Search results for: Active Contour Model (ACM)
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 19870

Search results for: Active Contour Model (ACM)

18790 Development of a Predictive Model to Prevent Financial Crisis

Authors: Tengqin Han

Abstract:

Delinquency has been a crucial factor in economics throughout the years. Commonly seen in credit card and mortgage, it played one of the crucial roles in causing the most recent financial crisis in 2008. In each case, a delinquency is a sign of the loaner being unable to pay off the debt, and thus may cause a lost of property in the end. Individually, one case of delinquency seems unimportant compared to the entire credit system. China, as an emerging economic entity, the national strength and economic strength has grown rapidly, and the gross domestic product (GDP) growth rate has remained as high as 8% in the past decades. However, potential risks exist behind the appearance of prosperity. Among the risks, the credit system is the most significant one. Due to long term and a large amount of balance of the mortgage, it is critical to monitor the risk during the performance period. In this project, about 300,000 mortgage account data are analyzed in order to develop a predictive model to predict the probability of delinquency. Through univariate analysis, the data is cleaned up, and through bivariate analysis, the variables with strong predictive power are detected. The project is divided into two parts. In the first part, the analysis data of 2005 are split into 2 parts, 60% for model development, and 40% for in-time model validation. The KS of model development is 31, and the KS for in-time validation is 31, indicating the model is stable. In addition, the model is further validation by out-of-time validation, which uses 40% of 2006 data, and KS is 33. This indicates the model is still stable and robust. In the second part, the model is improved by the addition of macroeconomic economic indexes, including GDP, consumer price index, unemployment rate, inflation rate, etc. The data of 2005 to 2010 is used for model development and validation. Compared with the base model (without microeconomic variables), KS is increased from 41 to 44, indicating that the macroeconomic variables can be used to improve the separation power of the model, and make the prediction more accurate.

Keywords: delinquency, mortgage, model development, model validation

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18789 Tetra Butyl Ammonium Cyanate Mediated Selective Synthesis of Sulfonyltriuret and Their Investigation towards Trypsin Protease Modulation

Authors: Amarjyoti Das Mahapatra, Umesh Kumar, Bhaskar Datta

Abstract:

A pseudo peptide can mimic the biological or structural properties of natural peptides. They have become an increasing attention in medicinal chemistry because of their interesting advantages like more bioavailability and less biodegradation than compare to the physiologically active native peptides which increase their therapeutic applications. Many biologically active compounds contain urea as functional groups, and they have improved pharmacokinetic properties because of their bioavailability and metabolic stability. Recently we have reported a single-step synthesis of sulfonyl urea and sulfonyltriuret from sulfonyl chloride and sodium cyanate. But the yield of sulfonyltriuret was less around 40-60% because of the formation of other products like sulfonamide and sulfonylureas. In the present work, we mainly focused on the selective synthesis of sulfonyltriuret using tetrabutylammonium cyanate and sulfonyl chloride. More precisely, we are interested in the controlled synthesis of oligomeric urea mainly sulfonyltriuret as a new class of pseudo peptide and their application as protease modulators. The distinctive architecture of these molecules in the form of their pseudo-peptide backbone offers promise as a potential pharmacophore. The synthesized molecules have been screened on trypsin enzyme, and we observed that these molecules are the efficient modulator of trypsin enzyme.

Keywords: pseudo peptide, pharmacophore, sulfonyltriuret, trypsin

Procedia PDF Downloads 166
18788 Proactive WPA/WPA2 Security Using DD-WRT Firmware

Authors: Mustafa Kamoona, Mohamed El-Sharkawy

Abstract:

Although the latest Wireless Local Area Network technology Wi-Fi 802.11i standard addresses many of the security weaknesses of the antecedent Wired Equivalent Privacy (WEP) protocol, there are still scenarios where the network security are still vulnerable. The first security model that 802.11i offers is the Personal model which is very cheap and simple to install and maintain, yet it uses a Pre Shared Key (PSK) and thus has a low to medium security level. The second model that 802.11i provide is the Enterprise model which is highly secured but much more expensive and difficult to install/maintain and requires the installation and maintenance of an authentication server that will handle the authentication and key management for the wireless network. A central issue with the personal model is that the PSK needs to be shared with all the devices that are connected to the specific Wi-Fi network. This pre-shared key, unless changed regularly, can be cracked using offline dictionary attacks within a matter of hours. The key is burdensome to change in all the connected devices manually unless there is some kind of algorithm that coordinate this PSK update. The key idea of this paper is to propose a new algorithm that proactively and effectively coordinates the pre-shared key generation, management, and distribution in the cheap WPA/WPA2 personal security model using only a DD-WRT router.

Keywords: Wi-Fi, WPS, TLS, DD-WRT

Procedia PDF Downloads 233
18787 Factors Affecting Physical Activity among University Students of Different Fields of Study

Authors: Robert Dutkiewicz, Monika Szpringer, Mariola Wojciechowska

Abstract:

Physical activity is one of the factors greatly influencing healthy lifestyle. The recent research into physical activity of the Polish society reveals that contribution of physical culture to healthy lifestyle is insufficient. Students, regardless of age, spend most of free-time in front of a TV or computer. The research attempted to identify the level of physical activity and healthy lifestyle among students of medical sciences and other students doing their teaching degrees. The findings of physical activity research conducted in 2014, which covered 364 students of medical sciences and future teachers from the University of Jan Kochanowski in Kielce were analysed. The research involved the method of diagnostic survey based on a questionnaire. It attempted to establish to what extent such factors as the field of studies, the place of residence and BMI affect students’ physical activity. Empirical material was analysed by means of SPSS/PC, the leading statistical software. The field of study significantly influences physical activity of the respondents. The students of physiotherapy and public health tend to be more physically active than students of biology and geography: 46.8% students of geography and 51.8 % biology students seldom take up physical activity. Obesity and overweight are currently serious problems of university students: 6.6% of them are obese and 19% overweight. It is alarming that these students are not willing to find ways to be more physically active. Most of the obese and overweight respondents study biology or geography and live in a rural area. Unequal chances in terms of youth physical culture are determined by the differences between rural and urban environments. Young people living in rural areas are less physically active, particularly in terms of the frequency and the amount of time devoted to physical activity. This is caused by poor infrastructure to perform physical activity, the lack of or limited number of sports clubs and centres. It is thought-provoking that most of the students claim that they do not have enough time to do sports or other activities, but at the same time they spend a lot of time at a computer or watching TV.

Keywords: BMI, healthy lifestyle, sports activity, students

Procedia PDF Downloads 499
18786 Forecasting Age-Specific Mortality Rates and Life Expectancy at Births for Malaysian Sub-Populations

Authors: Syazreen N. Shair, Saiful A. Ishak, Aida Y. Yusof, Azizah Murad

Abstract:

In this paper, we forecast age-specific Malaysian mortality rates and life expectancy at births by gender and ethnic groups including Malay, Chinese and Indian. Two mortality forecasting models are adopted the original Lee-Carter model and its recent modified version, the product ratio coherent model. While the first forecasts the mortality rates for each subpopulation independently, the latter accounts for the relationship between sub-populations. The evaluation of both models is performed using the out-of-sample forecast errors which are mean absolute percentage errors (MAPE) for mortality rates and mean forecast errors (MFE) for life expectancy at births. The best model is then used to perform the long-term forecasts up to the year 2030, the year when Malaysia is expected to become an aged nation. Results suggest that in terms of overall accuracy, the product ratio model performs better than the original Lee-Carter model. The association of lower mortality group (Chinese) in the subpopulation model can improve the forecasts of high mortality groups (Malay and Indian).

Keywords: coherent forecasts, life expectancy at births, Lee-Carter model, product-ratio model, mortality rates

Procedia PDF Downloads 218
18785 Efficient Sampling of Probabilistic Program for Biological Systems

Authors: Keerthi S. Shetty, Annappa Basava

Abstract:

In recent years, modelling of biological systems represented by biochemical reactions has become increasingly important in Systems Biology. Biological systems represented by biochemical reactions are highly stochastic in nature. Probabilistic model is often used to describe such systems. One of the main challenges in Systems biology is to combine absolute experimental data into probabilistic model. This challenge arises because (1) some molecules may be present in relatively small quantities, (2) there is a switching between individual elements present in the system, and (3) the process is inherently stochastic on the level at which observations are made. In this paper, we describe a novel idea of combining absolute experimental data into probabilistic model using tool R2. Through a case study of the Transcription Process in Prokaryotes we explain how biological systems can be written as probabilistic program to combine experimental data into the model. The model developed is then analysed in terms of intrinsic noise and exact sampling of switching times between individual elements in the system. We have mainly concentrated on inferring number of genes in ON and OFF states from experimental data.

Keywords: systems biology, probabilistic model, inference, biology, model

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18784 Machine Learning Model Applied for SCM Processes to Efficiently Determine Its Impacts on the Environment

Authors: Elena Puica

Abstract:

This paper aims to investigate the impact of Supply Chain Management (SCM) on the environment by applying a Machine Learning model while pointing out the efficiency of the technology used. The Machine Learning model was used to derive the efficiency and optimization of technology used in SCM and the environmental impact of SCM processes. The model applied is a predictive classification model and was trained firstly to determine which stage of the SCM has more outputs and secondly to demonstrate the efficiency of using advanced technology in SCM instead of recuring to traditional SCM. The outputs are the emissions generated in the environment, the consumption from different steps in the life cycle, the resulting pollutants/wastes emitted, and all the releases to air, land, and water. This manuscript presents an innovative approach to applying advanced technology in SCM and simultaneously studies the efficiency of technology and the SCM's impact on the environment. Identifying the conceptual relationships between SCM practices and their impact on the environment is a new contribution to the research. The authors can take a forward step in developing recent studies in SCM and its effects on the environment by applying technology.

Keywords: machine-learning model in SCM, SCM processes, SCM and the environmental impact, technology in SCM

Procedia PDF Downloads 116
18783 Study of Self-Assembled Photocatalyst by Metal-Terpyridine Interactions in Polymer Network

Authors: Dong-Cheol Jeong, Jookyung Lee, Yu Hyeon Ro, Changsik Song

Abstract:

The design and synthesis of photo-active polymeric systems are important in regard to solar energy harvesting and utilization. In this study, we synthesized photo-active polymer, thin films, and polymer gel via iterative self-assembly using reversible metal-terpyridine (M-tpy) interactions. The photocurrent generated in the polymeric thin films with Zn(II) was much higher than those of other films. Apparent diffusion rate constant (kapp) was measured for the electron hopping process via potential-step chronoamperometry. As a result, the kapp for the polymeric thin films with Zn(II) was almost two times larger than those with other metal ions. We found that the anodic photocurrents increased with the inclusion of the multi-walled carbon nanotube (MWNT) layer. Inclusion of MWNTs can provide efficient electron transfer pathways. In addition, polymer gel based on interactions between terpyridine and metal ions was shown the photocatalytic activity. Interestingly, in the Mg-terpyridine gel, the reaction rate of benzylamine to imine photo-oxidative coupling was faster than Fe-terpyridine gel because the Mg-terpyridine gel has two steps electron transfer pathway but Fe-terpyridine gel has three steps electron transfer pathway.

Keywords: terpyridine, photocatalyst, self-assebly, metal-ligand

Procedia PDF Downloads 308
18782 The Effect of Action Potential Duration and Conduction Velocity on Cardiac Pumping Efficacy: Simulation Study

Authors: Ana Rahma Yuniarti, Ki Moo Lim

Abstract:

Slowed myocardial conduction velocity (CV) and shortened action potential duration (APD) due to some reason are associated with an increased risk of re-entrant excitation, predisposing to cardiac arrhythmia. That is because both of CV reduction and APD shortening induces shortening of wavelength. In this study, we investigated quantitatively the cardiac mechanical responses under various CV and APD using multi-scale computational model of the heart. The model consisted of electrical model coupled with the mechanical contraction model together with a lumped model of the circulatory system. The electrical model consisted of 149.344 numbers of nodes and 183.993 numbers of elements of tetrahedral mesh, whereas the mechanical model consisted of 356 numbers of nodes and 172 numbers of elements of hexahedral mesh with hermite basis. We performed the electrical simulation with two scenarios: 1) by varying the CV values with constant APD and 2) by varying the APD values with constant CV. Then, we compared the electrical and mechanical responses for both scenarios. Our simulation showed that faster CV and longer APD induced largest resultants wavelength and generated better cardiac pumping efficacy by increasing the cardiac output and consuming less energy. This is due to the long wave propagation and faster conduction generated more synchronous contraction of whole ventricle.

Keywords: conduction velocity, action potential duration, mechanical contraction model, circulatory model

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18781 Application of Computational Flow Dynamics (CFD) Analysis for Surge Inception and Propagation for Low Head Hydropower Projects

Authors: M. Mohsin Munir, Taimoor Ahmad, Javed Munir, Usman Rashid

Abstract:

Determination of maximum elevation of a flowing fluid due to sudden rejection of load in a hydropower facility is of great interest to hydraulic engineers to ensure safety of the hydraulic structures. Several mathematical models exist that employ one-dimensional modeling for the determination of surge but none of these perfectly simulate real-time circumstances. The paper envisages investigation of surge inception and propagation for a Low Head Hydropower project using Computational Fluid Dynamics (CFD) analysis on FLOW-3D software package. The fluid dynamic model utilizes its analysis for surge by employing Reynolds’ Averaged Navier-Stokes Equations (RANSE). The CFD model is designed for a case study at Taunsa hydropower Project in Pakistan. Various scenarios have run through the model keeping in view upstream boundary conditions. The prototype results were then compared with the results of physical model testing for the same scenarios. The results of the numerical model proved quite accurate coherence with the physical model testing and offers insight into phenomenon which are not apparent in physical model and shall be adopted in future for the similar low head projects limiting delays and cost incurred in the physical model testing.

Keywords: surge, FLOW-3D, numerical model, Taunsa, RANSE

Procedia PDF Downloads 361
18780 Enhancing Inservice Education Training Effectiveness Using a Mobile Based E-Learning Model

Authors: Richard Patrick Kabuye

Abstract:

This study focuses on the addressing the enhancement of in-service training programs as a tool of transforming the existing traditional approaches of formal lectures/contact hours. This will be supported with a more versatile, robust, and remotely accessible means of mobile based e-learning, as a support tool for the traditional means. A combination of various factors in education and incorporation of the eLearning strategy proves to be a key factor in effective in-service education. Key factor needs to be factored in so as to maintain a credible co-existence of the programs, with the prevailing social, economic and political environments. Effective in-service education focuses on having immediate transformation of knowledge into practice for a good time period, active participation of attendees, enable before training planning, in training assessment and post training feedback training analysis which will yield knowledge to the trainers of the applicability of knowledge given out. All the above require a more robust approach to attain success in implementation. Incorporating mobile technology in eLearning will enable the above to be factored together in a more coherent manner, as it is evident that participants have to take time off their duties and attend to these training programs. Making it mobile, will save a lot of time since participants would be in position to follow certain modules while away from lecture rooms, get continuous program updates after completing the program, send feedback to instructors on knowledge gaps, and a wholly conclusive evaluation of the entire program on a learn as you work platform. This study will follow both qualitative and quantitative approaches in data collection, and this will be compounded incorporating a mobile eLearning application using Android.

Keywords: in service, training, mobile, e- learning, model

Procedia PDF Downloads 218
18779 Joint Modeling of Bottle Use, Daily Milk Intake from Bottles, and Daily Energy Intake in Toddlers

Authors: Yungtai Lo

Abstract:

The current study follows an educational intervention on bottle-weaning to simultaneously evaluate the effect of the bottle-weaning intervention on reducing bottle use, daily milk intake from bottles, and daily energy intake in toddlers aged 11 to 13 months. A shared parameter model and a random effects model are used to jointly model bottle use, daily milk intake from bottles, and daily energy intake. We show in the two joint models that the bottle-weaning intervention promotes bottleweaning, and reduces daily milk intake from bottles in toddlers not off bottles and daily energy intake. We also show that the odds of drinking from a bottle were positively associated with the amount of milk intake from bottles and increased daily milk intake from bottles was associated with increased daily energy intake. The effect of bottle use on daily energy intake is through its effect on increasing daily milk intake from bottles that in turn increases daily energy intake.

Keywords: two-part model, semi-continuous variable, joint model, gamma regression, shared parameter model, random effects model

Procedia PDF Downloads 287
18778 Active Space Debris Removal by Extreme Ultraviolet Radiation

Authors: A. Anandha Selvan, B. Malarvizhi

Abstract:

In recent year the problem of space debris have become very serious. The mass of the artificial objects in orbit increased quite steadily at the rate of about 145 metric tons annually, leading to a total tally of approximately 7000 metric tons. Now most of space debris object orbiting in LEO region about 97%. The catastrophic collision can be mostly occurred in LEO region, where this collision generate the new debris. Thus, we propose a concept for cleaning the space debris in the region of thermosphere by passing the Extreme Ultraviolet (EUV) radiation to in front of space debris object from the re-orbiter. So in our concept the Extreme Ultraviolet (EUV) radiation will create the thermosphere expansion by reacting with atmospheric gas particles. So the drag is produced in front of the space debris object by thermosphere expansion. This drag force is high enough to slow down the space debris object’s relative velocity. Therefore the space debris object gradually reducing the altitude and finally enter into the earth’s atmosphere. After the first target is removed, the re-orbiter can be goes into next target. This method remove the space debris object without catching debris object. Thus it can be applied to a wide range of debris object without regard to their shapes or rotation. This paper discusses the operation of re-orbiter for removing the space debris in thermosphere region.

Keywords: active space debris removal, space debris, LEO, extreme ultraviolet, re-orbiter, thermosphere

Procedia PDF Downloads 462
18777 A Numerical Model Simulation for an Updraft Gasifier Using High-Temperature Steam

Authors: T. M. Ismail, M. A. El-Salam

Abstract:

A mathematical model study was carried out to investigate gasification of biomass fuels using high-temperature air and steam as a gasifying agent using high-temperature air up to 1000°C. In this study, a 2D computational fluid dynamics model was developed to study the gasification process in an updraft gasifier, considering drying, pyrolysis, combustion, and gasification reactions. The gas and solid phases were resolved using a Euler−Euler multiphase approach, with exchange terms for the momentum, mass, and energy. The standard k−ε turbulence model was used in the gas phase, and the particle phase was modeled using the kinetic theory of granular flow. The results show that the present model giving a promising way in its capability and sensitivity for the parameter effects that influence the gasification process.

Keywords: computational fluid dynamics, gasification, biomass fuel, fixed bed gasifier

Procedia PDF Downloads 406
18776 Multiphase Flow Model for 3D Numerical Model Using ANSYS for Flow over Stepped Cascade with End Sill

Authors: Dheyaa Wajid Abbood, Hanan Hussien Abood

Abstract:

Stepped cascade has been utilized as a hydraulic structure for years. It has proven to be the least costly aeration system in replenishing dissolved oxygen. Numerical modeling of stepped cascade with end sill is very complicated and challenging because of the high roughness and velocity re circulation regions. Volume of fluid multiphase flow model (VOF) is used .The realizable k-ξ model is chosen to simulate turbulence. The computational results are compared with lab-scale stepped cascade data. The lab –scale model was constructed in the hydraulic laboratory, Al-Mustansiriya University, Iraq. The stepped cascade was 0.23 m wide and consisted of 3 steps each 0.2m high and 0.6 m long with variable end sill. The discharge was varied from 1 to 4 l/s. ANSYS has been employed to simulate the experimental data and their related results. This study shows that ANSYS is able to predict results almost the same as experimental findings in some regions of the structure.

Keywords: stepped cascade weir, aeration, multiphase flow model, ansys

Procedia PDF Downloads 336
18775 Developing an Integrated Seismic Risk Model for Existing Buildings in Northern Algeria

Authors: R. Monteiro, A. Abarca

Abstract:

Large scale seismic risk assessment has become increasingly popular to evaluate the physical vulnerability of a given region to seismic events, by putting together hazard, exposure and vulnerability components. This study, developed within the scope of the EU-funded project ITERATE (Improved Tools for Disaster Risk Mitigation in Algeria), explains the steps and expected results for the development of an integrated seismic risk model for assessment of the vulnerability of residential buildings in Northern Algeria. For this purpose, the model foresees the consideration of an updated seismic hazard model, as well as ad-hoc exposure and physical vulnerability models for local residential buildings. The first results of this endeavor, such as the hazard model and a specific taxonomy to be used for the exposure and fragility components of the model are presented, using as starting point the province of Blida, in Algeria. Specific remarks and conclusions regarding the characteristics of the Northern Algerian in-built are then made based on these results.

Keywords: Northern Algeria, risk, seismic hazard, vulnerability

Procedia PDF Downloads 201
18774 Modelling of Atomic Force Microscopic Nano Robot's Friction Force on Rough Surfaces

Authors: M. Kharazmi, M. Zakeri, M. Packirisamy, J. Faraji

Abstract:

Micro/Nanorobotics or manipulation of nanoparticles by Atomic Force Microscopic (AFM) is one of the most important solutions for controlling the movement of atoms, particles and micro/nano metrics components and assembling of them to design micro/nano-meter tools. Accurate modelling of manipulation requires identification of forces and mechanical knowledge in the Nanoscale which are different from macro world. Due to the importance of the adhesion forces and the interaction of surfaces at the nanoscale several friction models were presented. In this research, friction and normal forces that are applied on the AFM by using of the dynamic bending-torsion model of AFM are obtained based on Hurtado-Kim friction model (HK), Johnson-Kendall-Robert contact model (JKR) and Greenwood-Williamson roughness model (GW). Finally, the effect of standard deviation of asperities height on the normal load, friction force and friction coefficient are studied.

Keywords: atomic force microscopy, contact model, friction coefficient, Greenwood-Williamson model

Procedia PDF Downloads 199
18773 Wind Wave Modeling Using MIKE 21 SW Spectral Model

Authors: Pouya Molana, Zeinab Alimohammadi

Abstract:

Determining wind wave characteristics is essential for implementing projects related to Coastal and Marine engineering such as designing coastal and marine structures, estimating sediment transport rates and coastal erosion rates in order to predict significant wave height (H_s), this study applies the third generation spectral wave model, Mike 21 SW, along with CEM model. For SW model calibration and verification, two data sets of meteorology and wave spectroscopy are used. The model was exposed to time-varying wind power and the results showed that difference ratio mean, standard deviation of difference ratio and correlation coefficient in SW model for H_s parameter are 1.102, 0.279 and 0.983, respectively. Whereas, the difference ratio mean, standard deviation and correlation coefficient in The Choice Experiment Method (CEM) for the same parameter are 0.869, 1.317 and 0.8359, respectively. Comparing these expected results it is revealed that the Choice Experiment Method CEM has more errors in comparison to MIKE 21 SW third generation spectral wave model and higher correlation coefficient does not necessarily mean higher accuracy.

Keywords: MIKE 21 SW, CEM method, significant wave height, difference ratio

Procedia PDF Downloads 401
18772 Superiority of High Frequency Based Volatility Models: Empirical Evidence from an Emerging Market

Authors: Sibel Celik, Hüseyin Ergin

Abstract:

The paper aims to find the best volatility forecasting model for stock markets in Turkey. For this purpose, we compare performance of different volatility models-both traditional GARCH model and high frequency based volatility models- and conclude that both in pre-crisis and crisis period, the performance of high frequency based volatility models are better than traditional GARCH model. The findings of paper are important for policy makers, financial institutions and investors.

Keywords: volatility, GARCH model, realized volatility, high frequency data

Procedia PDF Downloads 486
18771 Application of the Tripartite Model to the Link between Non-Suicidal Self-Injury and Suicidal Risk

Authors: Ashley Wei-Ting Wang, Wen-Yau Hsu

Abstract:

Objectives: The current study applies and expands the Tripartite Model to elaborate the link between non-suicidal self-injury (NSSI) and suicidal behavior. We propose a structural model of NSSI and suicidal risk, in which negative affect (NA) predicts both anxiety and depression, positive affect (PA) predicts depression only, anxiety is linked to NSSI, and depression is linked to suicidal risk. Method: Four hundreds and eighty seven undergraduates participated. Data were collected by administering self-report questionnaires. We performed hierarchical regression and structural equation modeling to test the proposed structural model. Results: The results largely support the proposed structural model, with one exception: anxiety was strongly associated with NSSI and to a lesser extent with suicidal risk. Conclusions: We conclude that the co-occurrence of NSSI and suicidal risk is due to NA and anxiety, and suicidal risk can be differentiated by depression. Further theoretical and practical implications are discussed.

Keywords: non-suicidal self-injury, suicidal risk, anxiety, depression, the tripartite model, hierarchical relationship

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18770 Valuation of Caps and Floors in a LIBOR Market Model with Markov Jump Risks

Authors: Shih-Kuei Lin

Abstract:

The characterization of the arbitrage-free dynamics of interest rates is developed in this study under the presence of Markov jump risks, when the term structure of the interest rates is modeled through simple forward rates. We consider Markov jump risks by allowing randomness in jump sizes, independence between jump sizes and jump times. The Markov jump diffusion model is used to capture empirical phenomena and to accurately describe interest jump risks in a financial market. We derive the arbitrage-free model of simple forward rates under the spot measure. Moreover, the analytical pricing formulas for a cap and a floor are derived under the forward measure when the jump size follows a lognormal distribution. In our empirical analysis, we find that the LIBOR market model with Markov jump risk better accounts for changes from/to different states and different rates.

Keywords: arbitrage-free, cap and floor, Markov jump diffusion model, simple forward rate model, volatility smile, EM algorithm

Procedia PDF Downloads 421
18769 An Adjusted Network Information Criterion for Model Selection in Statistical Neural Network Models

Authors: Christopher Godwin Udomboso, Angela Unna Chukwu, Isaac Kwame Dontwi

Abstract:

In selecting a Statistical Neural Network model, the Network Information Criterion (NIC) has been observed to be sample biased, because it does not account for sample sizes. The selection of a model from a set of fitted candidate models requires objective data-driven criteria. In this paper, we derived and investigated the Adjusted Network Information Criterion (ANIC), based on Kullback’s symmetric divergence, which has been designed to be an asymptotically unbiased estimator of the expected Kullback-Leibler information of a fitted model. The analyses show that on a general note, the ANIC improves model selection in more sample sizes than does the NIC.

Keywords: statistical neural network, network information criterion, adjusted network, information criterion, transfer function

Procedia PDF Downloads 566
18768 Factors Associated with Self-Reported Pregnancies among Secondary School Teenagers in South Africa: Evidence from General Household Surveys

Authors: Sathiya Susuman Appunni

Abstract:

Background: This article reviews the self-reported pregnancies among teenage girls currently attending secondary school in South Africa. The study aim is to examine the demographic and socio-economic factors associated with self-reported pregnancies among teenage girls currently attending secondary school in the study area. Data and Methods: Secondary data drawn from the General Household Surveys 2016 and Community Survey 2016 as well as 10 % sample data from the 2011 South African census were used. Bivariate, and Multivariate analyses were carried in order to meet the aims of the study. Results: The independent variable identified was the number of economically active people in the household, which indicated 3.3% in 2011 and 3.6% in 2016 for the household with no economically active member. Among the provinces, Limpopo has been leading by 5.2% of self-reported pregnancies among the girls currently attending secondary school in South Africa. Conclusion: It is recommended that the needs to be special health policies and strategies in place to address this epidemic and such policies need to be targeted to the different needs of teenagers in the different demarcations of the country.

Keywords: pregnancy prevalence, demographic, household, teenage girls, socio-economic

Procedia PDF Downloads 161
18767 Erosion Susceptibility Zoning and Prioritization of Micro-Watersheds: A Remote Sensing-Gis Based Study of Asan River Basin, Western Doon Valley, India

Authors: Pijush Roy, Vinay Kumar Rai

Abstract:

The present study highlights the estimation of soil loss and identification of critical area for implementation of best management practice is central to the success of soil conservation programme. The quantification of morphometric and Universal Soil Loss Equation (USLE) factors using remote sensing and GIS for prioritization of micro-watersheds in Asan River catchment, western Doon valley at foothills of Siwalik ranges in the Dehradun districts of Uttarakhand, India. The watershed has classified as a dendritic pattern with sixth order stream. The area is classified into very high, high, moderately high, medium and low susceptibility zones. High to very high erosion zone exists in the urban area and agricultural land. Average annual soil loss of 64 tons/ha/year has been estimated for the watershed. The optimum management practices proposed for micro-watersheds of Asan River basin are; afforestation, contour bunding suitable sites for water harvesting structure as check dam and soil conservation, agronomical measure and bench terrace.

Keywords: erosion susceptibility zones, morphometric characteristics, prioritization, remote sensing and GIS, universal soil loss equation

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18766 Causal Modeling of the Glucose-Insulin System in Type-I Diabetic Patients

Authors: J. Fernandez, N. Aguilar, R. Fernandez de Canete, J. C. Ramos-Diaz

Abstract:

In this paper, a simulation model of the glucose-insulin system for a patient undergoing diabetes Type 1 is developed by using a causal modeling approach under system dynamics. The OpenModelica simulation environment has been employed to build the so called causal model, while the glucose-insulin model parameters were adjusted to fit recorded mean data of a diabetic patient database. Model results under different conditions of a three-meal glucose and exogenous insulin ingestion patterns have been obtained. This simulation model can be useful to evaluate glucose-insulin performance in several circumstances, including insulin infusion algorithms in open-loop and decision support systems in closed-loop.

Keywords: causal modeling, diabetes, glucose-insulin system, diabetes, causal modeling, OpenModelica software

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18765 Antibacterial Nanofibrous Film Encapsulated with 4-terpineol/β-cyclodextrin Inclusion Complexes: Relative Humidity-Triggered Release and Shrimp Preservation Application

Authors: Chuanxiang Cheng, Tiantian Min, Jin Yue

Abstract:

Antimicrobial active packaging enables extensive biological effects to improve food safety. However, the efficacy of antimicrobial packaging hinges on factors including the diffusion rate of the active agent toward the food surface, the initial content in the antimicrobial agent, and the targeted food shelf life. Among the possibilities of antimicrobial packaging design, an interesting approach involves the incorporation of volatile antimicrobial agents into the packaging material. In this case, the necessity for direct contact between the active packaging material and the food surface is mitigated, as the antimicrobial agent exerts its action through the packaging headspace atmosphere towards the food surface. However, it still remains difficult to achieve controlled and precise release of bioactive compounds to the specific target location with required quantity in food packaging applications. Remarkably, the development of stimuli-responsive materials for electrospinning has introduced the possibility of achieving controlled release of active agents under specific conditions, thereby yielding enduring biological effects. Relative humidity (RH) for the storage of food categories such as meat and aquatic products typically exceeds 90%. Consequently, high RH can be used as an abiotic trigger for the release of active agents to prevent microbial growth. Hence, a novel RH - responsive polyvinyl alcohol/chitosan (PVA/CS) composite nanofibrous film incorporated with 4-terpineol/β-cyclodextrin inclusion complexes (4-TA@β-CD ICs) was engineered by electrospinning that can be deposited as a functional packaging materials. The characterization results showed the thermal stability of the films was enhanced after the incorporation due to the hydrogen bonds between ICs and polymers. Remarkably, the 4 wt% 4-TA@β-CD ICs/PVA/CS film exhibited enhanced crystallinity, moderate hydrophilic (Water contact angle of 81.53°), light barrier property (Transparency of 1.96%) and water resistance (Water vapor permeability of 3.17 g mm/m2 h kPa). Moreover, this film also showed optimized mechanical performance with a Young’s modulus of 11.33 MPa, a tensile strength of 19.99 MPa and an elongation at break of 4.44 %. Notably, the antioxidant and antibacterial properties of this packaging material were significantly improved. The film demonstrated the half-inhibitory concentrations (IC50) values of 87.74% and 85.11% for scavenging 2,2-diphenyl-1-picrylhydrazyl (DPPH) and 2, 2′-azinobis (3-ethylbenzothiazoline-6-sulfonic) (ABTS) free radicals, respectively, in addition to an inhibition efficiency of 65% against Shewanella putrefaciens, the characteristic bacteria in aquatic products. Most importantly, the film achieved controlled release of 4-TA under high 98% RH by inducing the plasticization of polymers caused by water molecules, swelling of polymer chains, and destruction of hydrogen bonds within the cyclodextrin inclusion complex. Consequently, low relative humidity is suitable for the preservation of nanofibrous film, while high humidity conditions typical in fresh food packaging environments effectively stimulated the release of active compounds in the film. This film with a long-term antimicrobial effect successfully extended the shelf life of Litopenaeus vannamei shrimp to 7 days at 4 °C. This attractive design could pave the way for the development of new food packaging materials.

Keywords: controlled release, electrospinning, nanofibrous film, relative humidity–responsive, shrimp preservation

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18764 A Mathematical Optimization Model for Locating and Fortifying Capacitated Warehouses under Risk of Failure

Authors: Tareq Oshan

Abstract:

Facility location and size decisions are important to any company because they affect profitability and success. However, warehouses are exposed to various risks of failure that affect their activity. This paper presents a mixed-integer non-linear mathematical model that can be used to determine optimal warehouse locations and sizes, which warehouses to fortify, and which branches should be assigned to specific warehouses when there is a risk of warehouse failure. Every branch is assigned to a fortified primary warehouse or a nonfortified primary warehouse and a fortified backup warehouse. The standard method and an introduced method, based on the average probabilities, for linearizing this mathematical model were used. A Canadian case study was used to demonstrate the developed mathematical model, followed by some sensitivity analysis.

Keywords: supply chain network design, fortified warehouse, mixed-integer mathematical model, warehouse failure risk

Procedia PDF Downloads 243
18763 Mapping the Future: Participatory Master Planning for Pioneer Village Tourism in Cibubuan, Sumedang

Authors: Sarojini Imran, Riza Firmansyah, Aula Ramadhan, Chudamul Furqon, Achfriyatama Oktariflandi

Abstract:

This article delves into the participatory approach in formulating a master plan for the development of pioneer village tourism in Cibubuan, Sumedang. We explore the process of participatory mapping that involves the active participation of the local community in planning and envisioning the future of village tourism. This research considers the positive impact that arises when the community takes an active role in designing a master plan that benefits the local economy while preserving culture and the environment. The results of this research reveal that the participatory approach can create a more accurate and community-responsive mapping that aligns with the aspirations of the people in Cibubuan Village. It also provides a deep insight into how community-developed mapping can guide the development of sustainable tourism. By offering a deeper understanding of the participatory role in village tourism development planning, this article provides essential insights for stakeholders and researchers in this field. We hope this article will inspire more communities to adopt a participatory approach in planning the future of their village tourism.

Keywords: participatory masterplan, pioneer village tourism, sustainable tourism, community engagement, Cibubuan Village

Procedia PDF Downloads 68
18762 Energy-Dense and High-Power Li-Cl₂/I₂ Batteries by Reversible Chemical Bonds

Authors: Pei Li, Chunyi Zhi

Abstract:

Conversion-type lithium-ion batteries show great potential as high-energy-density, low-cost and sustainable alternatives to current transition-metal-based intercalation cells. Li-Cl₂/Li⁻I₂ conversion batteries, based on anionic redox reactions of Cl⁻/Cl⁰ or I⁻/I⁰, are highly attractive due to their superior voltage and capacity. However, a redox-active and reversible chlorine cathode has not been developed in organic electrolytes. And thermodynamic instability and shuttling issues of iodine cathodes have plagued the active iodine loading, capacity retention and cyclability. By reversible chemical bonds, we develop reversible chlorine redox reactions in organic electrolytes with interhalogen bonds between I and Cl for Li-I₂ batteries and develop a highly thermally stable I/I₃--bonded organic salts with iodine content up to 80% as cathode materials for the rechargeable Li-I₂ batteries. The demonstration of reversible chemical bonds enabled rechargeable Li-halogen batteries opens a new avenue to develop halogen compound cathodes.

Keywords: conversion-type, chlorine, halogen cathode, high energy density, iodine, interhalogen bond, lithium-ion batteries

Procedia PDF Downloads 84
18761 Geophysical Contribution to Reveal the Subsurface Structural Setting Using Gravity, Seismic and Seismological Data in the Chott Belts, Southern Atlas of Tunisia

Authors: Nesrine Frifita, Mohamed Gharbi, Kevin Mickus

Abstract:

Physical methods based on gravity, seismic and seismological data were adopted to clarify the relationship between the distribution of seismicity and the crustal deformations under the chott belts and surrounding regions, in southern atlas of Tunisia. Gafsa and its surrounding were described as a moderate seismic zone, and the fault of Gafsa is one of most seismically active faults in Tunisia in general, and in the southern Atlas in particularly. The present work aims to prove a logical relationship between the distribution of seismicity and deformations which strongly related to thickness and density variations within the basement and sedimentary cover along the study area, through several physical methods; gravity, seismic and seismological data were interpreted to calculate physical propriety of the subsurface rocks, the depth and geometry of active faults and causatives bodies. Findings show that depths variation and mixed thin and thick skinned structural style characterizing the chott belts explain the moderate seismicity in the study area.

Keywords: potential fields, seismicity, Southern Atlas, Tunisia

Procedia PDF Downloads 112