Search results for: random coefficients model
18389 Steady-State Behavior of a Multi-Phase M/M/1 Queue in Random Evolution Subject to Catastrophe Failure
Authors: Reni M. Sagayaraj, Anand Gnana S. Selvam, Reynald R. Susainathan
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In this paper, we consider stochastic queueing models for Steady-state behavior of a multi-phase M/M/1 queue in random evolution subject to catastrophe failure. The arrival flow of customers is described by a marked Markovian arrival process. The service times of different type customers have a phase-type distribution with different parameters. To facilitate the investigation of the system we use a generalized phase-type service time distribution. This model contains a repair state, when a catastrophe occurs the system is transferred to the failure state. The paper focuses on the steady-state equation, and observes that, the steady-state behavior of the underlying queueing model along with the average queue size is analyzed.Keywords: M/G/1 queuing system, multi-phase, random evolution, steady-state equation, catastrophe failure
Procedia PDF Downloads 32118388 Attitude Stabilization of Satellites Using Random Dither Quantization
Authors: Kazuma Okada, Tomoaki Hashimoto, Hirokazu Tahara
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Recently, the effectiveness of random dither quantization method for linear feedback control systems has been shown in several papers. However, the random dither quantization method has not yet been applied to nonlinear feedback control systems. The objective of this paper is to verify the effectiveness of random dither quantization method for nonlinear feedback control systems. For this purpose, we consider the attitude stabilization problem of satellites using discrete-level actuators. Namely, this paper provides a control method based on the random dither quantization method for stabilizing the attitude of satellites using discrete-level actuators.Keywords: quantized control, nonlinear systems, random dither quantization
Procedia PDF Downloads 23518387 Evaluation of Ceres Wheat and Rice Model for Climatic Conditions in Haryana, India
Authors: Mamta Rana, K. K. Singh, Nisha Kumari
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The simulation models with its soil-weather-plant atmosphere interacting system are important tools for assessing the crops in changing climate conditions. The CERES-Wheat & Rice vs. 4.6 DSSAT was calibrated and evaluated for one of the major producers of wheat and rice state- Haryana, India. The simulation runs were made under irrigated conditions and three fertilizer applications dose of N-P-K to estimate crop yield and other growth parameters along with the phenological development of the crop. The genetic coefficients derived by iteratively manipulating the relevant coefficients that characterize the phenological process of wheat and rice crop to the best fit match between the simulated and observed anthesis, physological maturity and final grain yield. The model validated by plotting the simulated and remote sensing derived LAI. LAI product from remote sensing provides the edge of spatial, timely and accurate assessment of crop. For validating the yield and yield components, the error percentage between the observed and simulated data was calculated. The analysis shows that the model can be used to simulate crop yield and yield components for wheat and rice cultivar under different management practices. During the validation, the error percentage was less than 10%, indicating the utility of the calibrated model for climate risk assessment in the selected region.Keywords: simulation model, CERES-wheat and rice model, crop yield, genetic coefficient
Procedia PDF Downloads 29718386 Tabu Random Algorithm for Guiding Mobile Robots
Authors: Kevin Worrall, Euan McGookin
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The use of optimization algorithms is common across a large number of diverse fields. This work presents the use of a hybrid optimization algorithm applied to a mobile robot tasked with carrying out a search of an unknown environment. The algorithm is then applied to the multiple robots case, which results in a reduction in the time taken to carry out the search. The hybrid algorithm is a Random Search Algorithm fused with a Tabu mechanism. The work shows that the algorithm locates the desired points in a quicker time than a brute force search. The Tabu Random algorithm is shown to work within a simulated environment using a validated mathematical model. The simulation was run using three different environments with varying numbers of targets. As an algorithm, the Tabu Random is small, clear and can be implemented with minimal resources. The power of the algorithm is the speed at which it locates points of interest and the robustness to the number of robots involved. The number of robots can vary with no changes to the algorithm resulting in a flexible algorithm.Keywords: algorithms, control, multi-agent, search and rescue
Procedia PDF Downloads 23418385 Using Predictive Analytics to Identify First-Year Engineering Students at Risk of Failing
Authors: Beng Yew Low, Cher Liang Cha, Cheng Yong Teoh
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Due to a lack of continual assessment or grade related data, identifying first-year engineering students in a polytechnic education at risk of failing is challenging. Our experience over the years tells us that there is no strong correlation between having good entry grades in Mathematics and the Sciences and excelling in hardcore engineering subjects. Hence, identifying students at risk of failure cannot be on the basis of entry grades in Mathematics and the Sciences alone. These factors compound the difficulty of early identification and intervention. This paper describes the development of a predictive analytics model in the early detection of students at risk of failing and evaluates its effectiveness. Data from continual assessments conducted in term one, supplemented by data of student psychological profiles such as interests and study habits, were used. Three classification techniques, namely Logistic Regression, K Nearest Neighbour, and Random Forest, were used in our predictive model. Based on our findings, Random Forest was determined to be the strongest predictor with an Area Under the Curve (AUC) value of 0.994. Correspondingly, the Accuracy, Precision, Recall, and F-Score were also highest among these three classifiers. Using this Random Forest Classification technique, students at risk of failure could be identified at the end of term one. They could then be assigned to a Learning Support Programme at the beginning of term two. This paper gathers the results of our findings. It also proposes further improvements that can be made to the model.Keywords: continual assessment, predictive analytics, random forest, student psychological profile
Procedia PDF Downloads 12818384 Subclasses of Bi-Univalent Functions Associated with Hohlov Operator
Authors: Rashidah Omar, Suzeini Abdul Halim, Aini Janteng
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The coefficients estimate problem for Taylor-Maclaurin series is still an open problem especially for a function in the subclass of bi-univalent functions. A function f ϵ A is said to be bi-univalent in the open unit disk D if both f and f-1 are univalent in D. The symbol A denotes the class of all analytic functions f in D and it is normalized by the conditions f(0) = f’(0) – 1=0. The class of bi-univalent is denoted by The subordination concept is used in determining second and third Taylor-Maclaurin coefficients. The upper bound for second and third coefficients is estimated for functions in the subclasses of bi-univalent functions which are subordinated to the function φ. An analytic function f is subordinate to an analytic function g if there is an analytic function w defined on D with w(0) = 0 and |w(z)| < 1 satisfying f(z) = g[w(z)]. In this paper, two subclasses of bi-univalent functions associated with Hohlov operator are introduced. The bound for second and third coefficients of functions in these subclasses is determined using subordination. The findings would generalize the previous related works of several earlier authors.Keywords: analytic functions, bi-univalent functions, Hohlov operator, subordination
Procedia PDF Downloads 28418383 Statistical Correlation between Ply Mechanical Properties of Composite and Its Effect on Structure Reliability
Authors: S. Zhang, L. Zhang, X. Chen
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Due to the large uncertainty on the mechanical properties of FRP (fibre reinforced plastic), the reliability evaluation of FRP structures are currently receiving much attention in industry. However, possible statistical correlation between ply mechanical properties has been so far overlooked, and they are mostly assumed to be independent random variables. In this study, the statistical correlation between ply mechanical properties of uni-directional and plain weave composite is firstly analyzed by a combination of Monte-Carlo simulation and finite element modeling of the FRP unit cell. Large linear correlation coefficients between the in-plane mechanical properties are observed, and the correlation coefficients are heavily dependent on the uncertainty of the fibre volume ratio. It is also observed that the correlation coefficients related to Poisson’s ratio are negative while others are positive. To experimentally achieve the statistical correlation coefficients between in-plane mechanical properties of FRP, all concerned in-plane mechanical properties of the same specimen needs to be known. In-plane shear modulus of FRP is experimentally derived by the approach suggested in the ASTM standard D5379M. Tensile tests are conducted using the same specimens used for the shear test, and due to non-uniform tensile deformation a modification factor is derived by a finite element modeling. Digital image correlation is adopted to characterize the specimen non-uniform deformation. The preliminary experimental results show a good agreement with the numerical analysis on the statistical correlation. Then, failure probability of laminate plates is calculated in cases considering and not considering the statistical correlation, using the Monte-Carlo and Markov Chain Monte-Carlo methods, respectively. The results highlight the importance of accounting for the statistical correlation between ply mechanical properties to achieve accurate failure probability of laminate plates. Furthermore, it is found that for the multi-layer laminate plate, the statistical correlation between the ply elastic properties significantly affects the laminate reliability while the effect of statistical correlation between the ply strength is minimal.Keywords: failure probability, FRP, reliability, statistical correlation
Procedia PDF Downloads 15418382 Interval Bilevel Linear Fractional Programming
Authors: F. Hamidi, N. Amiri, H. Mishmast Nehi
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The Bilevel Programming (BP) model has been presented for a decision making process that consists of two decision makers in a hierarchical structure. In fact, BP is a model for a static two person game (the leader player in the upper level and the follower player in the lower level) wherein each player tries to optimize his/her personal objective function under dependent constraints; this game is sequential and non-cooperative. The decision making variables are divided between the two players and one’s choice affects the other’s benefit and choices. In other words, BP consists of two nested optimization problems with two objective functions (upper and lower) where the constraint region of the upper level problem is implicitly determined by the lower level problem. In real cases, the coefficients of an optimization problem may not be precise, i.e. they may be interval. In this paper we develop an algorithm for solving interval bilevel linear fractional programming problems. That is to say, bilevel problems in which both objective functions are linear fractional, the coefficients are interval and the common constraint region is a polyhedron. From the original problem, the best and the worst bilevel linear fractional problems have been derived and then, using the extended Charnes and Cooper transformation, each fractional problem can be reduced to a linear problem. Then we can find the best and the worst optimal values of the leader objective function by two algorithms.Keywords: best and worst optimal solutions, bilevel programming, fractional, interval coefficients
Procedia PDF Downloads 43918381 Application of an Analytical Model to Obtain Daily Flow Duration Curves for Different Hydrological Regimes in Switzerland
Authors: Ana Clara Santos, Maria Manuela Portela, Bettina Schaefli
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This work assesses the performance of an analytical model framework to generate daily flow duration curves, FDCs, based on climatic characteristics of the catchments and on their streamflow recession coefficients. According to the analytical model framework, precipitation is considered to be a stochastic process, modeled as a marked Poisson process, and recession is considered to be deterministic, with parameters that can be computed based on different models. The analytical model framework was tested for three case studies with different hydrological regimes located in Switzerland: pluvial, snow-dominated and glacier. For that purpose, five time intervals were analyzed (the four meteorological seasons and the civil year) and two developments of the model were tested: one considering a linear recession model and the other adopting a nonlinear recession model. Those developments were combined with recession coefficients obtained from two different approaches: forward and inverse estimation. The performance of the analytical framework when considering forward parameter estimation is poor in comparison with the inverse estimation for both, linear and nonlinear models. For the pluvial catchment, the inverse estimation shows exceptional good results, especially for the nonlinear model, clearing suggesting that the model has the ability to describe FDCs. For the snow-dominated and glacier catchments the seasonal results are better than the annual ones suggesting that the model can describe streamflows in those conditions and that future efforts should focus on improving and combining seasonal curves instead of considering single annual ones.Keywords: analytical streamflow distribution, stochastic process, linear and non-linear recession, hydrological modelling, daily discharges
Procedia PDF Downloads 15618380 Comparison Study of Machine Learning Classifiers for Speech Emotion Recognition
Authors: Aishwarya Ravindra Fursule, Shruti Kshirsagar
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In the intersection of artificial intelligence and human-centered computing, this paper delves into speech emotion recognition (SER). It presents a comparative analysis of machine learning models such as K-Nearest Neighbors (KNN),logistic regression, support vector machines (SVM), decision trees, ensemble classifiers, and random forests, applied to SER. The research employs four datasets: Crema D, SAVEE, TESS, and RAVDESS. It focuses on extracting salient audio signal features like Zero Crossing Rate (ZCR), Chroma_stft, Mel Frequency Cepstral Coefficients (MFCC), root mean square (RMS) value, and MelSpectogram. These features are used to train and evaluate the models’ ability to recognize eight types of emotions from speech: happy, sad, neutral, angry, calm, disgust, fear, and surprise. Among the models, the Random Forest algorithm demonstrated superior performance, achieving approximately 79% accuracy. This suggests its suitability for SER within the parameters of this study. The research contributes to SER by showcasing the effectiveness of various machine learning algorithms and feature extraction techniques. The findings hold promise for the development of more precise emotion recognition systems in the future. This abstract provides a succinct overview of the paper’s content, methods, and results.Keywords: comparison, ML classifiers, KNN, decision tree, SVM, random forest, logistic regression, ensemble classifiers
Procedia PDF Downloads 3618379 A Parametric Study on the Backwater Level Due to a Bridge Constriction
Authors: S. Atabay, T. A. Ali, Md. M. Mortula
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This paper presents the results and findings from a parametric study on the water surface elevation at upstream of bridge constriction for subcritical flow. In this study, the influence of Manning's Roughness Coefficient of main channel (nmc) and of floodplain (nfp), and bridge opening (b) flow rate (Q), contraction (kcon), and expansion coefficients (kexp) were investigated on backwater level. The DECK bridge models with different span widths and without any pier were investigated within the two stage channel having various roughness conditions. One of the most commonly used commercial one-dimensional HEC-RAS model was used in this parametric study. This study showed that the effects of main channel roughness (nmc) and flow rate (Q) on the backwater level are much higher than those of the floodplain roughness (nfp). Bridge opening (b) with contraction (kcon) and expansion coefficients (kexp) have very little effect on the backwater level within this range of parameters.Keywords: bridge backwater, parametric study, waterways, HEC-RAS model
Procedia PDF Downloads 29918378 Improved Functions For Runoff Coefficients And Smart Design Of Ditches & Biofilters For Effective Flow detention
Authors: Thomas Larm, Anna Wahlsten
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An international literature study has been carried out for comparison of commonly used methods for the dimensioning of transport systems and stormwater facilities for flow detention. The focus of the literature study regarding the calculation of design flow and detention has been the widely used Rational method and its underlying parameters. The impact of chosen design parameters such as return time, rain intensity, runoff coefficient, and climate factor have been studied. The parameters used in the calculations have been analyzed regarding how they can be calculated and within what limits they can be used. Data used within different countries have been specified, e.g., recommended rainfall return times, estimated runoff times, and climate factors used for different cases and time periods. The literature study concluded that the determination of runoff coefficients is the most uncertain parameter that also affects the calculated flow and required detention volume the most. Proposals have been developed for new runoff coefficients, including a new proposed method with equations for calculating runoff coefficients as a function of return time (years) and rain intensity (l/s/ha), respectively. Suggestions have been made that it is recommended not to limit the use of the Rational Method to a specific catchment size, contrary to what many design manuals recommend, with references to this. The proposed relationships between return time or rain intensity and runoff coefficients need further investigation and to include the quantification of uncertainties. Examples of parameters that have not been considered are the influence on the runoff coefficients of different dimensioning rain durations and the degree of water saturation of green areas, which will be investigated further. The influence of climate effects and design rain on the dimensioning of the stormwater facilities grassed ditches and biofilters (bio retention systems) has been studied, focusing on flow detention capacity. We have investigated how the calculated runoff coefficients regarding climate effect and the influence of changed (increased) return time affect the inflow to and dimensioning of the stormwater facilities. We have developed a smart design of ditches and biofilters that results in both high treatment and flow detention effects and compared these with the effect from dry and wet ponds. Studies of biofilters have generally before focused on treatment of pollutants, but their effect on flow volume and how its flow detention capability can improve is only rarely studied. For both the new type of stormwater ditches and biofilters, it is required to be able to simulate their performance in a model under larger design rains and future climate, as these conditions cannot be tested in the field. The stormwater model StormTac Web has been used on case studies. The results showed that the new smart design of ditches and biofilters had similar flow detention capacity as dry and wet ponds for the same facility area.Keywords: runoff coefficients, flow detention, smart design, biofilter, ditch
Procedia PDF Downloads 8318377 A Structural Constitutive Model for Viscoelastic Rheological Behavior of Human Saphenous Vein Using Experimental Assays
Authors: Rassoli Aisa, Abrishami Movahhed Arezu, Faturaee Nasser, Seddighi Amir Saeed, Shafigh Mohammad
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Cardiovascular diseases are one of the most common causes of mortality in developed countries. Coronary artery abnormalities and carotid artery stenosis, also known as silent death, are among these diseases. One of the treatment methods for these diseases is to create a deviatory pathway to conduct blood into the heart through a bypass surgery. The saphenous vein is usually used in this surgery to create the deviatory pathway. Unfortunately, a re-surgery will be necessary after some years due to ignoring the disagreement of mechanical properties of graft tissue and/or applied prostheses with those of host tissue. The objective of the present study is to clarify the viscoelastic behavior of human saphenous tissue. The stress relaxation tests in circumferential and longitudinal direction were done in this vein by exerting 20% and 50% strains. Considering the stress relaxation curves obtained from stress relaxation tests and the coefficients of the standard solid model, it was demonstrated that the saphenous vein has a non-linear viscoelastic behavior. Thereafter, the fitting with Fung’s quasilinear viscoelastic (QLV) model was performed based on stress relaxation time curves. Finally, the coefficients of Fung’s QLV model, which models the behavior of saphenous tissue very well, were presented.Keywords: Viscoelastic behavior, stress relaxation test, uniaxial tensile test, Fung’s quasilinear viscoelastic (QLV) model, strain rate
Procedia PDF Downloads 32618376 Validation and Projections for Solar Radiation up to 2100: HadGEM2-AO Global Circulation Model
Authors: Elison Eduardo Jardim Bierhals, Claudineia Brazil, Deivid Pires, Rafael Haag, Elton Gimenez Rossini
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The objective of this work is to evaluate the results of solar radiation projections between 2006 and 2013 for the state of Rio Grande do Sul, Brazil. The projections are provided by the General Circulation Models (MCGs) belonging to the Coupled Model Intercomparison Phase 5 (CMIP5). In all, the results of the simulation of six models are evaluated, compared to monthly data, measured by a network of thirteen meteorological stations of the National Meteorological Institute (INMET). The performance of the models is evaluated by the Nash coefficient and the Bias. The results are presented in the form of tables, graphs and spatialization maps. The ACCESS1-0 RCP 4.5 model presented the best results for the solar radiation simulations, for the most optimistic scenario, in much of the state. The efficiency coefficients (CEF) were between 0.95 and 0.98. In the most pessimistic scenario, HADGen2-AO RCP 8.5 had the best accuracy among the analyzed models, presenting coefficients of efficiency between 0.94 and 0.98. From this validation, solar radiation projection maps were elaborated, indicating a seasonal increase of this climatic variable in some regions of the Brazilian territory, mainly in the spring.Keywords: climate change, projections, solar radiation, validation
Procedia PDF Downloads 19318375 Geo-Additive Modeling of Family Size in Nigeria
Authors: Oluwayemisi O. Alaba, John O. Olaomi
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The 2013 Nigerian Demographic Health Survey (NDHS) data was used to investigate the determinants of family size in Nigeria using the geo-additive model. The fixed effect of categorical covariates were modelled using the diffuse prior, P-spline with second-order random walk for the nonlinear effect of continuous variable, spatial effects followed Markov random field priors while the exchangeable normal priors were used for the random effects of the community and household. The Negative Binomial distribution was used to handle overdispersion of the dependent variable. Inference was fully Bayesian approach. Results showed a declining effect of secondary and higher education of mother, Yoruba tribe, Christianity, family planning, mother giving birth by caesarean section and having a partner who has secondary education on family size. Big family size is positively associated with age at first birth, number of daughters in a household, being gainfully employed, married and living with partner, community and household effects.Keywords: Bayesian analysis, family size, geo-additive model, negative binomial
Procedia PDF Downloads 53118374 Determination of Friction and Damping Coefficients of Folded Cover Mechanism Deployed by Torsion Springs
Authors: I. Yilmaz, O. Taga, F. Kosar, O. Keles
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In this study, friction and damping coefficients of folded cover mechanism were obtained in accordance with experimental studies and data. Friction and damping coefficients are the most important inputs to accomplish a mechanism analysis. Friction and damping are two objects that change the time of deployment of mechanisms and their dynamic behaviors. Though recommended friction coefficient values exist in literature, damping is differentiating feature according to mechanic systems. So the damping coefficient should be obtained from mechanism test outputs. In this study, the folded cover mechanism use torsion springs for deploying covers that are formerly close folded position. Torsion springs provide folded covers with desirable deploying time according to variable environmental conditions. To verify all design revisions with system tests will be so costly so that some decisions are taken in accordance with numerical methods. In this study, there are two folded covers required to deploy simultaneously. Scotch-yoke and crank-rod mechanisms were combined to deploy folded covers simultaneously. The mechanism was unlocked with a pyrotechnic bolt onto scotch-yoke disc. When pyrotechnic bolt was exploded, torsion springs provided rotational movement for mechanism. Quick motion camera was recording dynamic behaviors of system during deployment case. Dynamic model of mechanism was modeled as rigid body with Adams MBD (multi body dynamics) then torque values provided by torsion springs were used as an input. A well-advised range of friction and damping coefficients were defined in Adams DOE (design of experiment) then a large number of analyses were performed until deployment time of folded covers run in with test data observed in record of quick motion camera, thus the deployment time of mechanism and dynamic behaviors were obtained. Same mechanism was tested with different torsion springs and torque values then outputs were compared with numerical models. According to comparison, it was understood that friction and damping coefficients obtained in this study can be used safely when studying on folded objects required to deploy simultaneously. In addition to model generated with Adams as rigid body the finite element model of folded mechanism was generated with Abaqus then the outputs of rigid body model and finite element model was compared. Finally, the reasonable solutions were suggested about different outputs of these solution methods.Keywords: damping, friction, pyro-technic, scotch-yoke
Procedia PDF Downloads 31718373 Estimation of a Finite Population Mean under Random Non Response Using Improved Nadaraya and Watson Kernel Weights
Authors: Nelson Bii, Christopher Ouma, John Odhiambo
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Non-response is a potential source of errors in sample surveys. It introduces bias and large variance in the estimation of finite population parameters. Regression models have been recognized as one of the techniques of reducing bias and variance due to random non-response using auxiliary data. In this study, it is assumed that random non-response occurs in the survey variable in the second stage of cluster sampling, assuming full auxiliary information is available throughout. Auxiliary information is used at the estimation stage via a regression model to address the problem of random non-response. In particular, the auxiliary information is used via an improved Nadaraya-Watson kernel regression technique to compensate for random non-response. The asymptotic bias and mean squared error of the estimator proposed are derived. Besides, a simulation study conducted indicates that the proposed estimator has smaller values of the bias and smaller mean squared error values compared to existing estimators of finite population mean. The proposed estimator is also shown to have tighter confidence interval lengths at a 95% coverage rate. The results obtained in this study are useful, for instance, in choosing efficient estimators of the finite population mean in demographic sample surveys.Keywords: mean squared error, random non-response, two-stage cluster sampling, confidence interval lengths
Procedia PDF Downloads 13118372 A Statistical Model for the Dynamics of Single Cathode Spot in Vacuum Cylindrical Cathode
Authors: Po-Wen Chen, Jin-Yu Wu, Md. Manirul Ali, Yang Peng, Chen-Te Chang, Der-Jun Jan
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Dynamics of cathode spot has become a major part of vacuum arc discharge with its high academic interest and wide application potential. In this article, using a three-dimensional statistical model, we simulate the distribution of the ignition probability of a new cathode spot occurring in different magnetic pressure on old cathode spot surface and at different arcing time. This model for the ignition probability of a new cathode spot was proposed in two typical situations, one by the pure isotropic random walk in the absence of an external magnetic field, other by the retrograde motion in external magnetic field, in parallel with the cathode surface. We mainly focus on developed relationship between the ignition probability density distribution of a new cathode spot and the external magnetic field.Keywords: cathode spot, vacuum arc discharge, transverse magnetic field, random walk
Procedia PDF Downloads 42918371 Forecasting the Influences of Information and Communication Technology on the Structural Changes of Japanese Industrial Sectors: A Study Using Statistical Analysis
Authors: Ubaidillah Zuhdi, Shunsuke Mori, Kazuhisa Kamegai
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The purpose of this study is to forecast the influences of Information and Communication Technology (ICT) on the structural changes of Japanese economies based on Leontief Input-Output (IO) coefficients. This study establishes a statistical analysis to predict the future interrelationships among industries. We employ the Constrained Multivariate Regression (CMR) model to analyze the historical changes of input-output coefficients. Statistical significance of the model is then tested by Likelihood Ratio Test (LRT). In our model, ICT is represented by two explanatory variables, i.e. computers (including main parts and accessories) and telecommunications equipment. A previous study, which analyzed the influences of these variables on the structural changes of Japanese industrial sectors from 1985-2005, concluded that these variables had significant influences on the changes in the business circumstances of Japanese commerce, business services and office supplies, and personal services sectors. The projected future Japanese economic structure based on the above forecast generates the differentiated direct and indirect outcomes of ICT penetration.Keywords: forecast, ICT, industrial structural changes, statistical analysis
Procedia PDF Downloads 36918370 Inference for Compound Truncated Poisson Lognormal Model with Application to Maximum Precipitation Data
Authors: M. Z. Raqab, Debasis Kundu, M. A. Meraou
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In this paper, we have analyzed maximum precipitation data during a particular period of time obtained from different stations in the Global Historical Climatological Network of the USA. One important point to mention is that some stations are shut down on certain days for some reason or the other. Hence, the maximum values are recorded by excluding those readings. It is assumed that the number of stations that operate follows zero-truncated Poisson random variables, and the daily precipitation follows a lognormal random variable. We call this model a compound truncated Poisson lognormal model. The proposed model has three unknown parameters, and it can take a variety of shapes. The maximum likelihood estimators can be obtained quite conveniently using Expectation-Maximization (EM) algorithm. Approximate maximum likelihood estimators are also derived. The associated confidence intervals also can be obtained from the observed Fisher information matrix. Simulation results have been performed to check the performance of the EM algorithm, and it is observed that the EM algorithm works quite well in this case. When we analyze the precipitation data set using the proposed model, it is observed that the proposed model provides a better fit than some of the existing models.Keywords: compound Poisson lognormal distribution, EM algorithm, maximum likelihood estimation, approximate maximum likelihood estimation, Fisher information, skew distribution
Procedia PDF Downloads 10418369 Loan Repayment Prediction Using Machine Learning: Model Development, Django Web Integration and Cloud Deployment
Authors: Seun Mayowa Sunday
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Loan prediction is one of the most significant and recognised fields of research in the banking, insurance, and the financial security industries. Some prediction systems on the market include the construction of static software. However, due to the fact that static software only operates with strictly regulated rules, they cannot aid customers beyond these limitations. Application of many machine learning (ML) techniques are required for loan prediction. Four separate machine learning models, random forest (RF), decision tree (DT), k-nearest neighbour (KNN), and logistic regression, are used to create the loan prediction model. Using the anaconda navigator and the required machine learning (ML) libraries, models are created and evaluated using the appropriate measuring metrics. From the finding, the random forest performs with the highest accuracy of 80.17% which was later implemented into the Django framework. For real-time testing, the web application is deployed on the Alibabacloud which is among the top 4 biggest cloud computing provider. Hence, to the best of our knowledge, this research will serve as the first academic paper which combines the model development and the Django framework, with the deployment into the Alibaba cloud computing application.Keywords: k-nearest neighbor, random forest, logistic regression, decision tree, django, cloud computing, alibaba cloud
Procedia PDF Downloads 12218368 Recombination Rate Coefficients for NIII and OIV Ions
Authors: Shahin A. Abdel-Naby, Asad T. Hassan
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Electron-ion recombination data are needed for plasma modeling. The recombination processes include radiative recombination (RR), dielectronic recombination (DR), and trielectronic recombination (TR). When a free electron is captured by an ion with simultaneous excitation of its core, a doubly-exited intermediate state may be formed. The doubly excited state relaxes either by electron emission (autoionization) or by radiative decay (photon emission). DR process takes place when the relaxation occurs to a bound state by photon emission. Reliable laboratory astrophysics data (theory and experiment) for DR rate coefficients are needed to determine the charge state distribution in photoionized sources such as X-ray binaries and active galactic nuclei. DR rate coefficients for NIII and OIV ions are calculated using state-of-the-art multi-configuration Breit-Pauli atomic structure AUTOSTRUCTURE collisional package within the generalized collisional-radiative framework. Level-resolved calculations for RR and DR rate coefficients from the ground and metastable initial states are produced in an intermediate coupling scheme associated with Δn = 0 (2→2) and Δn = 1 (2 →3) core-excitations. DR cross sections for these ions are convoluted with the experimental electron-cooler temperatures to produce DR rate coefficients. Good agreements are found between these rate coefficients and the experimental measurements performed at the CRYRING heavy-ion storage ring for both ions.Keywords: atomic data, atomic process, electron-ion collision, plasmas
Procedia PDF Downloads 14318367 Gray Level Image Encryption
Authors: Roza Afarin, Saeed Mozaffari
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The aim of this paper is image encryption using Genetic Algorithm (GA). The proposed encryption method consists of two phases. In modification phase, pixels locations are altered to reduce correlation among adjacent pixels. Then, pixels values are changed in the diffusion phase to encrypt the input image. Both phases are performed by GA with binary chromosomes. For modification phase, these binary patterns are generated by Local Binary Pattern (LBP) operator while for diffusion phase binary chromosomes are obtained by Bit Plane Slicing (BPS). Initial population in GA includes rows and columns of the input image. Instead of subjective selection of parents from this initial population, a random generator with predefined key is utilized. It is necessary to decrypt the coded image and reconstruct the initial input image. Fitness function is defined as average of transition from 0 to 1 in LBP image and histogram uniformity in modification and diffusion phases, respectively. Randomness of the encrypted image is measured by entropy, correlation coefficients and histogram analysis. Experimental results show that the proposed method is fast enough and can be used effectively for image encryption.Keywords: correlation coefficients, genetic algorithm, image encryption, image entropy
Procedia PDF Downloads 32318366 Determination and Qsar Modelling of Partitioning Coefficients for Some Xenobiotics in Soils and Sediments
Authors: Alaa El-Din Rezk
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For organic xenobiotics, sorption to Aldrich humic acid is a key process controlling their mobility, bioavailability, toxicity and fate in the soil. Hydrophobic organic compounds possessing either acid or basic groups can be partially ionized (deprotonated or protonated) within the range of natural soil pH. For neutral and ionogenicxenobiotics including (neutral, acids and bases) sorption coefficients normalized to organic carbon content, Koc, have measured at different pH values. To this end, the batch equilibrium technique has been used, employing SPME combined with GC-MSD as an analytical tool. For most ionogenic compounds, sorption has been affected by both pH and pKa and can be explained through Henderson-Hasselbalch equation. The results demonstrate that when assessing the environmental fate of ionogenic compounds, their pKa and speciation under natural conditions should be taken into account. A new model has developed to predict the relationship between log Koc and pH with full statistical evaluation against other existing predictive models. Neutral solutes have displayed a good fit with the classical model using log Kow as log Koc predictor, whereas acidic and basic compounds have displayed a good fit with the LSER approach and the new proposed model. Measurement limitations of the Batch technique and SPME-GC-MSD have been found with ionic compounds.Keywords: humic acid, log Koc, pH, pKa, SPME-GCMSD
Procedia PDF Downloads 25718365 Chebyshev Wavelets and Applications
Authors: Emanuel Guariglia
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In this paper we deal with Chebyshev wavelets. We analyze their properties computing their Fourier transform. Moreover, we discuss the differential properties of Chebyshev wavelets due the connection coefficients. The differential properties of Chebyshev wavelets, expressed by the connection coefficients (also called refinable integrals), are given by finite series in terms of the Kronecker delta. Moreover, we treat the p-order derivative of Chebyshev wavelets and compute its Fourier transform. Finally, we expand the mother wavelet in Taylor series with an application both in fractional calculus and fractal geometry.Keywords: Chebyshev wavelets, Fourier transform, connection coefficients, Taylor series, local fractional derivative, Cantor set
Procedia PDF Downloads 11618364 Frailty Models for Modeling Heterogeneity: Simulation Study and Application to Quebec Pension Plan
Authors: Souad Romdhane, Lotfi Belkacem
Abstract:
When referring to actuarial analysis of lifetime, only models accounting for observable risk factors have been developed. Within this context, Cox proportional hazards model (CPH model) is commonly used to assess the effects of observable covariates as gender, age, smoking habits, on the hazard rates. These covariates may fail to fully account for the true lifetime interval. This may be due to the existence of another random variable (frailty) that is still being ignored. The aim of this paper is to examine the shared frailty issue in the Cox proportional hazard model by including two different parametric forms of frailty into the hazard function. Four estimated methods are used to fit them. The performance of the parameter estimates is assessed and compared between the classical Cox model and these frailty models through a real-life data set from the Quebec Pension Plan and then using a more general simulation study. This performance is investigated in terms of the bias of point estimates and their empirical standard errors in both fixed and random effect parts. Both the simulation and the real dataset studies showed differences between classical Cox model and shared frailty model.Keywords: life insurance-pension plan, survival analysis, risk factors, cox proportional hazards model, multivariate failure-time data, shared frailty, simulations study
Procedia PDF Downloads 35418363 Sensitivity Analysis of Principal Stresses in Concrete Slab of Rigid Pavement Made From Recycled Materials
Authors: Aleš Florian, Lenka Ševelová
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Complex sensitivity analysis of stresses in a concrete slab of the real type of rigid pavement made from recycled materials is performed. The computational model of the pavement is designed as a spatial (3D) model, is based on a nonlinear variant of the finite element method that respects the structural nonlinearity, enables to model different arrangements of joints, and the entire model can be loaded by the thermal load. Interaction of adjacent slabs in joints and contact of the slab and the subsequent layer are modeled with the help of special contact elements. Four concrete slabs separated by transverse and longitudinal joints and the additional structural layers and soil to the depth of about 3m are modeled. The thickness of individual layers, physical and mechanical properties of materials, characteristics of joints, and the temperature of the upper and lower surface of slabs are supposed to be random variables. The modern simulation technique Updated Latin Hypercube Sampling with 20 simulations is used. For sensitivity analysis the sensitivity coefficient based on the Spearman rank correlation coefficient is utilized. As a result, the estimates of influence of random variability of individual input variables on the random variability of principal stresses s1 and s3 in 53 points on the upper and lower surface of the concrete slabs are obtained.Keywords: concrete, FEM, pavement, sensitivity, simulation
Procedia PDF Downloads 32618362 Asymptotic Spectral Theory for Nonlinear Random Fields
Authors: Karima Kimouche
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In this paper, we consider the asymptotic problems in spectral analysis of stationary causal random fields. We impose conditions only involving (conditional) moments, which are easily verifiable for a variety of nonlinear random fields. Limiting distributions of periodograms and smoothed periodogram spectral density estimates are obtained and applications to the spectral domain bootstrap are given.Keywords: spatial nonlinear processes, spectral estimators, GMC condition, bootstrap method
Procedia PDF Downloads 44118361 Stock Price Prediction with 'Earnings' Conference Call Sentiment
Authors: Sungzoon Cho, Hye Jin Lee, Sungwhan Jeon, Dongyoung Min, Sungwon Lyu
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Major public corporations worldwide use conference calls to report their quarterly earnings. These 'earnings' conference calls allow for questions from stock analysts. We investigated if it is possible to identify sentiment from the call script and use it to predict stock price movement. We analyzed call scripts from six companies, two each from Korea, China and Indonesia during six years 2011Q1 – 2017Q2. Random forest with Frequency-based sentiment scores using Loughran MacDonald Dictionary did better than control model with only financial indicators. When the stock prices went up 20 days from earnings release, our model predicted correctly 77% of time. When the model predicted 'up,' actual stock prices went up 65% of time. This preliminary result encourages us to investigate advanced sentiment scoring methodologies such as topic modeling, auto-encoder, and word2vec variants.Keywords: earnings call script, random forest, sentiment analysis, stock price prediction
Procedia PDF Downloads 28818360 Machine Learning Techniques for Estimating Ground Motion Parameters
Authors: Farid Khosravikia, Patricia Clayton
Abstract:
The main objective of this study is to evaluate the advantages and disadvantages of various machine learning techniques in forecasting ground-motion intensity measures given source characteristics, source-to-site distance, and local site condition. Intensity measures such as peak ground acceleration and velocity (PGA and PGV, respectively) as well as 5% damped elastic pseudospectral accelerations at different periods (PSA), are indicators of the strength of shaking at the ground surface. Estimating these variables for future earthquake events is a key step in seismic hazard assessment and potentially subsequent risk assessment of different types of structures. Typically, linear regression-based models, with pre-defined equations and coefficients, are used in ground motion prediction. However, due to the restrictions of the linear regression methods, such models may not capture more complex nonlinear behaviors that exist in the data. Thus, this study comparatively investigates potential benefits from employing other machine learning techniques as a statistical method in ground motion prediction such as Artificial Neural Network, Random Forest, and Support Vector Machine. The algorithms are adjusted to quantify event-to-event and site-to-site variability of the ground motions by implementing them as random effects in the proposed models to reduce the aleatory uncertainty. All the algorithms are trained using a selected database of 4,528 ground-motions, including 376 seismic events with magnitude 3 to 5.8, recorded over the hypocentral distance range of 4 to 500 km in Oklahoma, Kansas, and Texas since 2005. The main reason of the considered database stems from the recent increase in the seismicity rate of these states attributed to petroleum production and wastewater disposal activities, which necessities further investigation in the ground motion models developed for these states. Accuracy of the models in predicting intensity measures, generalization capability of the models for future data, as well as usability of the models are discussed in the evaluation process. The results indicate the algorithms satisfy some physically sound characteristics such as magnitude scaling distance dependency without requiring pre-defined equations or coefficients. Moreover, it is shown that, when sufficient data is available, all the alternative algorithms tend to provide more accurate estimates compared to the conventional linear regression-based method, and particularly, Random Forest outperforms the other algorithms. However, the conventional method is a better tool when limited data is available.Keywords: artificial neural network, ground-motion models, machine learning, random forest, support vector machine
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