteration is the result of the comprehensive changes of oil relative permeability and capillary pressure. The results indicate that wettability is a key factor for fracturing fluid retention removal and oil enhancement in tight reservoirs. By incorporating laboratory test into a mathematical model, this work shows the relationship between wettability and oil production is not a simple linear pattern but a parabolic one. Additionally, it can be used for a better understanding of optimization design of fracturing fluids.Keywords: wettability, relative permeability, fluid retention, oil production, unconventional and tight reservoirs
Procedia PDF Downloads 22918054 Horizontal Cooperative Game Theory in Hotel Revenue Management
Authors: Ririh Rahma Ratinghayu, Jayu Pramudya, Nur Aini Masruroh, Shi-Woei Lin
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This research studies pricing strategy in cooperative setting of hotel duopoly selling perishable product under fixed capacity constraint by using the perspective of managers. In hotel revenue management, competitor’s average room rate and occupancy rate should be taken into manager’s consideration in determining pricing strategy to generate optimum revenue. This information is not provided by business intelligence or available in competitor’s website. Thus, Information Sharing (IS) among players might result in improved performance of pricing strategy. IS is widely adopted in the logistics industry, but IS within hospitality industry has not been well-studied. This research put IS as one of cooperative game schemes, besides Mutual Price Setting (MPS) scheme. In off-peak season, hotel manager arranges pricing strategy to offer promotion package and various kinds of discounts up to 60% of full-price to attract customers. Competitor selling homogenous product will react the same, then triggers a price war. Price war which generates lower revenue may be avoided by creating collaboration in pricing strategy to optimize payoff for both players. In MPS cooperative game, players collaborate to set a room rate applied for both players. Cooperative game may avoid unfavorable players’ payoff caused by price war. Researches on horizontal cooperative game in logistics show better performance and payoff for the players, however, horizontal cooperative game in hotel revenue management has not been demonstrated. This paper aims to develop hotel revenue management models under duopoly cooperative schemes (IS & MPS), which are compared to models under non-cooperative scheme too. Each scheme has five models, Capacity Allocation Model; Demand Model; Revenue Model; Optimal Price Model; and Equilibrium Price Model. Capacity Allocation Model and Demand Model employs self-hotel and competitor’s full and discount price as predictors under non-linear relation. Optimal price is obtained by assuming revenue maximization motive. Equilibrium price is observed by interacting self-hotel’s and competitor’s optimal price under reaction equation. Equilibrium is analyzed using game theory approach. The sequence applies for three schemes. MPS Scheme differently aims to optimize total players’ payoff. The case study in which theoretical models are applied observes two hotels offering homogenous product in Indonesia during a year. The Capacity Allocation, Demand, and Revenue Models are built using multiple regression and statistically tested for validation. Case study data confirms that price behaves within demand model in a non-linear manner. IS Models can represent the actual demand and revenue data better than Non-IS Models. Furthermore, IS enables hotels to earn significantly higher revenue. Thus, duopoly hotel players in general, might have reasonable incentives to share information horizontally. During off-peak season, MPS Models are able to predict the optimal equal price for both hotels. However, Nash equilibrium may not always exist depending on actual payoff of adhering or betraying mutual agreement. To optimize performance, horizontal cooperative game may be chosen over non-cooperative game. Mathematical models can be used to detect collusion among business players. Empirical testing can be used as policy input for market regulator in preventing unethical business practices potentially harming society welfare.Keywords: horizontal cooperative game theory, hotel revenue management, information sharing, mutual price setting
Procedia PDF Downloads 27818053 Nonlinear Dynamic Analysis of Base-Isolated Structures Using a Partitioned Solution Approach and an Exponential Model
Authors: Nicolò Vaiana, Filip C. Filippou, Giorgio Serino
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The solution of the nonlinear dynamic equilibrium equations of base-isolated structures adopting a conventional monolithic solution approach, i.e. an implicit single-step time integration method employed with an iteration procedure, and the use of existing nonlinear analytical models, such as differential equation models, to simulate the dynamic behavior of seismic isolators can require a significant computational effort. In order to reduce numerical computations, a partitioned solution method and a one dimensional nonlinear analytical model are presented in this paper. A partitioned solution approach can be easily applied to base-isolated structures in which the base isolation system is much more flexible than the superstructure. Thus, in this work, the explicit conditionally stable central difference method is used to evaluate the base isolation system nonlinear response and the implicit unconditionally stable Newmark’s constant average acceleration method is adopted to predict the superstructure linear response with the benefit in avoiding iterations in each time step of a nonlinear dynamic analysis. The proposed mathematical model is able to simulate the dynamic behavior of seismic isolators without requiring the solution of a nonlinear differential equation, as in the case of widely used differential equation model. The proposed mixed explicit-implicit time integration method and nonlinear exponential model are adopted to analyze a three dimensional seismically isolated structure with a lead rubber bearing system subjected to earthquake excitation. The numerical results show the good accuracy and the significant computational efficiency of the proposed solution approach and analytical model compared to the conventional solution method and mathematical model adopted in this work. Furthermore, the low stiffness value of the base isolation system with lead rubber bearings allows to have a critical time step considerably larger than the imposed ground acceleration time step, thus avoiding stability problems in the proposed mixed method.Keywords: base-isolated structures, earthquake engineering, mixed time integration, nonlinear exponential model
Procedia PDF Downloads 27418052 Impact of the Electricity Market Prices during the COVID-19 Pandemic on Energy Storage Operation
Authors: Marin Mandić, Elis Sutlović, Tonći Modrić, Luka Stanić
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With the restructuring and deregulation of the power system, storage owners, generation companies or private producers can offer their multiple services on various power markets and earn income in different types of markets, such as the day-ahead, real-time, ancillary services market, etc. During the COVID-19 pandemic, electricity prices, as well as ancillary services prices, increased significantly. The optimization of the energy storage operation was performed using a suitable model for simulating the operation of a pumped storage hydropower plant under market conditions. The objective function maximizes the income earned through energy arbitration, regulation-up, regulation-down and spinning reserve services. The optimization technique used for solving the objective function is mixed integer linear programming (MILP). In numerical examples, the pumped storage hydropower plant operation has been optimized considering the already achieved hourly electricity market prices from Nord Pool for the pre-pandemic (2019) and the pandemic (2020 and 2021) years. The impact of the electricity market prices during the COVID-19 pandemic on energy storage operation is shown through the analysis of income, operating hours, reserved capacity and consumed energy for each service. The results indicate the role of energy storage during a significant fluctuation in electricity and services prices.Keywords: electrical market prices, electricity market, energy storage optimization, mixed integer linear programming (MILP) optimization
Procedia PDF Downloads 16118051 Towards a Measurement-Based E-Government Portals Maturity Model
Authors: Abdoullah Fath-Allah, Laila Cheikhi, Rafa E. Al-Qutaish, Ali Idri
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The e-government emerging concept transforms the way in which the citizens are dealing with their governments. Thus, the citizens can execute the intended services online anytime and anywhere. This results in great benefits for both the governments (reduces the number of officers) and the citizens (more flexibility and time saving). Therefore, building a maturity model to assess the e-government portals becomes desired to help in the improvement process of such portals. This paper aims at proposing an e-government maturity model based on the measurement of the best practices’ presence. The main benefit of such maturity model is to provide a way to rank an e-government portal based on the used best practices, and also giving a set of recommendations to go to the higher stage in the maturity model.Keywords: best practices, e-government portal, maturity model, quality model
Procedia PDF Downloads 327