Search results for: generalized mathematical model

Authors: Nkwenti Mbelli Njah

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This research was motivated by a project requested by AXA on the topic of pensions payable under the workers compensation (WC) line of business. There are two types of pensions: the compulsorily recoverable and the not compulsorily recoverable. A pension is compulsorily recoverable for a victim when there is less than 30% of disability and the pension amount per year is less than six times the minimal national salary. The law defines that the mathematical provisions for compulsory recoverable pensions must be calculated by applying the following bases: mortality table TD88/90 and rate of interest 5.25% (maybe with rate of management). To manage pensions which are not compulsorily recoverable is a more complex task because technical bases are not defined by law and much more complex computations are required. In particular, companies have to predict the amount of payments discounted reflecting the mortality effect for all pensioners (this task is monitored monthly in AXA). The purpose of this research was thus to develop a stochastic model for the future mortality of the worker’s compensation pensioners of both the Portuguese market workers and AXA portfolio. Not only is past mortality modeled, also projections about future mortality are made for the general population of Portugal as well as for the two portfolios mentioned earlier. The global model was split in two parts: a stochastic model for population mortality which allows for forecasts, combined with a point estimate from a portfolio mortality model obtained through three different relational models (Cox Proportional, Brass Linear and Workgroup PLT). The one-year death probabilities for ages 0-110 for the period 2013-2113 are obtained for the general population and the portfolios. These probabilities are used to compute different life table functions as well as the not compulsorily recoverable reserves for each of the models required for the pensioners, their spouses and children under 21. The results obtained are compared with the not compulsory recoverable reserves computed using the static mortality table (TD 73/77) that is currently being used by AXA, to see the impact on this reserve if AXA adopted the dynamic tables.

Keywords: compulsorily recoverable, life table functions, relational models, worker’s compensation pensioners

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Authors: Jeonghun Lee

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Thyroid-stimulating hormone (TSH) is regulated by the negative feedback of T3 and T4 but is affected by cortisol and cytokines during allostasis. Hence, TSH levels can be influenced by stress through cortisol. In the present study, changes in TSH levels under stress and the potential of TSH as a stress marker were examined in patients lacking T3 or T4 feedback after thyroid surgery. The three stress questionnaires (Korean version of the Daily Stress Inventory, Social Readjustment Rating Scale, and Stress Overload Scale-Short [SOSS]), open-ended question (OQ), and thyroid function tests were performed twice in 106 patients enrolled from January 2019 to October 2020. Statistical analysis was performed using the generalized linear mixed effect model (GLMM) in R software version 4.1.0. In a multiple LMM involving 106 patients, T3, T4, SOSS (category), open-ended questions, the extent of thyroidectomy, and preoperative TSH were significantly correlated with lnTSH. T3 and T4 increased by 1 and lnTSH decreased by 0.03, 3.52, respectively. In case of a stressful event on OQ, lnTSH increased by 1.55. In the high-risk group, lnTSH increased by 0.79, compared with the low group (p<0.05). TSH had a significant relationship with stress, together with T3, T4, and the extent of thyroidectomy. As such, it has the potential to be used as a stress marker, though it showed a low correlation with other stress questionnaires. To address this limitation, questionnaires on various social environments and research on copy strategies are necessary for future studies.

Keywords: stress, surgery, thyroid stimulating hormone, thyroidectomy

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Authors: Sabina Huč, Staffan Svensson, Tomaž Hozjan

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Timber structures may be exposed to various environmental conditions during their service life. Often, the structures have to resist extreme changes in the relative humidity of surrounding air, with simultaneously carrying the loads. Wood material response for this load case is seen as increasing deformation of the timber structure. Relative humidity variations cause moisture changes in timber and consequently shrinkage and swelling of the material. Moisture changes and loads acting together result in mechano-sorptive creep, while sustained load gives viscoelastic creep. In some cases, magnitude of the mechano-sorptive strain can be about five times the elastic strain already at low stress levels. Therefore, analyzing mechano-sorptive creep and its influence on timber structures’ long-term behavior is of high importance. Relatively many one-dimensional rheological models for rheological behavior of wood can be found in literature, while a number of models coupling creep response in each material direction is limited. In this study, mathematical formulation of a coupled two-dimensional mechano-sorptive model and its application to the experimental results are presented. The mechano-sorptive model constitutes of a moisture transport model and a mechanical model. Variation of the moisture content in wood is modelled by multi-Fickian moisture transport model. The model accounts for processes of the bound-water and water-vapor diffusion in wood, that are coupled through sorption hysteresis. Sorption defines a nonlinear relation between moisture content and relative humidity. Multi-Fickian moisture transport model is able to accurately predict unique, non-uniform moisture content field within the timber member over time. Calculated moisture content in timber members is used as an input to the mechanical analysis. In the mechanical analysis, the total strain is assumed to be a sum of the elastic strain, viscoelastic strain, mechano-sorptive strain, and strain due to shrinkage and swelling. Mechano-sorptive response is modelled by so-called spring-dashpot type of a model, that proved to be suitable for describing creep of wood. Mechano-sorptive strain is dependent on change of moisture content. The model includes mechano-sorptive material parameters that have to be calibrated to the experimental results. The calibration is made to the experiments carried out on wooden blocks subjected to uniaxial compressive loaded in tangential direction and varying humidity conditions. The moisture and the mechanical model are implemented in a finite element software. The calibration procedure gives the required, distinctive set of mechano-sorptive material parameters. The analysis shows that mechano-sorptive strain in transverse direction is present, though its magnitude and variation are substantially lower than the mechano-sorptive strain in the direction of loading. The presented mechano-sorptive model enables observing real temporal and spatial distribution of the moisture-induced strains and stresses in timber members. Since the model’s suitability for predicting mechano-sorptive strains is shown and the required material parameters are obtained, a comprehensive advanced analysis of the stress-strain state in timber structures, including connections subjected to constant load and varying humidity is possible.

Keywords: mechanical analysis, mechano-sorptive creep, moisture transport model, timber

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Authors: Fuchun Li, Hong Xiao

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We propose a new early warning model for predicting financial stress events for a given future time. In this model, we examine whether credit conditions play an important role as a nonlinear propagator of shocks when predicting the likelihood of occurrence of financial stress events for a given future time. This propagation takes the form of a threshold regression in which a regime change occurs if credit conditions cross a critical threshold. Given the new early warning model for financial stress events, we evaluate the performance of this model and currently available alternatives, such as the model from signal extraction approach, and linear regression model. In-sample forecasting results indicate that the three types of models are useful tools for predicting financial stress events while none of them outperforms others across all criteria considered. The out-of-sample forecasting results suggest that the credit-regime switching model performs better than the two others across all criteria and all forecasting horizons considered.

Keywords: cut-off probability, early warning model, financial crisis, financial stress, regime-switching model, forecasting horizons

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Authors: Valeria Bondarenko

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We proposed algorithms for: estimation of parameters fBm (volatility and Hurst exponent) and for the approximation of random time series by functional of fBm. We proved the consistency of the estimators, which constitute the above algorithms, and proved the optimal forecast of approximated time series. The adequacy of estimation algorithms, approximation, and forecasting is proved by numerical experiment. During the process of creating software, the system has been created, which is displayed by the hierarchical structure. The comparative analysis of proposed algorithms with the other methods gives evidence of the advantage of approximation method. The results can be used to develop methods for the analysis and modeling of time series describing the economic, physical, biological and other processes.

Keywords: mathematical model, random process, Wiener process, fractional Brownian motion

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Authors: Partha P. Gopmandal, Somnath Bhattacharyya, Naren Bag

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In this article, we have studied the effect of pH-regulated surface charge on the electroosmotic flow (EOF) through nanochannel filled with binary symmetric electrolyte solution. The channel wall possesses either an acidic or a basic functional group. Going beyond the widely employed Debye-Huckel linearization, we develop a mathematical model based on Nernst-Planck equation for the charged species, Poisson equation for the induced potential, Stokes equation for fluid flow. A finite volume based numerical algorithm is adopted to study the effect of key parameters on the EOF. We have computed the coupled governing equations through the finite volume method and our results found to be in good agreement with the analytical solution obtained from the corresponding linear model based on low surface charge condition or strong electrolyte solution. The influence of the surface charge density, reaction constant of the functional groups, bulk pH, and concentration of the electrolyte solution on the overall flow rate is studied extensively. We find the effect of surface charge diminishes with the increase in electrolyte concentration. In addition for strong electrolyte, the surface charge becomes independent of pH due to complete dissociation of the functional groups.

Keywords: electroosmosis, finite volume method, functional group, surface charge

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Authors: Lenka Krsnakova, Petr Jirsak

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Prior research on facility location in supply chain is mostly focused on improvement of mathematical models. It is due to the fact that supply chain design has been for the long time the area of operational research that underscores mainly quantitative criteria. Qualitative criteria are still highly neglected within the supply chain design research. Facility location in the supply chain has become multi-criteria decision-making problem rather than single criteria decision due to changes of market conditions. Thus, both qualitative and quantitative criteria have to be included in the decision making process. The aim of this study is to emphasize the importance of qualitative criteria as key parameters of relevant mathematical models. We examine which criteria are taken into consideration when Czech companies decide about their facility location. A literature review on criteria being used in facility location decision making process creates a theoretical background for the study. The data collection was conducted through questionnaire survey. Questionnaire was sent to manufacturing and business companies of all sizes (small, medium and large enterprises) with the representation in the Czech Republic within following sectors: automotive, toys, clothing industry, electronics and pharmaceutical industry. Comparison of which criteria prevail in the current research and which are considered important by companies in the Czech Republic is made. Despite the number of articles focused on supply chain design, only minority of them consider qualitative criteria and rarely process supply chain design as a multi-criteria decision making problem. Preliminary results of the questionnaire survey outlines that companies in the Czech Republic see the qualitative criteria and their impact on facility location decision as crucial. Qualitative criteria as company strategy, quality of working environment or future development expectations are confirmed to be considered by Czech companies. This study confirms that the qualitative criteria can significantly influence whether a particular location could or could not be right place for a logistic facility. The research has two major limitations: researchers who focus on improving of mathematical models mostly do not mention criteria that enter the model. Czech supply chain managers selected important criteria from the group of 18 available criteria and assign them importance weights. It does not necessarily mean that these criteria were taken into consideration when the last facility location was chosen, but how they perceive that today. Since the study confirmed the necessity of future research on how qualitative criteria influence decision making process about facility location, the authors have already started in-depth interviews with participating companies to reveal how the inclusion of qualitative criteria into decision making process about facility location influence the company´s performance.

Keywords: criteria influencing facility location, Czech Republic, facility location decision-making, qualitative criteria

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Authors: Bolatbek Rysbaiuly, Nazerke Rysbayeva, Aigerim Rysbayeva

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Relevance: Energy saving elevated to public policy in almost all developed countries. One of the areas for energy efficiency is improving and tightening design standards. In the tie with the state standards, make high demands for thermal protection of buildings. Constructive arrangement of layers should ensure normal operation in which the humidity of materials of construction should not exceed a certain level. Elevated levels of moisture in the walls can be attributed to a defective condition, as moisture significantly reduces the physical, mechanical and thermal properties of materials. Absence at the design stage of modeling the processes occurring in the construction and predict the behavior of structures during their work in the real world leads to an increase in heat loss and premature aging structures. Method: To solve this problem, widely used method of mathematical modeling of heat and mass transfer in materials. The mathematical modeling of heat and mass transfer are taken into the equation interconnected layer [1]. In winter, the thermal and hydraulic conductivity characteristics of the materials are nonlinear and depends on the temperature and moisture in the material. In this case, the experimental method of determining the coefficient of the freezing or thawing of the material becomes much more difficult. Therefore, in this paper we propose an approximate method for calculating the thermal conductivity and moisture permeability characteristics of freezing or thawing material. Questions. Following the development of methods for solving the inverse problem of mathematical modeling allows us to answer questions that are closely related to the rational design of fences: Where the zone of condensation in the body of the multi-layer fencing; How and where to apply insulation rationally his place; Any constructive activities necessary to provide for the removal of moisture from the structure; What should be the temperature and humidity conditions for the normal operation of the premises enclosing structure; What is the longevity of the structure in terms of its components frost materials. Tasks: The proposed mathematical model to solve the following problems: To assess the condition of the thermo-physical designed structures at different operating conditions and select appropriate material layers; Calculate the temperature field in a structurally complex multilayer structures; When measuring temperature and moisture in the characteristic points to determine the thermal characteristics of the materials constituting the surveyed construction; Laboratory testing to significantly reduce test time, and eliminates the climatic chamber and expensive instrumentation experiments and research; Allows you to simulate real-life situations that arise in multilayer enclosing structures associated with freezing, thawing, drying and cooling of any layer of the building material.

Keywords: energy saving, inverse problem, heat transfer, multilayer walling

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Authors: Iftikhar U. Sikder

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This paper illustrates an application of granular computing approach, namely rough set theory in data mining. The paper outlines the formalism of granular computing and elucidates the mathematical underpinning of rough set theory, which has been widely used by the data mining and the machine learning community. A real-world application is illustrated, and the classification performance is compared with other contending machine learning algorithms. The predictive performance of the rough set rule induction model shows comparative success with respect to other contending algorithms.

Keywords: concept approximation, granular computing, reducts, rough set theory, rule induction

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Authors: Mohd Asrul Affendi Bi Abdullah, Nyi Nyi Naing

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The purpose of this study was to identify comparable manner between negative binomial death rate (NBDR) and zero inflated negative binomial death rate (ZINBDR) with died patients with (HIV + T B+) and (HIV + T B−). HIV and TB is a serious world wide problem in the developing country. Data were analyzed with applying NBDR and ZINBDR to make comparison which a favorable model is better to used. The ZINBDR model is able to account for the disproportionately large number of zero within the data and is shown to be a consistently better fit than the NBDR model. Hence, as a results ZINBDR model is a superior fit to the data than the NBDR model and provides additional information regarding the died mechanisms HIV+TB. The ZINBDR model is shown to be a use tool for analysis death rate according age categorical.

Keywords: zero inflated negative binomial death rate, HIV and TB, AIC and BIC, death rate

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Authors: Reynaldo Esquivel, Pedro Hernandez, Aaron Martinez-Higareda, Sergio Tena-Cano, Enrique Alvarez-Ramos, Armando Lucero-Acuna

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Stimuli-responsive nanomaterials play an essential role in loading, transporting and well-distribution of anti-cancer compounds in the cellular surroundings. The outstanding properties as the Lower Critical Solution Temperature (LCST), hydrolytic cleavage and protonation/deprotonation cycle, govern the release and delivery mechanisms of payloads. In this contribution, we experimentally determine the load efficiency and release of antineoplastic Vincristine Sulfate into PNIPAM-Interpenetrated-Chitosan (PIntC) nanoparticles. Structural analysis was performed by Fourier Transform Infrared Spectroscopy (FT-IR) and Proton Nuclear Magnetic Resonance (1HNMR). ζ-Potential (ζ) and Hydrodynamic diameter (DH) measurements were monitored by Electrophoretic Mobility (EM) and Dynamic Light scattering (DLS) respectively. Mathematical analysis of the release pharmacokinetics reveals a three-phase model above LCST, while a monophasic of Vincristine release model was observed at 32 °C. Cytotoxic essays reveal a noticeable enhancement of Vincristine effectiveness at low drug concentration on HeLa cervix cancer and MDA-MB-231 breast cancer.

Keywords: nanoparticles, vincristine, drug delivery, PNIPAM

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Authors: Alexander N. Savostyanov, Tatyana A. Dolgorukova, Elena A. Esipenko, Mikhail S. Zaleshin, Margherita Malanchini, Anna V. Budakova, Alexander E. Saprygin, Yulia V. Kovas

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The present study compared spectral-power indexes and cortical topography of brain activity in a sample characterized by different levels of trait and mathematical anxiety. 52 healthy Russian-speakers (age 17-32; 30 males) participated in the study. Participants solved an error recognition task under 3 conditions: A lexical condition (simple sentences in Russian), and two numerical conditions (simple arithmetic and complicated algebraic problems). Trait and mathematical anxiety were measured using self-repot questionnaires. EEG activity was recorded simultaneously during task execution. Event-related spectral perturbations (ERSP) were used to analyze spectral-power changes in brain activity. Additionally, sLORETA was applied in order to localize the sources of brain activity. When exploring EEG activity recorded after tasks onset during lexical conditions, sLORETA revealed increased activation in frontal and left temporal cortical areas, mainly in the alpha/beta frequency ranges. When examining the EEG activity recorded after task onset during arithmetic and algebraic conditions, additional activation in delta/theta band in the right parietal cortex was observed. The ERSP plots reveled alpha/beta desynchronizations within a 500-3000 ms interval after task onset and slow-wave synchronization within an interval of 150-350 ms. Amplitudes of these intervals reflected the accuracy of error recognition, and were differently associated with the three (lexical, arithmetic and algebraic) conditions. The level of trait anxiety was positively correlated with the amplitude of alpha/beta desynchronization. The level of mathematical anxiety was negatively correlated with the amplitude of theta synchronization and of alpha/beta desynchronization. Overall, trait anxiety was related with an increase in brain activation during task execution, whereas mathematical anxiety was associated with increased inhibitory-related activity. We gratefully acknowledge the support from the №11.G34.31.0043 grant from the Government of the Russian Federation.

Keywords: anxiety, EEG, lexical and numerical error-recognition tasks, alpha/beta desynchronization

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Authors: Imene Skhakhfa, Lahbaci Ouerdachi

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To ensure the overall coherence of simulated results, it is necessary to develop a robust validation process. In many applications, it is no longer content to calibrate and validate the model only in relation to the hydro graph measured at the outlet, but we try to better simulate the functioning of the watershed in space. Therefore the timing also performs compared to other variables such as water level measurements in intermediate stations or groundwater levels. As part of this work, we limit ourselves to modeling flood of short duration for which the process of evapotranspiration is negligible. The main parameters to identify the models are related to the method of unit hydro graph (HU). Three different models were tested: SNYDER, CLARK and SCS. These models differ in their mathematical structure and parameters to be calibrated while hydrological data are the same, the initial water content and precipitation. The models are compared on the basis of their performance in terms six objective criteria, three global criteria and three criteria representing volume, peak flow, and the mean square error. The first type of criteria gives more weight to strong events whereas the second considers all events to be of equal weight. The results show that the calibrated parameter values are dependent and also highlight the problems associated with the simulation of low flow events and intermittent precipitation.

Keywords: model calibration, intensity, runoff, hydrograph

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Authors: Natchaphon Auampradit, Patama Vapattanawong, Sureeporn Punpuing, Malee Sunpuwan, Tawanchai Jirapramukpitak

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Longitudinal studies related to cognitive impairment in elderly are necessary for health promotion and development. The purposes of this study were (1) to examine changes in cognition of elderly over time and (2) to examine the impacts of changes in social determinants of health (SDH) toward changes in cognition of elderly by using the secondary data derived from the Kanchanaburi Demographic Surveillance System (KDSS) by the Institute for Population and Social Research (IPSR) which contained longitudinal data on individuals, households, and villages. Two selected projects included the Health and Social Support for Elderly in KDSS in 2007 and the Population, Economic, Social, Cultural, and Long-term Care Surveillance for Thai Elderly People’s Health Promotion in 2011. The samples were 586 elderly participated in both projects. SDH included living arrangement, social relationships with children, relatives, and friends, household asset-based wealth index, household monthly income, loans for livings, loans for investment, and working status. Cognitive impairment was measured by category fluency and delayed recall. This study employed Generalized Estimating Equation (GEE) model to investigate changes in cognition by taking SDH and other variables such as age, gender, marital status, education, and depression into the model. The unstructured correlation structure was selected to use for analysis. The results revealed that 24 percent of elderly had cognitive impairment at baseline. About 13 percent of elderly still had cognitive impairment during 2007 until 2011. About 21 percent and 11 percent of elderly had cognitive decline and cognitive improvement, respectively. The cross-sectional analysis showed that household asset-based wealth index, social relationship with friends, working status, age, marital status, education, and depression were significantly associated with cognitive impairment. The GEE model revealed longitudinal effects of household asset-based wealth index and working status against cognition during 2007 until 2011. There was no longitudinal effect of social conditions against cognition. Elderly living with richer household asset-based wealth index, still being employed, and being younger were less likely to have cognitive impairment. The results strongly suggested that poorer household asset-based wealth index and being unemployed were served as a risk factor for cognitive impairment over time. Increasing age was still the major risk for cognitive impairment as well.

Keywords: changes in cognition, cognitive impairment, elderly, KDSS, longitudinal study

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Authors: Shiwei Deng, Yang Bao

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In this paper, we present a model-based regression test suite reducing approach that uses EFSM model dependence analysis and probability-driven greedy algorithm to reduce software regression test suites. The approach automatically identifies the difference between the original model and the modified model as a set of elementary model modifications. The EFSM dependence analysis is performed for each elementary modification to reduce the regression test suite, and then the probability-driven greedy algorithm is adopted to select the minimum set of test cases from the reduced regression test suite that cover all interaction patterns. Our initial experience shows that the approach may significantly reduce the size of regression test suites.

Keywords: dependence analysis, EFSM model, greedy algorithm, regression test

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Authors: Mehrdad Shahrbanozadeh, Gholam Abbas Barani, Saeed Shojaee

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In this study, a finite element (Seep3D model) and an artificial neural network (ANN) model were developed to simulate flow through dam foundation. Seep3D model is capable of simulating three-dimensional flow through a heterogeneous and anisotropic, saturated and unsaturated porous media. Flow through the Shahid Abbaspour dam foundation has been used as a case study. The FEM with 24960 triangular elements and 28707 nodes applied to model flow through foundation of this dam. The FEM being made denser in the neighborhood of the curtain screen. The ANN model developed for Shahid Abbaspour dam is a feedforward four layer network employing the sigmoid function as an activator and the back-propagation algorithm for the network learning. The water level elevations of the upstream and downstream of the dam have been used as input variables and the piezometric heads as the target outputs in the ANN model. The two models are calibrated and verified using the Shahid Abbaspour’s dam piezometric data. Results of the models were compared with those measured by the piezometers which are in good agreement. The model results also revealed that the ANN model performed as good as and in some cases better than the FEM.

Keywords: seepage, dam foundation, finite element method, neural network, seep 3D model

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Authors: D. Mohammadzadeh S., J. Bolouri Bazaz

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This paper presents a new prediction model for compression index of fine-grained soils using multi-gene genetic programming (MGGP) technique. The proposed model relates the soil compression index to its liquid limit, plastic limit and void ratio. Several laboratory test results for fine-grained were used to develop the models. Various criteria were considered to check the validity of the model. The parametric and sensitivity analyses were performed and discussed. The MGGP method was found to be very effective for predicting the soil compression index. A comparative study was further performed to prove the superiority of the MGGP model to the existing soft computing and traditional empirical equations.

Keywords: new prediction model, compression index soil, multi-gene genetic programming, MGGP

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Authors: Gang Liu, Can Wang, Runnan Zhang, Quan Wang, Huimin Song, Shaomin Ji

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Biba model can protect information integrity but might deny various non-malicious access requests of the subjects, thereby decreasing the availability in the system. Therefore, a mechanism that allows exceptional access control is needed. Break the Glass (BTG) strategies refer an efficient means for extending the access rights of users in exceptional cases. These strategies help to prevent a system from stagnation. An approach is presented in this work for integrating Break the Glass strategies into the Biba model. This research proposes a model, BTG-Biba, which provides both an original Biba model used in normal situations and a mechanism used in emergency situations. The proposed model is context aware, can implement a fine-grained type of access control and primarily solves cross-domain access problems. Finally, the flexibility and availability improvement with the use of the proposed model is illustrated.

Keywords: Biba model, break the glass, context, cross-domain, fine-grained

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Authors: Ferhat Demir

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Even if strategic management is highly critical for all types of organizations, only a few maturity models have been proposed in business literature for the area of strategic management activities. This paper updates previous studies and presents a new conceptual model for assessing the maturity of strategic management in any organization. Strategic management maturity model (S-3M) is basically composed of 6 maturity levels with 7 dimensions. The biggest contribution of S-3M is to put innovation into agenda of strategic management. The main objective of this study is to propose a model to align innovation with business strategies. This paper suggests that innovation (breakthrough new products/services and business models) is the only way of creating sustainable growth and strategy studies cannot ignore this aspect. Maturity models should embrace innovation to respond dynamic business environment and rapidly changing customer behaviours.

Keywords: strategic management, innovation, business model, maturity model

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Authors: Muhammad Tariq, Hammad Tahir, Fawwad Mahmood Butt

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Purpose: This study attempts to examine the best forecasting methodologies in the time series. The time series forecasting models such as VAR, ARCH and the ARMA are considered for the analysis. Methodology: The Bench Marks or the parameters such as Adjusted R square, F-stats, Durban Watson, and Direction of the roots have been critically and empirically analyzed. The empirical analysis consists of time series data of Consumer Price Index and Closing Stock Price. Findings: The results show that the VAR model performed better in comparison to other models. Both the reliability and significance of VAR model is highly appreciable. In contrary to it, the ARCH model showed very poor results for forecasting. However, the results of ARMA model appeared double standards i.e. the AR roots showed that model is stationary and that of MA roots showed that the model is invertible. Therefore, the forecasting would remain doubtful if it made on the bases of ARMA model. It has been concluded that VAR model provides best forecasting results. Practical Implications: This paper provides empirical evidences for the application of time series forecasting model. This paper therefore provides the base for the application of best time series forecasting model.

Keywords: forecasting, time series, auto regression, ARCH, ARMA

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Authors: Malkhan Thakur, P. Deepak Kumar, P. K. S. Dikshit

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In recent years, the hydraulic behavior of side weirs has been the subject of many investigations. Most of the studies have been in connection with specific problems and have involved models. This is perhaps understandable, since a generalized treatment is made difficult by the large number of possible variables to be used to define the problem. A variety of empirical head discharge relationships have been suggested for side weirs. These empirical approaches failed to adequately consider the actual situation, and produced equations applicable only in circumstances virtually identical to those of the experiment. The present investigation is targeted to study to a greater depth the effect of different trapezium angles of a trapezoidal side weir and study of water surface profile in spatially varied flow with decreasing discharge maintaining the main channel flow subcritical. On the basis of experiment, the relationship between upstream Froude number and coefficient of discharge has been established. All the characteristics of spatially varied flow with decreasing discharge have been studied and subsequently formulated. The scope of the present investigation has been basically limited to a one-dimensional model of flow for the purpose of analysis. A formulation has been derived using the theoretical concept of constant specific energy. Coefficient of discharge has been calculated and experimental results were presented.

Keywords: weirs, subcritical flow, rectangular channel, trapezoidal side weir

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Authors: Vinod Kumar, Navin Kumar, Surjit Angra, Prince Sharma

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This paper presents the design analysis of saddle support of a horizontal pressure vessel. Since saddle have the vital role to support the pressure vessel and to maintain its stability, it should be designed in such a way that it can afford the vessel load and internal pressure of the vessel due to liquid contained in the vessel. A model of horizontal pressure vessel and saddle support is created in Ansys. Stresses are calculated using mathematical approach and Ansys software. The analysis reveals the zone of high localized stress at the junction part of the pressure vessel and saddle support due to operating conditions. The results obtained by both the methods are compared with allowable stress value for safe designing.

Keywords: ANSYS, pressure vessel, saddle, support

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Authors: Athmane Bakhta, Sebastien Leclaire, David Vidal, Francois Bertrand, Mohamed Cheriet

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This work presents a new three-dimensional variational model proposed for the simulation of ink seepage into paper sheets at the fiber level. The model, inspired by the Hising model, takes into account a finite volume of ink and describes the system state through gravity, cohesion, and adhesion force interactions. At the mesoscopic scale, the paper substrate is modeled using a discretized fiber structure generated using a numerical deposition procedure. A modified Monte Carlo method is introduced for the simulation of the ink dynamics. Besides, a multiphase lattice Boltzmann method is suggested to fine-tune the mesoscopic variational model parameters, and it is shown that the ink seepage behaviors predicted by the proposed model can resemble those predicted by a method relying on first principles.

Keywords: fibrous media, lattice Boltzmann, modelling and simulation, Monte Carlo, variational model

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Authors: Xu Wang

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This research builds linear regressions of U.S. macroeconomic condition and volatility measures in the investment grade and high yield Credit Default Swap index spreads using monthly data from March 2009 to July 2016, to study the relationship between different dimensions of macroeconomy and overall credit risk quality. The most significant contribution of this research is systematically examining individual and joint effects of macroeconomic condition and volatility on CDX spreads by including macroeconomic time series that captures different dimensions of the U.S. economy. The industrial production index growth, non-farm payroll growth, consumer price index growth, 3-month treasury rate and consumer sentiment are introduced to capture the condition of real economic activity, employment, inflation, monetary policy and risk aversion respectively. The conditional variance of the macroeconomic series is constructed using ARMA-GARCH model and is used to measure macroeconomic volatility. The linear regression model is conducted to capture relationships between monthly average CDX spreads and macroeconomic variables. The Newey–West estimator is used to control for autocorrelation and heteroskedasticity in error terms. Furthermore, the sensitivity factor analysis and standardized coefficients analysis are conducted to compare the sensitivity of CDX spreads to different macroeconomic variables and to compare relative effects of macroeconomic condition versus macroeconomic uncertainty respectively. This research shows that macroeconomic condition can have a negative effect on CDX spread while macroeconomic volatility has a positive effect on determining CDX spread. Macroeconomic condition and volatility variables can jointly explain more than 70% of the whole variation of the CDX spread. In addition, sensitivity factor analysis shows that the CDX spread is the most sensitive to Consumer Sentiment index. Finally, the standardized coefficients analysis shows that both macroeconomic condition and volatility variables are important in determining CDX spread but macroeconomic condition category of variables have more relative importance in determining CDX spread than macroeconomic volatility category of variables. This research shows that the CDX spread can reflect the individual and joint effects of macroeconomic condition and volatility, which suggests that individual investors or government should carefully regard CDX spread as a measure of overall credit risk because the CDX spread is influenced by macroeconomy. In addition, the significance of macroeconomic condition and volatility variables, such as Non-farm Payroll growth rate and Industrial Production Index growth volatility suggests that the government, should pay more attention to the overall credit quality in the market when macroecnomy is low or volatile.

Keywords: autoregressive moving average model, credit spread puzzle, credit default swap spread, generalized autoregressive conditional heteroskedasticity model, macroeconomic conditions, macroeconomic uncertainty

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Authors: Suparman

Abstract:

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: piecewise regression, bayesian, reversible jump MCMC, segmentation

Procedia PDF Downloads 371

Authors: Batuhan Kocaoglu

Abstract:

Although using powerful systems like ERP (Enterprise Resource Planning), companies still cannot benchmark their processes and measure their process performance easily based on predefined SCOR (Supply Chain Operation References) terms. The purpose of this research is to identify common and corresponding processes to present a conceptual model to model and measure the purchasing process of an organization. The main steps for the research study are: Literature review related to 'procure to pay' process in ERP system; Literature review related to 'sourcing' process in SCOR model; To develop a conceptual model integrating 'sourcing' of SCOR model and 'procure to pay' of ERP model. In this study, we examined the similarities and differences between these two models. The proposed framework is based on the assumptions that are drawn from (1) the body of literature, (2) the authors’ experience by working in the field of enterprise and logistics information systems. The modeling framework provides a structured and systematic way to model and decompose necessary information from conceptual representation to process element specification. This conceptual model will help the organizations to make quality purchasing system measurement instruments and tools. And offered adaptation issues for ERP systems and SCOR model will provide a more benchmarkable and worldwide standard business process.

Keywords: SCOR, ERP, procure to pay, sourcing, reference model

Procedia PDF Downloads 362

Authors: M. Kumpugdee-Vollrath, T. G. D. Phu, M. Helmis

Abstract:

A suitable model membrane to study the pharmacological effect of pharmaceutical products is human stratum corneum because this layer of human skin is the outermost layer and it is an important barrier to be passed through. Other model membranes which were also used are for example skins from pig, mouse, reptile or fish. We are interested in fish skins in this project. The advantages of the fish skins are, that they can be obtained from the supermarket or fish shop. However, the fish skins should be freshly prepared and used directly without storage. In order to understand the effect of different model drugs e.g. lidocaine HCl, resveratrol, paracetamol, ibuprofen, acetyl salicylic acid on the properties of the model membrane from various types of fishes e.g. trout, salmon, cod, plaice permeation tests were performed and differential scanning calorimetry was applied.

Keywords: fish skin, model membrane, permeation, DSC, lidocaine HCl, resveratrol, paracetamol, ibuprofen, acetyl salicylic acid

Procedia PDF Downloads 468

Authors: Zasha Romero, Roberto Trevino, Lin Wang, Elizabeth Alanis, Jesus Cuellar

Abstract:

Background: There is a strong relationship between low cardiorespiratory fitness (CRF) and high adiposity levels. The purpose of this study was to assess the effects of the Bienestar/Neema Coordinated School Health Program (BN CSHP) on the CRF of preschool children. Methods: This is a randomized cluster trial conducted in preschools of two school districts located along the Texas-Mexico border. Of 48 eligible schools, 28 were randomly selected (intervention, n=14; control, n=14). Family demographics and household health characteristics were collected from parents. CRF, as measured by the Progressive Anaerobic Capacity Endurance Run (PACER) fitness test, was collected from the children. A generalized linear mixed model (GLMM) was used to analyze the data. Results: Family demographics, household health characteristics, and children’s weight, obesity prevalence, and sedentary activity were similar among both treatment groups. After adjusting for covariates, the number of laps run by children in the control group increased by 23% (CI: -5% to 60%) per each data collection period compared with 53% (CI: 7% to 119%) in the intervention group. Conclusions: Children in the BN CSHP, compared to those in the control group, had a significantly higher increase in their CRF. This finding is important because of the health benefits of CRF in children.

Keywords: coordinated school health program, cardiorespiratory fitness, obesity, border health, preschool, physical education, movement

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Authors: Rahele Mosleh

Abstract:

This paper gives a survey of results on global stability of extended Ross model for malaria by constructing some elegant Lyapunov functions for two cases of epidemic, including disease-free and endemic occasions. The model is a nonlinear seven-dimensional system of ordinary differential equations that simulates this phenomenon in a more realistic fashion. We discuss the existence of positive disease-free and endemic equilibrium points of the model. It is stated that extended Ross model possesses invariant solutions for human and mosquito in a specific domain of the system.

Keywords: global stability, invariant solutions, Lyapunov function, stationary points

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Authors: Sina Saadati, Mohammadreza Razzazi

Abstract:

Since Java is an object-oriented language, It can be used to solve a wide range of problems. One of the considerable usages of this language can be found in Agent-based modeling and simulation. Despite the significant power of Java, There is not an easy method to render a 3-dimensional human model. In this article, we are about to develop a library which helps modelers present a 3D human model and control it with Java. The library runs two server programs. The first one is a web page server that can connect to any browser and present an HTML code. The second server connects to the browser and controls the movement of the model. So, the modeler will be able to develop a simulation and display a good-looking human model without any knowledge of any graphical tools.

Keywords: agent-based modeling and simulation, human model, graphics, Java, distributed systems

Procedia PDF Downloads 109