Search results for: prediction of reservoir
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2724

Search results for: prediction of reservoir

1674 Study of the Responding Time for Low Permeability Reservoirs

Authors: G. Lei, P. C. Dong, X. Q. Cen, S. Y. Mo

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One of the most significant parameters, describing the effect of water flooding in porous media, is flood-response time, and it is an important index in oilfield development. The responding time in low permeability reservoir is usually calculated by the method of stable state successive substitution neglecting the effect of medium deformation. Numerous studies show that the media deformation has an important impact on the development for low permeability reservoirs and can not be neglected. On the base of streamline tube model, we developed a method to interpret responding time with medium deformation factor. The results show that: the media deformation factor, threshold pressure gradient and well spacing have a significant effect on the flood response time. The greater the media deformation factor, threshold pressure gradient or well spacing is, the lower the flood response time is. The responding time of different streamlines varies. As the angle with the main streamline increases, the water flooding response time delays as a "parabola" shape.

Keywords: low permeability, flood-response time, threshold pressure gradient, medium deformation

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1673 Host Preference, Impact of Host Transfer and Insecticide Susceptibility among Aphis gossypii Group (Order: Hemiptera) in Jamaica

Authors: Desireina Delancy, Tannice Hall, Eric Garraway, Dwight Robinson

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Aphis gossypii, as a pest, directly damages its host plant by extracting phloem sap (sucking) and indirectly damages it by the transmission of viruses, ultimately affecting the yield of the host. Due to its polyphagous nature, this species affects a wide range of host plants, some of which may serve as a reservoir for colonisation of important crops. In Jamaica, there have been outbreaks of viral plant pathogens that were transmitted by Aphis gossypii. Three such examples are Citrus tristeza virus, the Watermelon mosaic virus, and Papaya ringspot virus. Aphis gossypii also heavily colonized economically significant host plants, including pepper, eggplant, watermelon, cucumber, and hibiscus. To facilitate integrated pest management, it is imperative to understand the biology of the aphid and its host preference. Preliminary work in Jamaica has indicated differences in biology and host preference, as well as host variety within the species. However, specific details of fecundity, colony growth, host preference, distribution, and insecticide resistance of Aphis gossypii were unknown to the best of our knowledge. The aim was to investigate the following in relation to Aphis gossypii: influence of the host plant on colonization, life span, fecundity, population size, and morphology; the impact of host transfer on fecundity and population size as a measure of host preference and host transfer success and susceptibility to four commonly used insecticides. Fecundity and colony size were documented daily from aphids acclimatized on Capsicum chinense Jacquin 1776, Cucumis sativus Linnaeus 1630, Gossypium hirsutum Linnaeus 1751 and Abelmoschus esculentus (L.) Moench 1794 for three generations. The same measures were used after third instar aphids were transferred among the hosts as a measure of suitability and success. Mortality, and fecundity of survivors, were determined after aphids were exposed to varying concentrations of Actara®, Diazinon™, Karate Zeon®, and Pegasus®. Host preference results indicated that, over a 24-day period, Aphis gossypii reached its largest colony size on G. hirsutum (x̄ 381.80), with January – February being the most fecund period. Host transfer experiments were all significantly different, with the most significant occurring between transfers from C. chinense to C. sativus (p < 0.05). Colony sizes were found to increase significantly every 5 days, which has implications for regimes implemented to monitor and evaluate plots. Insecticides ranked on lethality are Karate Zeon®> Actara®> Pegasus® > Diazinon™. The highest LC50 values were obtained for aphids on G. hirsutum and C. chinense was with Pegasus® and for those on C. sativus with Diazinon™. Survivors of insecticide treatments had colony sizes on average that were 98 % less than untreated aphids. Cotton was preferred both in the field and in the glasshouse. It is on cotton the aphids settled first, had the highest fecundity, and the lowest mortality. Cotton can serve as reservoir for (re)populating other cotton or different host species based on migration due to overcrowding, heavy showers, high wind, or ant attendance. Host transfer success between all three hosts is highly probable within an intercropping system. Survivors of insecticide treatments can successfully repopulate host plants.

Keywords: Aphis gossypii, host-plant preference, colonization sequence, host transfers, insecticide susceptibility

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1672 Aiding Water Flow in Irrigation Technology with a Pedal Operated Manual Pump

Authors: Isaac Ali Kwasu, Aje Tokan

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The research was set to design a manually pedal operated water pump to aid water flow technology for irrigation activities for rural farmers. The development was carried out first by a prototype design to guide the fabrication. All items needed for the fabrication were used for the final product. The machine is operated manually by pedaling. This engages all the parts of the machine into active motion. Energy is generated and transfer finally to the pumping unit which is wired with plastic pipes. The pumping unit which is wired with PVC pipes, both linked to the water source and the reservoir respectively. The (rpm) revolution per minute of the machine is approximated at 3130 depending on the pedaling speed of the user. The machine does not have gear arrangement yet can give high (rpm) for effective performance. The pumping performance of the machine is 125 liters in one minute and can sustain small scale irrigation farming activities and to supplement water management system to sustain crop growth.

Keywords: pump, development, manual, flywheel, sprocket, pulley, machine, v belt, chain, hub, pipe, steel, mechanism, irrigation, prototype, fabrication

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1671 Applying Semi-Automatic Digital Aerial Survey Technology and Canopy Characters Classification for Surface Vegetation Interpretation of Archaeological Sites

Authors: Yung-Chung Chuang

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The cultural layers of archaeological sites are mainly affected by surface land use, land cover, and root system of surface vegetation. For this reason, continuous monitoring of land use and land cover change is important for archaeological sites protection and management. However, in actual operation, on-site investigation and orthogonal photograph interpretation require a lot of time and manpower. For this reason, it is necessary to perform a good alternative for surface vegetation survey in an automated or semi-automated manner. In this study, we applied semi-automatic digital aerial survey technology and canopy characters classification with very high-resolution aerial photographs for surface vegetation interpretation of archaeological sites. The main idea is based on different landscape or forest type can easily be distinguished with canopy characters (e.g., specific texture distribution, shadow effects and gap characters) extracted by semi-automatic image classification. A novel methodology to classify the shape of canopy characters using landscape indices and multivariate statistics was also proposed. Non-hierarchical cluster analysis was used to assess the optimal number of canopy character clusters and canonical discriminant analysis was used to generate the discriminant functions for canopy character classification (seven categories). Therefore, people could easily predict the forest type and vegetation land cover by corresponding to the specific canopy character category. The results showed that the semi-automatic classification could effectively extract the canopy characters of forest and vegetation land cover. As for forest type and vegetation type prediction, the average prediction accuracy reached 80.3%~91.7% with different sizes of test frame. It represented this technology is useful for archaeological site survey, and can improve the classification efficiency and data update rate.

Keywords: digital aerial survey, canopy characters classification, archaeological sites, multivariate statistics

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1670 Molecular Detection of Crimean-Congo Hemorrhagic Fever in Ticks of Golestan Province, Iran

Authors: Nariman Shahhosseini, Sadegh Chinikar

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Introduction: Crimean-Congo hemorrhagic fever virus (CCHFV) causes severe disease with fatality rates of 30%. The virus is transmitted to humans through the bite of an infected tick, direct contact with the products of infected livestock and nosocomially. The disease occurs sporadically throughout many of African, Asian, and European countries. Different species of ticks serve either as vector or reservoir for CCHFV. Materials and Methods: A molecular survey was conducted on hard ticks (Ixodidae) in Golestan province, north of Iran during 2014-2015. Samples were sent to National Reference Laboratory of Arboviruses (Pasteur Institute of Iran) and viral RNA was detected by RT-PCR. Results: Result revealed the presence of CCHFV in 5.3% of the selected ticks. The infected ticks belonged to Hy. dromedarii, Hy. anatolicum, Hy. marginatum, and Rh. sanguineus. Conclusions: These data demonstrates that Hyalomma ticks are the main vectors of CCHFV in Golestan province. Thus, preventive strategies such as using acaricides and repellents in order to avoid contact with Hyalomma ticks are proposed. Also, personal protective equipment (PPE) must be utilized at abattoirs.

Keywords: tick, CCHFV, surveillance, vector diversity

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1669 Actual Fracture Length Determination Using a Technique for Shale Fracturing Data Analysis in Real Time

Authors: M. Wigwe, M. Y Soloman, E. Pirayesh, R. Eghorieta, N. Stegent

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The moving reference point (MRP) technique has been used in the analyses of the first three stages of two fracturing jobs. The results obtained verify the proposition that a hydraulic fracture in shale grows in spurts rather than in a continuous pattern as originally interpreted by Nolte-Smith technique. Rather than a continuous Mode I fracture that is followed by Mode II, III or IV fractures, these fracture modes could alternate throughout the pumping period. It is also shown that the Nolte-Smith time parameter plot can be very helpful in identifying the presence of natural fractures that have been intersected by the hydraulic fracture. In addition, with the aid of a fracture length-time plot generated from any fracture simulation that matches the data, the distance from the wellbore to the natural fractures, which also translates to the actual fracture length for the stage, can be determined. An algorithm for this technique is developed. This procedure was used for the first 9 minutes of the simulated frac job data. It was observed that after 7mins, the actual fracture length is about 150ft, instead of 250ft predicted by the simulator output. This difference gets larger as the analysis proceeds.

Keywords: shale, fracturing, reservoir, simulation, frac-length, moving-reference-point

Procedia PDF Downloads 747
1668 Design Standardization in Aramco: Strategic Analysis

Authors: Mujahid S. Alharbi

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The construction of process plants in oil and gas-producing countries, such as Saudi Arabia, necessitates substantial investment in design and building. Each new plant, while unique, includes common building types, suggesting an opportunity for design standardization. This study investigates the adoption of standardized Issue For Construction (IFC) packages for non-process buildings in Saudi Aramco. A SWOT analysis presents the strengths, weaknesses, opportunities, and threats of this approach. The approach's benefits are illustrated using the Hawiyah Unayzah Gas Reservoir Storage Program (HUGRSP) as a case study. Standardization not only offers significant cost savings and operational efficiencies but also expedites project timelines, reduces the potential for change orders, and fosters local economic growth by allocating building tasks to local contractors. Standardization also improves project management by easing interface constraints between different contractors and promoting adaptability to future industry changes. This research underscores the standardization of non-process buildings as a powerful strategy for cost optimization, efficiency enhancement, and local economic development in process plant construction within the oil and gas sector.

Keywords: building, construction, management, project, standardization

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1667 A Generalized Weighted Loss for Support Vextor Classification and Multilayer Perceptron

Authors: Filippo Portera

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Usually standard algorithms employ a loss where each error is the mere absolute difference between the true value and the prediction, in case of a regression task. In the present, we present several error weighting schemes that are a generalization of the consolidated routine. We study both a binary classification model for Support Vextor Classification and a regression net for Multylayer Perceptron. Results proves that the error is never worse than the standard procedure and several times it is better.

Keywords: loss, binary-classification, MLP, weights, regression

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1666 Analysis of Biomarkers Intractable Epileptogenic Brain Networks with Independent Component Analysis and Deep Learning Algorithms: A Comprehensive Framework for Scalable Seizure Prediction with Unimodal Neuroimaging Data in Pediatric Patients

Authors: Bliss Singhal

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Epilepsy is a prevalent neurological disorder affecting approximately 50 million individuals worldwide and 1.2 million Americans. There exist millions of pediatric patients with intractable epilepsy, a condition in which seizures fail to come under control. The occurrence of seizures can result in physical injury, disorientation, unconsciousness, and additional symptoms that could impede children's ability to participate in everyday tasks. Predicting seizures can help parents and healthcare providers take precautions, prevent risky situations, and mentally prepare children to minimize anxiety and nervousness associated with the uncertainty of a seizure. This research proposes a comprehensive framework to predict seizures in pediatric patients by evaluating machine learning algorithms on unimodal neuroimaging data consisting of electroencephalogram signals. The bandpass filtering and independent component analysis proved to be effective in reducing the noise and artifacts from the dataset. Various machine learning algorithms’ performance is evaluated on important metrics such as accuracy, precision, specificity, sensitivity, F1 score and MCC. The results show that the deep learning algorithms are more successful in predicting seizures than logistic Regression, and k nearest neighbors. The recurrent neural network (RNN) gave the highest precision and F1 Score, long short-term memory (LSTM) outperformed RNN in accuracy and convolutional neural network (CNN) resulted in the highest Specificity. This research has significant implications for healthcare providers in proactively managing seizure occurrence in pediatric patients, potentially transforming clinical practices, and improving pediatric care.

Keywords: intractable epilepsy, seizure, deep learning, prediction, electroencephalogram channels

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1665 Gradient Boosted Trees on Spark Platform for Supervised Learning in Health Care Big Data

Authors: Gayathri Nagarajan, L. D. Dhinesh Babu

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Health care is one of the prominent industries that generate voluminous data thereby finding the need of machine learning techniques with big data solutions for efficient processing and prediction. Missing data, incomplete data, real time streaming data, sensitive data, privacy, heterogeneity are few of the common challenges to be addressed for efficient processing and mining of health care data. In comparison with other applications, accuracy and fast processing are of higher importance for health care applications as they are related to the human life directly. Though there are many machine learning techniques and big data solutions used for efficient processing and prediction in health care data, different techniques and different frameworks are proved to be effective for different applications largely depending on the characteristics of the datasets. In this paper, we present a framework that uses ensemble machine learning technique gradient boosted trees for data classification in health care big data. The framework is built on Spark platform which is fast in comparison with other traditional frameworks. Unlike other works that focus on a single technique, our work presents a comparison of six different machine learning techniques along with gradient boosted trees on datasets of different characteristics. Five benchmark health care datasets are considered for experimentation, and the results of different machine learning techniques are discussed in comparison with gradient boosted trees. The metric chosen for comparison is misclassification error rate and the run time of the algorithms. The goal of this paper is to i) Compare the performance of gradient boosted trees with other machine learning techniques in Spark platform specifically for health care big data and ii) Discuss the results from the experiments conducted on datasets of different characteristics thereby drawing inference and conclusion. The experimental results show that the accuracy is largely dependent on the characteristics of the datasets for other machine learning techniques whereas gradient boosting trees yields reasonably stable results in terms of accuracy without largely depending on the dataset characteristics.

Keywords: big data analytics, ensemble machine learning, gradient boosted trees, Spark platform

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1664 Validation of Asymptotic Techniques to Predict Bistatic Radar Cross Section

Authors: M. Pienaar, J. W. Odendaal, J. C. Smit, J. Joubert

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Simulations are commonly used to predict the bistatic radar cross section (RCS) of military targets since characterization measurements can be expensive and time consuming. It is thus important to accurately predict the bistatic RCS of targets. Computational electromagnetic (CEM) methods can be used for bistatic RCS prediction. CEM methods are divided into full-wave and asymptotic methods. Full-wave methods are numerical approximations to the exact solution of Maxwell’s equations. These methods are very accurate but are computationally very intensive and time consuming. Asymptotic techniques make simplifying assumptions in solving Maxwell's equations and are thus less accurate but require less computational resources and time. Asymptotic techniques can thus be very valuable for the prediction of bistatic RCS of electrically large targets, due to the decreased computational requirements. This study extends previous work by validating the accuracy of asymptotic techniques to predict bistatic RCS through comparison with full-wave simulations as well as measurements. Validation is done with canonical structures as well as complex realistic aircraft models instead of only looking at a complex slicy structure. The slicy structure is a combination of canonical structures, including cylinders, corner reflectors and cubes. Validation is done over large bistatic angles and at different polarizations. Bistatic RCS measurements were conducted in a compact range, at the University of Pretoria, South Africa. The measurements were performed at different polarizations from 2 GHz to 6 GHz. Fixed bistatic angles of β = 30.8°, 45° and 90° were used. The measurements were calibrated with an active calibration target. The EM simulation tool FEKO was used to generate simulated results. The full-wave multi-level fast multipole method (MLFMM) simulated results together with the measured data were used as reference for validation. The accuracy of physical optics (PO) and geometrical optics (GO) was investigated. Differences relating to amplitude, lobing structure and null positions were observed between the asymptotic, full-wave and measured data. PO and GO were more accurate at angles close to the specular scattering directions and the accuracy seemed to decrease as the bistatic angle increased. At large bistatic angles PO did not perform well due to the shadow regions not being treated appropriately. PO also did not perform well for canonical structures where multi-bounce was the main scattering mechanism. PO and GO do not account for diffraction but these inaccuracies tended to decrease as the electrical size of objects increased. It was evident that both asymptotic techniques do not properly account for bistatic structural shadowing. Specular scattering was calculated accurately even if targets did not meet the electrically large criteria. It was evident that the bistatic RCS prediction performance of PO and GO depends on incident angle, frequency, target shape and observation angle. The improved computational efficiency of the asymptotic solvers yields a major advantage over full-wave solvers and measurements; however, there is still much room for improvement of the accuracy of these asymptotic techniques.

Keywords: asymptotic techniques, bistatic RCS, geometrical optics, physical optics

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1663 A Creative Strategy to Functionalize TiN/CNC Composites as Cathode for High-Energy Zinc Ion Capacitors

Authors: Ye Ling, Jiang Yuting, Ruan Haihui

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Zinc ion capacitors (ZICs) have garnered tremendous interest recently from researchers due to the perfect integration of batteries and supercapacitors (SC). However, ZICs are currently still facing two major challenges, one is low specific capacitance because of the limited capacity of capacitive cathode materials. In this work, TiN/CNC composites were obtained by a creative method composed of simple mixing and calcination treatment of tetrabutyl titanate (TBOT) and ZIF-8. The formed TiN particles are of ultra-small size and distributed uniformly on the nanoporous carbon matrix, which enhances the conductivity of the composites and the micropores caused by the evaporation of zinc during the calcination process and can serve as the reservoir of electrolytes; both are beneficial to zinc ion storage. When it was used as a cathode with zinc metal and 2M ZnSO₄ as the anode and electrolyte, respectively, in a ZIC device, the assembled device delivered a maximum energy density as high as 153 Wh kg-¹ at a power density of 269.4 W kg-¹, which is superior to many ZICs as reported. Also, it can maintain an energy density of 83.7 Wh kg-¹ at a peak power density of 8.6 kW kg-¹, exhibiting good rate performance. Moreover, when it was charged/discharged for 5000 cycles at a current density of 5 A g-¹, it remained at 85.8% of the initial capacity with a Coulombic efficiency (CE) of nearly 100%.

Keywords: zinc ion capacitor, metal nitride, zif-8, supercapacitor

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1662 Field Prognostic Factors on Discharge Prediction of Traumatic Brain Injuries

Authors: Mohammad Javad Behzadnia, Amir Bahador Boroumand

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Introduction: Limited facility situations require allocating the most available resources for most casualties. Accordingly, Traumatic Brain Injury (TBI) is the one that may need to transport the patient as soon as possible. In a mass casualty event, deciding when the facilities are restricted is hard. The Extended Glasgow Outcome Score (GOSE) has been introduced to assess the global outcome after brain injuries. Therefore, we aimed to evaluate the prognostic factors associated with GOSE. Materials and Methods: In a multicenter cross-sectional study conducted on 144 patients with TBI admitted to trauma emergency centers. All the patients with isolated TBI who were mentally and physically healthy before the trauma entered the study. The patient’s information was evaluated, including demographic characteristics, duration of hospital stays, mechanical ventilation on admission laboratory measurements, and on-admission vital signs. We recorded the patients’ TBI-related symptoms and brain computed tomography (CT) scan findings. Results: GOSE assessments showed an increasing trend by the comparison of on-discharge (7.47 ± 1.30), within a month (7.51 ± 1.30), and within three months (7.58 ± 1.21) evaluations (P < 0.001). On discharge, GOSE was positively correlated with Glasgow Coma Scale (GCS) (r = 0.729, P < 0.001) and motor GCS (r = 0.812, P < 0.001), and inversely with age (r = −0.261, P = 0.002), hospitalization period (r = −0.678, P < 0.001), pulse rate (r = −0.256, P = 0.002) and white blood cell (WBC). Among imaging signs and trauma-related symptoms in univariate analysis, intracranial hemorrhage (ICH), interventricular hemorrhage (IVH) (P = 0.006), subarachnoid hemorrhage (SAH) (P = 0.06; marginally at P < 0.1), subdural hemorrhage (SDH) (P = 0.032), and epidural hemorrhage (EDH) (P = 0.037) were significantly associated with GOSE at discharge in multivariable analysis. Conclusion: Our study showed some predictive factors that could help to decide which casualty should transport earlier to a trauma center. According to the current study findings, GCS, pulse rate, WBC, and among imaging signs and trauma-related symptoms, ICH, IVH, SAH, SDH, and EDH are significant independent predictors of GOSE at discharge in TBI patients.

Keywords: field, Glasgow outcome score, prediction, traumatic brain injury.

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1661 An Experimental Study of the Influence of Flow Rate on Formation Damage at Different pH

Authors: Khabat M. Ahmad

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This experiment focuses on the reduction of permeability (formation damage) as a result of fines migration by changing pH and flow rate on core plugs selected from sandstone reservoir of Pannonian basin (Upper Miocene, East Hungary). The main objective of coreflooding experiments was to investigate the influence of both high and low pH fluids and the flow rate on stability of clay minerals. The selected core samples were examined by X-ray powder diffraction (XRD) for bulk mineralogical and clay mineral composition. The shape, position, distribution and type of clay minerals within the core samples were diagnosed by scanning electron microscopy and energy dispersive spectroscopy (SEM- EDS). The basic petrophysical properties such as porosity and initial permeability were determined prior to experiments. The special core analysis (influence of pH and flow rate) on permeability reduction was examined through a series of laboratory coreflooding experiments, testing for acidic (3) and alkaline (11) solutions at different flow rates (50, 100 and 200 ml/h). Permeability in continuously reduced for pH 11 to more than 50 % of initial permeability. However, at pH 3 after a slow decrease, a significant increase is observed, to more than 40 % of initial permeability. The variation is also influenced by flow rate.

Keywords: flow rate, pH, permeability, fine migration, formation damage, XRD, SEM- EDS

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1660 Physical and Mechanical Characterization of Limestone in the Quarry of Meftah (Algeria)

Authors: Khaled Benyounes

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Determination of the rock mechanical properties such as unconfined compressive strength UCS, Young’s modulus E, and tensile strength by the Brazilian test Rtb is considered to be the most important component in drilling and mining engineering project. Research related to establishing correlation between strength and physical parameters of rocks has always been of interest to mining and reservoir engineering. For this, many rock blocks of limestone were collected from the quarry located in Meftah (Algeria), the cores were crafted in the laboratory using a core drill. This work examines the relationships between mechanical properties and some physical properties of limestone. Many empirical equations are established between UCS and physical properties of limestone (such as dry bulk density, velocity of P-waves, dynamic Young’s modulus, alteration index, and total porosity). Other correlations, UCS - tensile strength, dynamic Young’s modulus - static Young’s modulus have been find. Based on the Mohr-Coulomb failure criterion, we were able to establish mathematical relationships that will allow estimating the cohesion and internal friction angle from UCS and indirect tensile strength. Results from this study can be useful for mining industry for resolve range of geomechanical problems such as slope stability.

Keywords: limestone, mechanical strength, Young’s modulus, porosity

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1659 Estimation of Fragility Curves Using Proposed Ground Motion Selection and Scaling Procedure

Authors: Esra Zengin, Sinan Akkar

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Reliable and accurate prediction of nonlinear structural response requires specification of appropriate earthquake ground motions to be used in nonlinear time history analysis. The current research has mainly focused on selection and manipulation of real earthquake records that can be seen as the most critical step in the performance based seismic design and assessment of the structures. Utilizing amplitude scaled ground motions that matches with the target spectra is commonly used technique for the estimation of nonlinear structural response. Representative ground motion ensembles are selected to match target spectrum such as scenario-based spectrum derived from ground motion prediction equations, Uniform Hazard Spectrum (UHS), Conditional Mean Spectrum (CMS) or Conditional Spectrum (CS). Different sets of criteria exist among those developed methodologies to select and scale ground motions with the objective of obtaining robust estimation of the structural performance. This study presents ground motion selection and scaling procedure that considers the spectral variability at target demand with the level of ground motion dispersion. The proposed methodology provides a set of ground motions whose response spectra match target median and corresponding variance within a specified period interval. The efficient and simple algorithm is used to assemble the ground motion sets. The scaling stage is based on the minimization of the error between scaled median and the target spectra where the dispersion of the earthquake shaking is preserved along the period interval. The impact of the spectral variability on nonlinear response distribution is investigated at the level of inelastic single degree of freedom systems. In order to see the effect of different selection and scaling methodologies on fragility curve estimations, results are compared with those obtained by CMS-based scaling methodology. The variability in fragility curves due to the consideration of dispersion in ground motion selection process is also examined.

Keywords: ground motion selection, scaling, uncertainty, fragility curve

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1658 A Long Short-Term Memory Based Deep Learning Model for Corporate Bond Price Predictions

Authors: Vikrant Gupta, Amrit Goswami

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The fixed income market forms the basis of the modern financial market. All other assets in financial markets derive their value from the bond market. Owing to its over-the-counter nature, corporate bonds have relatively less data publicly available and thus is researched upon far less compared to Equities. Bond price prediction is a complex financial time series forecasting problem and is considered very crucial in the domain of finance. The bond prices are highly volatile and full of noise which makes it very difficult for traditional statistical time-series models to capture the complexity in series patterns which leads to inefficient forecasts. To overcome the inefficiencies of statistical models, various machine learning techniques were initially used in the literature for more accurate forecasting of time-series. However, simple machine learning methods such as linear regression, support vectors, random forests fail to provide efficient results when tested on highly complex sequences such as stock prices and bond prices. hence to capture these intricate sequence patterns, various deep learning-based methodologies have been discussed in the literature. In this study, a recurrent neural network-based deep learning model using long short term networks for prediction of corporate bond prices has been discussed. Long Short Term networks (LSTM) have been widely used in the literature for various sequence learning tasks in various domains such as machine translation, speech recognition, etc. In recent years, various studies have discussed the effectiveness of LSTMs in forecasting complex time-series sequences and have shown promising results when compared to other methodologies. LSTMs are a special kind of recurrent neural networks which are capable of learning long term dependencies due to its memory function which traditional neural networks fail to capture. In this study, a simple LSTM, Stacked LSTM and a Masked LSTM based model has been discussed with respect to varying input sequences (three days, seven days and 14 days). In order to facilitate faster learning and to gradually decompose the complexity of bond price sequence, an Empirical Mode Decomposition (EMD) has been used, which has resulted in accuracy improvement of the standalone LSTM model. With a variety of Technical Indicators and EMD decomposed time series, Masked LSTM outperformed the other two counterparts in terms of prediction accuracy. To benchmark the proposed model, the results have been compared with traditional time series models (ARIMA), shallow neural networks and above discussed three different LSTM models. In summary, our results show that the use of LSTM models provide more accurate results and should be explored more within the asset management industry.

Keywords: bond prices, long short-term memory, time series forecasting, empirical mode decomposition

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1657 Quaternary Ammonium Salts Based Algerian Petroleum Products: Synthesis and Characterization

Authors: Houria Hamitouche, Abdellah Khelifa

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Quaternary ammonium salts (QACs) are the most common cationic surfactants of natural or synthetic origin usually. They possess one or more hydrophobic hydrocarbon chains and hydrophilic cationic group. In fact, the hydrophobic groups are derived from three main sources: petrochemicals, vegetable oils, and animal fats. These QACs have attracted the attention of chemists for a long time, due to their general simple synthesis and their broad application in several fields. They are important as ingredients of cosmetic products and are also used as corrosion inhibitors, in emulsion polymerization and textile processing. Within biological applications, QACs show a good antimicrobial activity and can be used as medicines, gene delivery agents or in DNA extraction methods. The 2004 worldwide annual consumption of QACs was reported as 500,000 tons. The petroleum product is considered a true reservoir of a variety of chemical species, which can be used in the synthesis of quaternary ammonium salts. The purpose of the present contribution is to synthesize the quaternary ammonium salts by Menschutkin reaction, via chloromethylation/quaternization sequences, from Algerian petroleum products namely: reformate, light naphtha and kerosene and characterize.

Keywords: quaternary ammonium salts, reformate, light naphtha, kerosene

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1656 Measuring Enterprise Growth: Pitfalls and Implications

Authors: N. Šarlija, S. Pfeifer, M. Jeger, A. Bilandžić

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Enterprise growth is generally considered as a key driver of competitiveness, employment, economic development and social inclusion. As such, it is perceived to be a highly desirable outcome of entrepreneurship for scholars and decision makers. The huge academic debate resulted in the multitude of theoretical frameworks focused on explaining growth stages, determinants and future prospects. It has been widely accepted that enterprise growth is most likely nonlinear, temporal and related to the variety of factors which reflect the individual, firm, organizational, industry or environmental determinants of growth. However, factors that affect growth are not easily captured, instruments to measure those factors are often arbitrary, causality between variables and growth is elusive, indicating that growth is not easily modeled. Furthermore, in line with heterogeneous nature of the growth phenomenon, there is a vast number of measurement constructs assessing growth which are used interchangeably. Differences among various growth measures, at conceptual as well as at operationalization level, can hinder theory development which emphasizes the need for more empirically robust studies. In line with these highlights, the main purpose of this paper is twofold. Firstly, to compare structure and performance of three growth prediction models based on the main growth measures: Revenues, employment and assets growth. Secondly, to explore the prospects of financial indicators, set as exact, visible, standardized and accessible variables, to serve as determinants of enterprise growth. Finally, to contribute to the understanding of the implications on research results and recommendations for growth caused by different growth measures. The models include a range of financial indicators as lag determinants of the enterprises’ performances during the 2008-2013, extracted from the national register of the financial statements of SMEs in Croatia. The design and testing stage of the modeling used the logistic regression procedures. Findings confirm that growth prediction models based on different measures of growth have different set of predictors. Moreover, the relationship between particular predictors and growth measure is inconsistent, namely the same predictor positively related to one growth measure may exert negative effect on a different growth measure. Overall, financial indicators alone can serve as good proxy of growth and yield adequate predictive power of the models. The paper sheds light on both methodology and conceptual framework of enterprise growth by using a range of variables which serve as a proxy for the multitude of internal and external determinants, but are unlike them, accessible, available, exact and free of perceptual nuances in building up the model. Selection of the growth measure seems to have significant impact on the implications and recommendations related to growth. Furthermore, the paper points out to potential pitfalls of measuring and predicting growth. Overall, the results and the implications of the study are relevant for advancing academic debates on growth-related methodology, and can contribute to evidence-based decisions of policy makers.

Keywords: growth measurement constructs, logistic regression, prediction of growth potential, small and medium-sized enterprises

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1655 Lineup Optimization Model of Basketball Players Based on the Prediction of Recursive Neural Networks

Authors: Wang Yichen, Haruka Yamashita

Abstract:

In recent years, in the field of sports, decision making such as member in the game and strategy of the game based on then analysis of the accumulated sports data are widely attempted. In fact, in the NBA basketball league where the world's highest level players gather, to win the games, teams analyze the data using various statistical techniques. However, it is difficult to analyze the game data for each play such as the ball tracking or motion of the players in the game, because the situation of the game changes rapidly, and the structure of the data should be complicated. Therefore, it is considered that the analysis method for real time game play data is proposed. In this research, we propose an analytical model for "determining the optimal lineup composition" using the real time play data, which is considered to be difficult for all coaches. In this study, because replacing the entire lineup is too complicated, and the actual question for the replacement of players is "whether or not the lineup should be changed", and “whether or not Small Ball lineup is adopted”. Therefore, we propose an analytical model for the optimal player selection problem based on Small Ball lineups. In basketball, we can accumulate scoring data for each play, which indicates a player's contribution to the game, and the scoring data can be considered as a time series data. In order to compare the importance of players in different situations and lineups, we combine RNN (Recurrent Neural Network) model, which can analyze time series data, and NN (Neural Network) model, which can analyze the situation on the field, to build the prediction model of score. This model is capable to identify the current optimal lineup for different situations. In this research, we collected all the data of accumulated data of NBA from 2019-2020. Then we apply the method to the actual basketball play data to verify the reliability of the proposed model.

Keywords: recurrent neural network, players lineup, basketball data, decision making model

Procedia PDF Downloads 129
1654 Buckling a Reservoir Composite Provided with Notches

Authors: H. Chenine, D. Ouinas, Z. Bennaceur

Abstract:

The thin shell structures like metal are particularly susceptible to buckling or geometric instability. Their sizing is performed by resorting to simplified rules, this approach is generally conservative. Indeed, these structures are very sensitive to the slightest imperfection shape (initial geometrical defects). The design is usually based on the knowledge of the real or perceived initial state. Now this configuration evolves over time, there is usually the addition of new deformities due to operation (accidental loads, creep), but also to loss of material located in the corroded areas. Taking into account these various damage generally led to a loss of bearing capacity. In order to preserve the charge potential of the structure, it is then necessary to find a different material. In our study we plan to replace the material used for reservoirs found in the company Sonatrach with a composite material made from carbon fiber or glass. 6 to 12 layers of composite are simply stuck. Research is devoted to the study of the buckling of multilayer shells subjected to an imposed displacement, allowed us to identify the key parameters and those whose effect is less. For all results, we find that the carbon epoxy T700E is the strongest, increasing the number of layers increases the strength of the shell.

Keywords: Finite Element Analysis, circular notches, buckling, tank made composite materials

Procedia PDF Downloads 357
1653 Comparing Performance of Neural Network and Decision Tree in Prediction of Myocardial Infarction

Authors: Reza Safdari, Goli Arji, Robab Abdolkhani Maryam zahmatkeshan

Abstract:

Background and purpose: Cardiovascular diseases are among the most common diseases in all societies. The most important step in minimizing myocardial infarction and its complications is to minimize its risk factors. The amount of medical data is increasingly growing. Medical data mining has a great potential for transforming these data into information. Using data mining techniques to generate predictive models for identifying those at risk for reducing the effects of the disease is very helpful. The present study aimed to collect data related to risk factors of heart infarction from patients’ medical record and developed predicting models using data mining algorithm. Methods: The present work was an analytical study conducted on a database containing 350 records. Data were related to patients admitted to Shahid Rajaei specialized cardiovascular hospital, Iran, in 2011. Data were collected using a four-sectioned data collection form. Data analysis was performed using SPSS and Clementine version 12. Seven predictive algorithms and one algorithm-based model for predicting association rules were applied to the data. Accuracy, precision, sensitivity, specificity, as well as positive and negative predictive values were determined and the final model was obtained. Results: five parameters, including hypertension, DLP, tobacco smoking, diabetes, and A+ blood group, were the most critical risk factors of myocardial infarction. Among the models, the neural network model was found to have the highest sensitivity, indicating its ability to successfully diagnose the disease. Conclusion: Risk prediction models have great potentials in facilitating the management of a patient with a specific disease. Therefore, health interventions or change in their life style can be conducted based on these models for improving the health conditions of the individuals at risk.

Keywords: decision trees, neural network, myocardial infarction, Data Mining

Procedia PDF Downloads 427
1652 The Effect of Heating-Liquid Nitrogen Cooling on Fracture Toughness of Anisotropic Rock

Authors: A. Kavandi, K. Goshtasbi, M. R. Hadei, H. Nejati

Abstract:

In geothermal energy production, the method of liquid nitrogen (LN₂) fracturing in hot, dry rock is one of the most effective methods to increase the permeability of the reservoir. The geothermal reservoirs mainly consist of hard rocks such as granites and metamorphic rocks like gneiss with high temperatures. Gneiss, as a metamorphic rock, experiences a high level of inherent anisotropy. This type of anisotropy is considered as the nature of rocks, which affects the mechanical behavior of rocks. The aim of this study is to investigate the effects of heating-liquid nitrogen (LN₂) cooling treatment and rock anisotropy on the fracture toughness of gneiss. For this aim, a series of semi-circular bend (SCB) tests were carried out on specimens of gneiss with different anisotropy plane angles (0°, 30°, 60°, and 90°). In this study, gneiss specimens were exposed to heating–cooling treatment through gradual heating to 100°C followed by LN₂ cooling. Results indicate that the fracture toughness of treated samples is lower than that of untreated samples, and with increasing the anisotropy plane angle, the fracture toughness increases. The scanning electron microscope (SEM) technique is also implemented to evaluate the fracture process zone (FPZ) ahead of the crack tip.

Keywords: heating-cooling, anisotropic rock, fracture toughness, liquid nitrogen

Procedia PDF Downloads 53
1651 Study of Hydrocarbons Metering Issues in Algerian Fields under the New Law Context

Authors: A. Hadjadj, S. Maamir

Abstract:

Since the advent of the law 86/14 concerning the
exploitation of the national territory by foreign companies in
partnership with the Algerian oil and gas company, the problem of
hydrocarbons metering in the sharing production come out.
More generally, good management counting hydrocarbons can
provide data on the production wells, the field and the reservoir for
medium and long term planning, particularly in the context of the
management and field development.
In this work, we are interested in the transactional metering which
is a very delicate and crucial period in the current context of the new
hydrocarbon’s law characterized by assets system between the
various activities of Sonatrach and its foreign partners.
After a state of the art on hydrocarbons metering devices in
Algeria and elsewhere, we will decline the advantages and
disadvantages of each system, and then we describe the problem to
try to reach an optimal solution.

Keywords: transactional metering, flowmeter orifice, heat flow, Sonatrach

Procedia PDF Downloads 357
1650 Machine Learning Approach for Predicting Students’ Academic Performance and Study Strategies Based on Their Motivation

Authors: Fidelia A. Orji, Julita Vassileva

Abstract:

This research aims to develop machine learning models for students' academic performance and study strategy prediction, which could be generalized to all courses in higher education. Key learning attributes (intrinsic, extrinsic, autonomy, relatedness, competence, and self-esteem) used in building the models are chosen based on prior studies, which revealed that the attributes are essential in students’ learning process. Previous studies revealed the individual effects of each of these attributes on students’ learning progress. However, few studies have investigated the combined effect of the attributes in predicting student study strategy and academic performance to reduce the dropout rate. To bridge this gap, we used Scikit-learn in python to build five machine learning models (Decision Tree, K-Nearest Neighbour, Random Forest, Linear/Logistic Regression, and Support Vector Machine) for both regression and classification tasks to perform our analysis. The models were trained, evaluated, and tested for accuracy using 924 university dentistry students' data collected by Chilean authors through quantitative research design. A comparative analysis of the models revealed that the tree-based models such as the random forest (with prediction accuracy of 94.9%) and decision tree show the best results compared to the linear, support vector, and k-nearest neighbours. The models built in this research can be used in predicting student performance and study strategy so that appropriate interventions could be implemented to improve student learning progress. Thus, incorporating strategies that could improve diverse student learning attributes in the design of online educational systems may increase the likelihood of students continuing with their learning tasks as required. Moreover, the results show that the attributes could be modelled together and used to adapt/personalize the learning process.

Keywords: classification models, learning strategy, predictive modeling, regression models, student academic performance, student motivation, supervised machine learning

Procedia PDF Downloads 125
1649 Artificial Neural Networks and Hidden Markov Model in Landslides Prediction

Authors: C. S. Subhashini, H. L. Premaratne

Abstract:

Landslides are the most recurrent and prominent disaster in Sri Lanka. Sri Lanka has been subjected to a number of extreme landslide disasters that resulted in a significant loss of life, material damage, and distress. It is required to explore a solution towards preparedness and mitigation to reduce recurrent losses associated with landslides. Artificial Neural Networks (ANNs) and Hidden Markov Model (HMMs) are now widely used in many computer applications spanning multiple domains. This research examines the effectiveness of using Artificial Neural Networks and Hidden Markov Model in landslides predictions and the possibility of applying the modern technology to predict landslides in a prominent geographical area in Sri Lanka. A thorough survey was conducted with the participation of resource persons from several national universities in Sri Lanka to identify and rank the influencing factors for landslides. A landslide database was created using existing topographic; soil, drainage, land cover maps and historical data. The landslide related factors which include external factors (Rainfall and Number of Previous Occurrences) and internal factors (Soil Material, Geology, Land Use, Curvature, Soil Texture, Slope, Aspect, Soil Drainage, and Soil Effective Thickness) are extracted from the landslide database. These factors are used to recognize the possibility to occur landslides by using an ANN and HMM. The model acquires the relationship between the factors of landslide and its hazard index during the training session. These models with landslide related factors as the inputs will be trained to predict three classes namely, ‘landslide occurs’, ‘landslide does not occur’ and ‘landslide likely to occur’. Once trained, the models will be able to predict the most likely class for the prevailing data. Finally compared two models with regards to prediction accuracy, False Acceptance Rates and False Rejection rates and This research indicates that the Artificial Neural Network could be used as a strong decision support system to predict landslides efficiently and effectively than Hidden Markov Model.

Keywords: landslides, influencing factors, neural network model, hidden markov model

Procedia PDF Downloads 382
1648 Predicting Food Waste and Losses Reduction for Fresh Products in Modified Atmosphere Packaging

Authors: Matar Celine, Gaucel Sebastien, Gontard Nathalie, Guilbert Stephane, Guillard Valerie

Abstract:

To increase the very short shelf life of fresh fruits and vegetable, Modified Atmosphere Packaging (MAP) allows an optimal atmosphere composition to be maintained around the product and thus prevent its decay. This technology relies on the modification of internal packaging atmosphere due to equilibrium between production/consumption of gases by the respiring product and gas permeation through the packaging material. While, to the best of our knowledge, benefit of MAP for fresh fruits and vegetable has been widely demonstrated in the literature, its effect on shelf life increase has never been quantified and formalized in a clear and simple manner leading difficult to anticipate its economic and environmental benefit, notably through the decrease of food losses. Mathematical modelling of mass transfers in the food/packaging system is the basis for a better design and dimensioning of the food packaging system. But up to now, existing models did not permit to estimate food quality nor shelf life gain reached by using MAP. However, shelf life prediction is an indispensable prerequisite for quantifying the effect of MAP on food losses reduction. The objective of this work is to propose an innovative approach to predict shelf life of MAP food product and then to link it to a reduction of food losses and wastes. In this purpose, a ‘Virtual MAP modeling tool’ was developed by coupling a new predictive deterioration model (based on visual surface prediction of deterioration encompassing colour, texture and spoilage development) with models of the literature for respiration and permeation. A major input of this modelling tool is the maximal percentage of deterioration (MAD) which was assessed from dedicated consumers’ studies. Strawberries of the variety Charlotte were selected as the model food for its high perishability, high respiration rate; 50-100 ml CO₂/h/kg produced at 20°C, allowing it to be a good representative of challenging post-harvest storage. A value of 13% was determined as a limit of acceptability for the consumers, permitting to define products’ shelf life. The ‘Virtual MAP modeling tool’ was validated in isothermal conditions (5, 10 and 20°C) and in dynamic temperature conditions mimicking commercial post-harvest storage of strawberries. RMSE values were systematically lower than 3% for respectively, O₂, CO₂ and deterioration profiles as a function of time confirming the goodness of model fitting. For the investigated temperature profile, a shelf life gain of 0.33 days was obtained in MAP compared to the conventional storage situation (no MAP condition). Shelf life gain of more than 1 day could be obtained for optimized post-harvest conditions as numerically investigated. Such shelf life gain permitted to anticipate a significant reduction of food losses at the distribution and consumer steps. This food losses' reduction as a function of shelf life gain has been quantified using a dedicated mathematical equation that has been developed for this purpose.

Keywords: food losses and wastes, modified atmosphere packaging, mathematical modeling, shelf life prediction

Procedia PDF Downloads 180
1647 Abridging Pharmaceutical Analysis and Drug Discovery via LC-MS-TOF, NMR, in-silico Toxicity-Bioactivity Profiling for Therapeutic Purposing Zileuton Impurities: Need of Hour

Authors: Saurabh B. Ganorkar, Atul A. Shirkhedkar

Abstract:

The need for investigations protecting against toxic impurities though seems to be a primary requirement; the impurities which may prove non - toxic can be explored for their therapeutic potential if any to assist advanced drug discovery. The essential role of pharmaceutical analysis can thus be extended effectively to achieve it. The present study successfully achieved these objectives with characterization of major degradation products as impurities for Zileuton which has been used for to treat asthma since years. The forced degradation studies were performed to identify the potential degradation products using Ultra-fine Liquid-chromatography. Liquid-chromatography-Mass spectrometry (Time of Flight) and Proton Nuclear Magnetic Resonance Studies were utilized effectively to characterize the drug along with five major oxidative and hydrolytic degradation products (DP’s). The mass fragments were identified for Zileuton and path for the degradation was investigated. The characterized DP’s were subjected to In-Silico studies as XP Molecular Docking to compare the gain or loss in binding affinity with 5-Lipooxygenase enzyme. One of the impurity of was found to have the binding affinity more than the drug itself indicating for its potential to be more bioactive as better Antiasthmatic. The close structural resemblance has the ability to potentiate or reduce bioactivity and or toxicity. The chances of being active biologically at other sites cannot be denied and the same is achieved to some extent by predictions for probability of being active with Prediction of Activity Spectrum for Substances (PASS) The impurities found to be bio-active as Antineoplastic, Antiallergic, and inhibitors of Complement Factor D. The toxicological abilities as Ames-Mutagenicity, Carcinogenicity, Developmental Toxicity and Skin Irritancy were evaluated using Toxicity Prediction by Komputer Assisted Technology (TOPKAT). Two of the impurities were found to be non-toxic as compared to original drug Zileuton. As the drugs are purposed and repurposed effectively the impurities can also be; as they can have more binding affinity; less toxicity and better ability to be bio-active at other biological targets.

Keywords: UFLC, LC-MS-TOF, NMR, Zileuton, impurities, toxicity, bio-activity

Procedia PDF Downloads 190
1646 Analysis Of Magnetic Anomaly Data For Identification Subsurface Structure Geothermal Manifestations Area Candi Umbul, Grabag, Magelang, Central Java Province, Indonesia

Authors: Ikawati Wulandari

Abstract:

Acquisition of geomagnetic field has been done at Geothermal manifestation Candi Umbul, Grabag, Magelang, Central Java Province on 10-12 May 2013. The purpose of this research to study sub-surface structure condition and the structure which control the hot springs manifestation. The research area have size of 1,5 km x 2 km and measurement spacing of 150 m. Total magnetic field data, the position, and the north pole direction have acquired by Proton Precession Magnetometer (PPM), Global Positioning System (GPS), and of geology compass, respectively. The raw data has been processed and performed using IGRF (International Geomagnetics Reference Field) correction to obtain total field magnetic anomaly. Upward continuation was performed at 100 meters height using software Magpick. Analysis conclude horizontal position of the body causing anomaly which is located at hot springs manifestation, and it stretch along Northeast - Southwest, which later interpreted as normal fault. This hotsprings manifestation was controlled by the downward fault which becomes a weak zone where hot water from underground the geothermal reservoir leakage

Keywords: PPM, Geothermal, Fault, Grabag

Procedia PDF Downloads 455
1645 Unveiling Karst Features in Miocene Carbonate Reservoirs of Central Luconia-Malaysia: Case Study of F23 Field's Karstification

Authors: Abd Al-Salam Al-Masgari, Haylay Tsegab, Ismailalwali Babikir, Monera A. Shoieb

Abstract:

We present a study of Malaysia's Central Luconia region, which is an essential deposit of Miocene carbonate reservoirs. This study aims to identify and map areas of selected carbonate platforms, develop high-resolution statistical karst models, and generate comprehensive karst geobody models for selected carbonate fields. This study uses seismic characterization and advanced geophysical surveys to identify karst signatures in Miocene carbonate reservoirs. The results highlight the use of variance, RMS, RGB colour blending, and 3D visualization Prop seismic sequence stratigraphy seismic attributes to visualize the karstified areas across the F23 field of Central Luconia. The offshore karst model serves as a powerful visualization tool to reveal the karstization of carbonate sediments of interest. The results of this study contribute to a better understanding of the karst distribution of Miocene carbonate reservoirs in Central Luconia, which are essential for hydrocarbon exploration and production. This is because these features significantly impact the reservoir geometry, flow path and characteristics.

Keywords: karst, central Luconia, seismic attributes, Miocene carbonate build-ups

Procedia PDF Downloads 68