Search results for: light gradient boosting model (LGBM)
19345 Rheological Model for Describing Spunlace Nonwoven Behavior
Authors: Sana Ridene, Soumaya Sayeb, Houda Helali, Mohammed Ben Hassen
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Nonwoven structures have a range of applications which include Medical, filtration, geotextile and recently this unconventional fabric is finding a niche in fashion apparel. In this paper, a modified form of Vangheluwe rheological model is used to describe the mechanical behavior of nonwovens fabrics in uniaxial tension. This model is an association in parallel of three Maxwell elements characterized by damping coefficients η1, η2 and η3 and E1, E2, E3 elastic modulus and a nonlinear spring C. The model is verified experimentally with two types of nonwovens (50% viscose /50% Polyester) and (40% viscose/60% Polyester) and a range of three square weights values. Comparative analysis of the theoretical model and the experimental results of tensile test proofs a high correlation between them. The proposed model can fairly well replicate the behavior of nonwoven fabrics during relaxation and sample traction. This allowed us to predict the mechanical behavior in tension and relaxation of fabrics starting only from their technical parameters (composition and weight).Keywords: mechanical behavior, tensile strength, relaxation, rheological model
Procedia PDF Downloads 40919344 Thermal Modelling and Experimental Comparison for a Moving Pantograph Strip
Authors: Nicolas Delcey, Philippe Baucour, Didier Chamagne, Geneviève Wimmer, Auditeau Gérard, Bausseron Thomas, Bouger Odile, Blanvillain Gérard
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This paper proposes a thermal study of the catenary/pantograph interface for a train in motion. A 2.5D complex model of the pantograph strip has been defined and created by a coupling between a 1D and a 2D model. Experimental and simulation results are presented and with a comparison allow validating the 2.5D model. Some physical phenomena are described and presented with the help of the model such as the stagger motion thermal effect, particular heats and the effect of the material characteristics. Finally it is possible to predict the critical thermal configuration during a train trip.Keywords: electro-thermal studies, mathematical optimizations, multi-physical approach, numerical model, pantograph strip wear
Procedia PDF Downloads 32719343 Weight Loss Degradation of Hybrid Blends LLDPE/Starch/PVA Upon Exposure to UV Light and Soil Burial
Authors: Rahmah M., Noor Zuhaira Abd Aziz, Farhan M., Mohd Muizz Fahimi M.
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Polybag and mulch film for agricultural field pose environmental wastage upon disposal. Thus a degradable polybag was designed with hybrid sago starch (SS) and polyvinyl alcohol (PVA). Two Different blended composition of SS and PVA Hybrid have been compounded. Then, the hybrids blended are mixed with linear line density polyethylene (LLDPE) resin to fabricate polybag film through conventional film blowing process. Hybrid blends was compounded at different ratios. Samples of LLDPE, SS and PVA hybrid film were exposed to UV light and soil burial. The weight loss were determined during degradation process. Hybrid film by degradation of starch was found to decrease on esterification. However the hybrid film showed greater degradation in soil and uv radiation up to 60% of SS. Weight loss were also determined in control humidity oven with 70% humidity and temperature set up at 30 °C and left in humidity chamber for a month.Keywords: LLDPE, PVA, sago starch, degradation, soil burial, uv radiation
Procedia PDF Downloads 63319342 Improvement of Greenhouse Gases Bio-Fixation by Microalgae Using a “Plasmon-Enhanced Photobioreactor”
Authors: Francisco Pereira, António Augusto Vicente, Filipe Vaz, Joel Borges, Pedro Geada
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Light is a growth-limiting factor in microalgae cultivation, where factors like spectral components, intensity, and duration, often characterized by its wavelength, are well-reported to have a substantial impact on cell growth rates and, consequently, photosynthetic performance and mitigation of CO2, one of the most significant greenhouse gases (GHGs). Photobioreactors (PBRs) are commonly used to grow microalgae under controlled conditions, but they often fail to provide an even light distribution to the cultures. For this reason, there is a pressing need for innovations aiming at enhancing the efficient utilization of light. So, one potential approach to address this issue is by implementing plasmonic films, such as the localized surface plasmon resonance (LSPR). LSPR is an optical phenomenon connected to the interaction of light with metallic nanostructures. LSPR excitation is characterized by the oscillation of unbound conduction electrons of the nanoparticles coupled with the electromagnetic field from incident light. As a result of this excitation, highly energetic electrons and a strong electromagnetic field are generated. These effects lead to an amplification of light scattering, absorption, and extinction of specific wavelengths, contingent on the nature of the employed nanoparticle. Thus, microalgae might benefit from this biotechnology as it enables the selective filtration of inhibitory wavelengths and harnesses the electromagnetic fields produced, which could lead to enhancements in both biomass and metabolite productivity. This study aimed at implementing and evaluating a “plasmon-enhanced PBR”. The goal was to utilize LSPR thin films to enhance the growth and CO2 bio-fixation rate of Chlorella vulgaris. The internal/external walls of the PBRs were coated with a TiO2 matrix containing different nanoparticles (Au, Ag, and Au-Ag) in order to evaluate the impact of this approach on microalgae’s performance. Plasmonic films with distinct compositions resulted in different Chlorella vulgaris growth, ranging from 4.85 to 6.13 g.L-1. The highest cell concentrations were obtained with the metallic Ag films, demonstrating a 14% increase compared to the control condition. Moreover, it appeared to be no differences in growth between PBRs with inner and outer wall coatings. In terms of CO2 bio-fixation, distinct rates were obtained depending on the coating applied, ranging from 0.42 to 0.53 gCO2L-1d-1. Ag coating was demonstrated to be the most effective condition for carbon fixation by C. vulgaris. The impact of LSPR films on the biochemical characteristics of biomass (e.g., proteins, lipids, pigments) was analysed as well. Interestingly, Au coating yielded the most significant enhancements in protein content and total pigments, with increments of 15 % and 173 %, respectively, when compared to the PBR without any coating (control condition). Overall, the incorporation of plasmonic films in PBRs seems to have the potential to improve the performance and efficiency of microalgae cultivation, thereby representing an interesting approach to increase both biomass production and GHGs bio-mitigation.Keywords: CO₂ bio-fixation, plasmonic effect, photobioreactor, photosynthetic microalgae
Procedia PDF Downloads 8419341 Temperature Dependent Current-Voltage (I-V) Characteristics of CuO-ZnO Nanorods Based Heterojunction Solar Cells
Authors: Venkatesan Annadurai, Kannan Ethirajalu, Anu Roshini Ramakrishnan
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Copper oxide (CuO) and zinc oxide (ZnO) based coaxial (CuO-ZnO nanorods) heterojunction has been the interest of various research communities for solar cells, light emitting diodes (LEDs) and photodetectors applications. Copper oxide (CuO) is a p-type material with the band gap of 1.5 eV and it is considered to be an attractive absorber material in solar cells applications due to its high absorption coefficient and long minority carrier diffusion length. Similarly, n-type ZnO nanorods possess many attractive advantages over thin films such as, the light trapping ability and photosensitivity owing to the presence of oxygen related hole-traps at the surface. Moreover, the abundant availability, non-toxicity, and inexpensiveness of these materials make them suitable for potentially cheap, large area, and stable photovoltaic applications. However, the efficiency of the CuO-ZnO nanorods heterojunction based devices is greatly affected by interface defects which generally lead to the poor performance. In spite of having much potential, not much work has been carried out to understand the interface quality and transport mechanism involved across the CuO-ZnO nanorods heterojunction. Therefore, a detailed investigation of CuO-ZnO heterojunction is needed to understand the interface which affects its photovoltaic performance. Herein, we have fabricated the CuO-ZnO nanorods based heterojunction by simple hydrothermal and electrodeposition technique and investigated its interface quality by carrying out temperature (300 –10 K) dependent current-voltage (I-V) measurements under dark and illumination of visible light. Activation energies extracted from the temperature dependent I-V characteristics reveals that recombination and tunneling mechanism across the interfacial barrier plays a significant role in the current flow.Keywords: heterojunction, electrical transport, nanorods, solar cells
Procedia PDF Downloads 22419340 Solar Powered Front Wheel Drive (FWD) Electric Trike: An Innovation
Authors: Michael C. Barbecho, Romeo B. Morcilla
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This study focused on the development of a solar powered front wheel drive electric trike for personal use and short distance travel, utilizing solar power and a variable speed transmission to adapt in places where varying road grades and unavailability of plug-in charging stations are of great problems. The actual performance of the vehicle was measured in terms of duration of charging using solar power, distance travel and battery power duration, top speed developed at full power, and load capacity. This project followed the research and development process which involved planning, designing, construction, and testing. Solar charging tests revealed that the vehicle requires 6 to 8 hours sunlight exposure to fully charge the batteries. At full charge, the vehicle can travel 35 km utilizing battery power down to 42%. Vehicle showed top speed of 25 kph at 0 to 3% road grade carrying a maximum load of 122 kg. The maximum climbing grade was 23% with the vehicle carrying a maximum load of 122 kg. Technically the project was feasible and can be a potential model for possible conversion of traditional Philippine made “pedicabs” and gasoline engine powered tricycle into modern electric vehicles. Moreover, it has several technical features and advantages over a commercialized electric vehicle such as the use solar charging system and variable speed power transmission and front drive power train for adaptability in any road gradient.Keywords: electric vehicle, solar vehicles, front drive, solar, solar power
Procedia PDF Downloads 57119339 Cellular Automata Using Fractional Integral Model
Authors: Yasser F. Hassan
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In this paper, a proposed model of cellular automata is studied by means of fractional integral function. A cellular automaton is a decentralized computing model providing an excellent platform for performing complex computation with the help of only local information. The paper discusses how using fractional integral function for representing cellular automata memory or state. The architecture of computing and learning model will be given and the results of calibrating of approach are also given.Keywords: fractional integral, cellular automata, memory, learning
Procedia PDF Downloads 41319338 A Study on Real-Time Fluorescence-Photoacoustic Imaging System for Mouse Thrombosis Monitoring
Authors: Sang Hun Park, Moung Young Lee, Su Min Yu, Hyun Sang Jo, Ji Hyeon Kim, Chul Gyu Song
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A near-infrared light source used as a light source in the fluorescence imaging system is suitable for use in real-time during the operation since it has no interference in surgical vision. However, fluorescence images do not have depth information. In this paper, we configured the device with the research on molecular imaging systems for monitoring thrombus imaging using fluorescence and photoacoustic. Fluorescence imaging was performed using a phantom experiment in order to search the exact location, and the Photoacoustic image was in order to detect the depth. Fluorescence image obtained when evaluated through current phantom experiments when the concentration of the contrast agent is 25μg / ml, it was confirmed that it looked sharper. The phantom experiment is has shown the possibility with the fluorescence image and photoacoustic image using an indocyanine green contrast agent. For early diagnosis of cardiovascular diseases, more active research with the fusion of different molecular imaging devices is required.Keywords: fluorescence, photoacoustic, indocyanine green, carotid artery
Procedia PDF Downloads 60119337 A Strategic Communication Design Model for Indigenous Knowledge Management
Authors: Dilina Janadith Nawarathne
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This article presents the initial development of a communication model (Model_isi) as the means of gathering, preserving and transferring indigenous knowledge in the field of knowledge management. The article first discusses the need for an appropriate complimentary model for indigenous knowledge management which differs from the existing methods and models. Then the paper suggests the newly developed model for indigenous knowledge management which generate as result of blending key aspects of different disciplines, which can be implemented as a complementary approach for the existing scientific method. The paper further presents the effectiveness of the developed method in reflecting upon a pilot demonstration carried out on selected indigenous communities of Sri Lanka.Keywords: indigenous knowledge management, knowledge transferring, tacit knowledge, research model, asian centric philosophy
Procedia PDF Downloads 48019336 Analyzing Temperature and Pressure Performance of a Natural Air-Circulation System
Authors: Emma S. Bowers
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Perturbations in global environments and temperatures have heightened the urgency of creating cost-efficient, energy-neutral building techniques. Structural responses to this thermal crisis have included designs (including those of the building standard PassivHaus) with airtightness, window placement, insulation, solar orientation, shading, and heat-exchange ventilators as potential solutions or interventions. Limitations in the predictability of the circulation of cooled air through the ambient temperature gradients throughout a structure are one of the major obstacles facing these enhanced building methods. A diverse range of air-cooling devices utilizing varying technologies is implemented around the world. Many of them worsen the problem of climate change by consuming energy. Using natural ventilation principles of air buoyancy and density to circulate fresh air throughout a building with no energy input can combat these obstacles. A unique prototype of an energy-neutral air-circulation system was constructed in order to investigate potential temperature and pressure gradients related to the stack effect (updraft of air through a building due to changes in air pressure). The stack effect principle maintains that since warmer air rises, it will leave an area of low pressure that cooler air will rush in to fill. The result is that warmer air will be expelled from the top of the building as cooler air is directed through the bottom, creating an updraft. Stack effect can be amplified by cooling the air near the bottom of a building and heating the air near the top. Using readily available, mostly recyclable or biodegradable materials, an insulated building module was constructed. A tri-part construction model was utilized: a subterranean earth-tube heat exchanger constructed of PVC pipe and placed in a horizontally oriented trench, an insulated, airtight cube aboveground to represent a building, and a solar chimney (painted black to increase heat in the out-going air). Pressure and temperature sensors were placed at four different heights within the module as well as outside, and data was collected for a period of 21 days. The air pressures and temperatures over the course of the experiment were compared and averaged. The promise of this design is that it represents a novel approach which directly addresses the obstacles of air flow and expense, using the physical principle of stack effect to draw a continuous supply of fresh air through the structure, using low-cost and readily available materials (and zero manufactured energy). This design serves as a model for novel approaches to creating temperature controlled buildings using zero energy and opens the door for future research into the effects of increasing module scale, increasing length and depth of the earth tube, and shading the building. (Model can be provided).Keywords: air circulation, PassivHaus, stack effect, thermal gradient
Procedia PDF Downloads 15419335 Characterization and Modification of the Optical Properties of Zirconia Ceramics for Aesthetic Dental Restorations
Authors: R. A. Shahmiri, O. Standard, J. Hart, C. C. Sorrell
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Yttrium stabilized tetragonal zirconium polycrystalline (Y-TZP) has been used as a dental biomaterial. The strength and toughness of zirconia can be accounted for by its toughening mechanisms, such as crack deflection, zone shielding, contact shielding, and crack bridging. Prevention of crack propagation is of critical importance in high-fatigue situations, such as those encountered in mastication and para-function. However, the poor translucency of Y-TZP means that it may not meet the aesthetic requirements due to its white/grey appearance in polycrystalline form. To improve optical property of the Zirconia, precise evaluation of its refractive index is of significance. Zirconia`s optical properties need to be studied more in depth. Number of studies assumed, scattered light is isotropically distributed over all angles from biological media when defining optical parameters. Nevertheless, optical behaviour of real biological material depends on angular scattering of light by anisotropy material. Therefore, the average cosine of the scattering angle (which represent recovery phase function in the scattering angular distribution) usually characterized by anisotropy material. It has been identified that yttrium anti-sites present in the space charge layer have no significant role in the absorption of light in the visible range. Addition of cation dopant to polycrystalline zirconia results in segregate to grain boundaries and grain growth. Intrinsic and extrinsic properties of ZrO2 and their effect on optical properties need to be investigated. Intrinsic properties such as chemical composition, defect structure (oxygen vacancy), phase configuration (porosity, second phase) and distribution of phase need to be studied to comprehend their effect on refraction index, absorption/reflection and scattering. Extrinsic properties such as surface structure, thickness, underlying tooth structure, cement layer (type, thickness), and light source (natural, curing, artificial) of ZrO2 need to be studied to understand their effect on colour and translucency of material. This research reviewed effect of stabilization of tetragonal zirconia on optical property of zirconia for dental application.Keywords: optical properties, zirconia dental biomaterial, chemical composition, phase composition
Procedia PDF Downloads 39519334 Study on the Model Predicting Post-Construction Settlement of Soft Ground
Authors: Pingshan Chen, Zhiliang Dong
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In order to estimate the post-construction settlement more objectively, the power-polynomial model is proposed, which can reflect the trend of settlement development based on the observed settlement data. It was demonstrated by an actual case history of an embankment, and during the prediction. Compared with the other three prediction models, the power-polynomial model can estimate the post-construction settlement more accurately with more simple calculation.Keywords: prediction, model, post-construction settlement, soft ground
Procedia PDF Downloads 42519333 Solving SPDEs by Least Squares Method
Authors: Hassan Manouzi
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We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.Keywords: least squares, wick product, SPDEs, finite element, wiener chaos expansion, gradient method
Procedia PDF Downloads 41919332 Improvement of the Traditional Techniques of Artistic Casting through the Development of Open Source 3D Printing Technologies Based on Digital Ultraviolet Light Processing
Authors: Drago Diaz Aleman, Jose Luis Saorin Perez, Cecile Meier, Itahisa Perez Conesa, Jorge De La Torre Cantero
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Traditional manufacturing techniques used in artistic contexts compete with highly productive and efficient industrial procedures. The craft techniques and associated business models tend to disappear under the pressure of the appearance of mass-produced products that compete in all niche markets, including those traditionally reserved for the work of art. The surplus value derived from the prestige of the author, the exclusivity of the product or the mastery of the artist, do not seem to be sufficient reasons to preserve this productive model. In the last years, the adoption of open source digital manufacturing technologies in small art workshops can favor their permanence by assuming great advantages such as easy accessibility, low cost, and free modification, adapting to specific needs of each workshop. It is possible to use pieces modeled by computer and made with FDM (Fused Deposition Modeling) 3D printers that use PLA (polylactic acid) in the procedures of artistic casting. Models printed by PLA are limited to approximate minimum sizes of 3 cm, and optimal layer height resolution is 0.1 mm. Due to these limitations, it is not the most suitable technology for artistic casting processes of smaller pieces. An alternative to solve size limitation, are printers from the type (SLS) "selective sintering by laser". And other possibility is a laser hardens, by layers, metal powder and called DMLS (Direct Metal Laser Sintering). However, due to its high cost, it is a technology that is difficult to introduce in small artistic foundries. The low-cost DLP (Digital Light Processing) type printers can offer high resolutions for a reasonable cost (around 0.02 mm on the Z axis and 0.04 mm on the X and Y axes), and can print models with castable resins that allow the subsequent direct artistic casting in precious metals or their adaptation to processes such as electroforming. In this work, the design of a DLP 3D printer is detailed, using backlit LCD screens with ultraviolet light. Its development is totally "open source" and is proposed as a kit made up of electronic components, based on Arduino and easy to access mechanical components in the market. The CAD files of its components can be manufactured in low-cost FDM 3D printers. The result is less than 500 Euros, high resolution and open-design with free access that allows not only its manufacture but also its improvement. In future works, we intend to carry out different comparative analyzes, which allow us to accurately estimate the print quality, as well as the real cost of the artistic works made with it.Keywords: traditional artistic techniques, DLP 3D printer, artistic casting, electroforming
Procedia PDF Downloads 14219331 Finding Data Envelopment Analysis Targets Using Multi-Objective Programming in DEA-R with Stochastic Data
Authors: R. Shamsi, F. Sharifi
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In this paper, we obtain the projection of inefficient units in data envelopment analysis (DEA) in the case of stochastic inputs and outputs using the multi-objective programming (MOP) structure. In some problems, the inputs might be stochastic while the outputs are deterministic, and vice versa. In such cases, we propose a multi-objective DEA-R model because in some cases (e.g., when unnecessary and irrational weights by the BCC model reduce the efficiency score), an efficient decision-making unit (DMU) is introduced as inefficient by the BCC model, whereas the DMU is considered efficient by the DEA-R model. In some other cases, only the ratio of stochastic data may be available (e.g., the ratio of stochastic inputs to stochastic outputs). Thus, we provide a multi-objective DEA model without explicit outputs and prove that the input-oriented MOP DEA-R model in the invariable return to scale case can be replaced by the MOP-DEA model without explicit outputs in the variable return to scale and vice versa. Using the interactive methods for solving the proposed model yields a projection corresponding to the viewpoint of the DM and the analyst, which is nearer to reality and more practical. Finally, an application is provided.Keywords: DEA-R, multi-objective programming, stochastic data, data envelopment analysis
Procedia PDF Downloads 10619330 Quantum Mechanics as a Branch of Black Hole Cosmology
Authors: U. V. S. Seshavatharam, S. Lakshminarayana
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In a unified approach observed cosmic red shift can be re-interpreted as an index of cosmological galactic atomic light emission phenomenon. By increasing the applications of Hubble volume in cosmology as well as in quantum physics, concepts of ‘Black Hole Cosmology’ can be well-confirmed. Clearly speaking ‘quantum mechanics’ can be shown to be a branch of ‘black hole cosmology’. In Big Bang Model, confirmation of all the observations directly depend on the large scale galactic distances that are beyond human reach and raise ambiguity in all respects. The subject of modern black hole physics is absolutely theoretical. Advantage of Black hole cosmology lies in confirming its validity through the ground based atomic and nuclear experimental results.Keywords: Hubble volume, black hole cosmology, CMBR energy density, Planck’s constant, fine structure ratio, cosmic time, nuclear charge radius, unification
Procedia PDF Downloads 56619329 Electric Power Generation by Thermoelectric Cells and Parabolic Solar Concentrators
Authors: A. Kianifar, M. Afzali, I. Pishbin
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In this paper, design details, theoretical analysis and thermal performance analysis of a solar energy concentrator suited to combined heat and thermoelectric power generation are presented. The thermoelectric device is attached to the absorber plate to convert concentrated solar energy directly into electric energy at the focus of the concentrator. A cooling channel (water cooled heat sink) is fitted to the cold side of the thermoelectric device to remove the waste heat and maintain a high temperature gradient across the device to improve conversion efficiency.Keywords: concentrator thermoelectric generator, CTEG, solar energy, thermoelectric cells
Procedia PDF Downloads 30519328 Increased Reaction and Movement Times When Text Messaging during Simulated Driving
Authors: Adriana M. Duquette, Derek P. Bornath
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Reaction Time (RT) and Movement Time (MT) are important components of everyday life that have an effect on the way in which we move about our environment. These measures become even more crucial when an event can be caused (or avoided) in a fraction of a second, such as the RT and MT required while driving. The purpose of this study was to develop a more simple method of testing RT and MT during simulated driving with or without text messaging, in a university-aged population (n = 170). In the control condition, a randomly-delayed red light stimulus flashed on a computer interface after the participant began pressing the ‘gas’ pedal on a foot switch mat. Simple RT was defined as the time between the presentation of the light stimulus and the initiation of lifting the foot from the switch mat ‘gas’ pedal; while MT was defined as the time after the initiation of lifting the foot, to the initiation of depressing the switch mat ‘brake’ pedal. In the texting condition, upon pressing the ‘gas’ pedal, a ‘text message’ appeared on the computer interface in a dialog box that the participant typed on their cell phone while waiting for the light stimulus to turn red. In both conditions, the sequence was repeated 10 times, and an average RT (seconds) and average MT (seconds) were recorded. Condition significantly (p = .000) impacted overall RTs, as the texting condition (0.47 s) took longer than the no-texting (control) condition (0.34 s). Longer MTs were also recorded during the texting condition (0.28 s) than in the control condition (0.23 s), p = .001. Overall increases in Response Time (RT + MT) of 189 ms during the texting condition would equate to an additional 4.2 meters (to react to the stimulus and begin braking) if the participant had been driving an automobile at 80 km per hour. In conclusion, increasing task complexity due to the dual-task demand of text messaging during simulated driving caused significant increases in RT (41%), MT (23%) and Response Time (34%), thus further strengthening the mounting evidence against text messaging while driving.Keywords: simulated driving, text messaging, reaction time, movement time
Procedia PDF Downloads 52319327 Descent Algorithms for Optimization Algorithms Using q-Derivative
Authors: Geetanjali Panda, Suvrakanti Chakraborty
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In this paper, Newton-like descent methods are proposed for unconstrained optimization problems, which use q-derivatives of the gradient of an objective function. First, a local scheme is developed with alternative sufficient optimality condition, and then the method is extended to a global scheme. Moreover, a variant of practical Newton scheme is also developed introducing a real sequence. Global convergence of these schemes is proved under some mild conditions. Numerical experiments and graphical illustrations are provided. Finally, the performance profiles on a test set show that the proposed schemes are competitive to the existing first-order schemes for optimization problems.Keywords: Descent algorithm, line search method, q calculus, Quasi Newton method
Procedia PDF Downloads 39819326 Application of Generalized Autoregressive Score Model to Stock Returns
Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke
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The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.Keywords: generalized autoregressive score model, South Africa, stock returns, time-varying
Procedia PDF Downloads 50119325 Reduction of Rotor-Bearing-Support Finite Element Model through Substructuring
Authors: Abdur Rosyid, Mohamed El-Madany, Mohanad Alata
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Due to simplicity and low cost, rotordynamic system is often modeled by using lumped parameters. Recently, finite elements have been used to model rotordynamic system as it offers higher accuracy. However, it involves high degrees of freedom. In some applications such as control design, this requires higher cost. For this reason, various model reduction methods have been proposed. This work demonstrates the quality of model reduction of rotor-bearing-support system through substructuring. The quality of the model reduction is evaluated by comparing some first natural frequencies, modal damping ratio, critical speeds and response of both the full system and the reduced system. The simulation shows that the substructuring is proven adequate to reduce finite element rotor model in the frequency range of interest as long as the numbers and the locations of master nodes are determined appropriately. However, the reduction is less accurate in an unstable or nearly-unstable system.Keywords: rotordynamic, finite element model, timoshenko beam, 3D solid elements, Guyan reduction method
Procedia PDF Downloads 27219324 Stock Market Development and the Growth of Nigerian Economy
Authors: Godwin Chigozie Okpara, Eugene Iheanacho
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This paper examined the dynamic behavior of stock market development and the growth of Nigerian economy. The variables; market capitalization ratio, turnover ratio and liquidity proxies by the ratio of market capitalization to gross domestic product were sourced and computed from the Nigerian stock exchange fact books and the CBN statistical bulletin of the Central Bank of Nigeria. The variables were tested and found stationary and cointregrated using the augumented Dickey Fuller unit root test and the Johnson cointegration test respectively. The dynamic behavior of the stock market development model was verified using the error correction model. The result shows that about 0.4l percent of the short run deviation is corrected every year and also reveals that market capitalization ratio and market liquidity are positive and significant function of economic growth. In other words market capitalization ratio and liquidity positively and significantly impact economic growth. Market development variables such as turnover ratio and market restriction can exert positive but insignificant impact on the growth of the economy suggesting that securities transaction relative to the size of the securities market are not high enough to significantly engender economic growth in Nigeria. In the light of this, the researchers recommend that the regulatory body as well as the government, should provide a conducive environment capable of encouraging the growth and development of the stock market. This if well articulated will enhance the market turnover and the growth of the economy.Keywords: market capitalization ratio, turnover ratio, liquidity, unit root test, cointegration
Procedia PDF Downloads 34019323 A Unified Model for Orotidine Monophosphate Synthesis: Target for Inhibition of Growth of Mycobacterium tuberculosis
Authors: N. Naga Subrahmanyeswara Rao, Parag Arvind Deshpande
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Understanding nucleotide synthesis reaction of any organism is beneficial to know the growth of it as in Mycobacterium tuberculosis to design anti TB drug. One of the reactions of de novo pathway which takes place in all organisms was considered. The reaction takes places between phosphoribosyl pyrophosphate and orotate catalyzed by orotate phosphoribosyl transferase and divalent metal ion gives orotdine monophosphate, a nucleotide. All the reaction steps of three experimentally proposed mechanisms for this reaction were considered to develop kinetic rate expression. The model was validated using the data for four organisms. This model could successfully describe the kinetics for the reported data. The developed model can serve as a reliable model to describe the kinetics in new organisms without the need of mechanistic determination. So an organism-independent model was developed.Keywords: mechanism, nucleotide, organism, tuberculosis
Procedia PDF Downloads 33419322 Controlling the Expense of Political Contests Using a Modified N-Players Tullock’s Model
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This work introduces a generalization of the classical Tullock’s model of one-stage contests under complete information with multiple unlimited numbers of contestants. In classical Tullock’s model, the contest winner is not necessarily the highest bidder. Instead, the winner is determined according to a draw in which the winning probabilities are the relative contestants’ efforts. The Tullock modeling fits well political contests, in which the winner is not necessarily the highest effort contestant. This work presents a modified model which uses a simple non-discriminating rule, namely, a parameter to influence the total costs planned for an election, for example, the contest designer can control the contestants' efforts. The winner pays a fee, and the losers are reimbursed the same amount. Our proposed model includes a mechanism that controls the efforts exerted and balances competition, creating a tighter, less predictable and more interesting contest. Additionally, the proposed model follows the fairness criterion in the sense that it does not alter the contestants' probabilities of winning compared to the classic Tullock’s model. We provide an analytic solution for the contestant's optimal effort and expected reward.Keywords: contests, Tullock's model, political elections, control expenses
Procedia PDF Downloads 14519321 Fama French Four Factor Model: A Study of Nifty Fifty Companies
Authors: Deeksha Arora
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The study aims to explore the applicability of the widely used asset pricing models, namely, Capital Asset Pricing Model (CAPM) and the Fama-French Four Factor Model in the Indian equity market. The study will be based on the companies that form part of the Nifty Fifty Index for a period of five years: 2011 to 2016. The asset pricing model is examined by forming portfolios on the basis of three variables – market capitalization (size effect), book-to-market equity ratio (value effect) and profitability. The study provides a basis to test the presence of the Fama-French Four factor model in Indian stock market. This study may provide a basis for future research in the generalized asset pricing model comprising of multiple risk factors.Keywords: book to market equity, Fama French four factor model, market capitalization, profitability, size effect, value effect
Procedia PDF Downloads 26319320 The Effectiveness of a Hybrid Diffie-Hellman-RSA-Advanced Encryption Standard Model
Authors: Abdellahi Cheikh
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With the emergence of quantum computers with very powerful capabilities, the security of the exchange of shared keys between two interlocutors poses a big problem in terms of the rapid development of technologies such as computing power and computing speed. Therefore, the Diffie-Hellmann (DH) algorithm is more vulnerable than ever. No mechanism guarantees the security of the key exchange, so if an intermediary manages to intercept it, it is easy to intercept. In this regard, several studies have been conducted to improve the security of key exchange between two interlocutors, which has led to interesting results. The modification made on our model Diffie-Hellman-RSA-AES (DRA), which encrypts the information exchanged between two users using the three-encryption algorithms DH, RSA and AES, by using stenographic photos to hide the contents of the p, g and ClesAES values that are sent in an unencrypted state at the level of DRA model to calculate each user's public key. This work includes a comparative study between the DRA model and all existing solutions, as well as the modification made to this model, with an emphasis on the aspect of reliability in terms of security. This study presents a simulation to demonstrate the effectiveness of the modification made to the DRA model. The obtained results show that our model has a security advantage over the existing solution, so we made these changes to reinforce the security of the DRA model.Keywords: Diffie-Hellmann, DRA, RSA, advanced encryption standard
Procedia PDF Downloads 9319319 Pakistan’s Counterinsurgency Operations: A Case Study of Swat
Authors: Arshad Ali
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The Taliban insurgency in Swat which started apparently as a social movement in 2004 transformed into an anti-Pakistan Islamist insurgency by joining hands with the Tehrik-e-Taliban Pakistan (TTP) upon its formation in 2007. It quickly spread beyond Swat by 2009 making Swat the second stronghold of TTP after FATA. It prompted the Pakistan military to launch a full-scale counterinsurgency military operation code named Rah-i-Rast to regain the control of Swat. Operation Rah-i-Rast was successful not only in restoring the writ of the State but more importantly in creating a consensus against the spread of Taliban insurgency in Pakistan at political, social and military levels. This operation became a test case for civilian government and military to seek for a sustainable solution combating the TTP insurgency in the north-west of Pakistan. This study analyzes why the counterinsurgency operation Rah-i-Rast was successful and why the previous ones came into failure. The study also explores factors which created consensus against the Taliban insurgency at political and social level as well as reasons which hindered such a consensual approach in the past. The study argues that the previous initiatives failed due to various factors including Pakistan army’s lack of comprehensive counterinsurgency model, weak political will and public support, and states negligence. Also, the initial counterinsurgency policies were ad-hoc in nature fluctuating between military operations and peace deals. After continuous failure, the military revisited its approach to counterinsurgency in the operation Rah-i-Rast. The security forces learnt from their past experiences and developed a pragmatic counterinsurgency model: ‘clear, hold, build, and transfer.’ The military also adopted the population-centric approach to provide security to the local people. This case Study of Swat evaluates the strengths and weaknesses of the Pakistan's counterinsurgency operations as well as peace agreements. It will analyze operation Rah-i-Rast in the light of David Galula’s model of counterinsurgency. Unlike existing literature, the study underscores the bottom up approach adopted by the Pakistan’s military and government by engaging the local population to sustain the post-operation stability in Swat. More specifically, the study emphasizes on the hybrid counterinsurgency model “clear, hold, and build and Transfer” in Swat.Keywords: Insurgency, Counterinsurgency, clear, hold, build, transfer
Procedia PDF Downloads 36419318 Project Management Agile Model Based on Project Management Body of Knowledge Guideline
Authors: Mehrzad Abdi Khalife, Iraj Mahdavi
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This paper presents the agile model for project management process. For project management process, the Project Management Body of Knowledge (PMBOK) guideline has been selected as platform. Combination of computational science and artificial intelligent methodology has been added to the guideline to transfer the standard to agile project management process. The model is the combination of practical standard, computational science and artificial intelligent. In this model, we present communication model and protocols to keep process agile. Here, we illustrate the collaboration man and machine in project management area with artificial intelligent approach.Keywords: artificial intelligent, conceptual model, man-machine collaboration, project management, standard
Procedia PDF Downloads 34119317 Parameter Estimation for the Oral Minimal Model and Parameter Distinctions Between Obese and Non-obese Type 2 Diabetes
Authors: Manoja Rajalakshmi Aravindakshana, Devleena Ghosha, Chittaranjan Mandala, K. V. Venkateshb, Jit Sarkarc, Partha Chakrabartic, Sujay K. Maity
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Oral Glucose Tolerance Test (OGTT) is the primary test used to diagnose type 2 diabetes mellitus (T2DM) in a clinical setting. Analysis of OGTT data using the Oral Minimal Model (OMM) along with the rate of appearance of ingested glucose (Ra) is performed to study differences in model parameters for control and T2DM groups. The differentiation of parameters of the model gives insight into the behaviour and physiology of T2DM. The model is also studied to find parameter differences among obese and non-obese T2DM subjects and the sensitive parameters were co-related to the known physiological findings. Sensitivity analysis is performed to understand changes in parameter values with model output and to support the findings, appropriate statistical tests are done. This seems to be the first preliminary application of the OMM with obesity as a distinguishing factor in understanding T2DM from estimated parameters of insulin-glucose model and relating the statistical differences in parameters to diabetes pathophysiology.Keywords: oral minimal model, OGTT, obese and non-obese T2DM, mathematical modeling, parameter estimation
Procedia PDF Downloads 9219316 Model Order Reduction Using Hybrid Genetic Algorithm and Simulated Annealing
Authors: Khaled Salah
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Model order reduction has been one of the most challenging topics in the past years. In this paper, a hybrid solution of genetic algorithm (GA) and simulated annealing algorithm (SA) are used to approximate high-order transfer functions (TFs) to lower-order TFs. In this approach, hybrid algorithm is applied to model order reduction putting in consideration improving accuracy and preserving the properties of the original model which are two important issues for improving the performance of simulation and computation and maintaining the behavior of the original complex models being reduced. Compared to conventional mathematical methods that have been used to obtain a reduced order model of high order complex models, our proposed method provides better results in terms of reducing run-time. Thus, the proposed technique could be used in electronic design automation (EDA) tools.Keywords: genetic algorithm, simulated annealing, model reduction, transfer function
Procedia PDF Downloads 143