Search results for: predicting model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 17009

Search results for: predicting model

15809 A Simulation Model and Parametric Study of Triple-Effect Desalination Plant

Authors: Maha BenHamad, Ali Snoussi, Ammar Ben Brahim

Abstract:

A steady-state analysis of triple-effect thermal vapor compressor desalination unit was performed. A mathematical model based on mass, salinity and energy balances is developed. The purpose of this paper is to develop a connection between process simulator and process optimizer in order to study the influence of several operating variables on the performance and the produced water cost of the unit. A MATLAB program is used to solve the model equations, and Aspen HYSYS is used to model the plant. The model validity is examined against a commercial plant and showed a good agreement between industrial data and simulations results. Results show that the pressures of the last effect and the compressed vapor have an important influence on the produced cost, and the increase of the difference temperature in the condenser decreases the specific heat area about 22%.

Keywords: steady-state, triple effect, thermal vapor compressor, Matlab, Aspen Hysys

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15808 Use of Hierarchical Temporal Memory Algorithm in Heart Attack Detection

Authors: Tesnim Charrad, Kaouther Nouira, Ahmed Ferchichi

Abstract:

In order to reduce the number of deaths due to heart problems, we propose the use of Hierarchical Temporal Memory Algorithm (HTM) which is a real time anomaly detection algorithm. HTM is a cortical learning algorithm based on neocortex used for anomaly detection. In other words, it is based on a conceptual theory of how the human brain can work. It is powerful in predicting unusual patterns, anomaly detection and classification. In this paper, HTM have been implemented and tested on ECG datasets in order to detect cardiac anomalies. Experiments showed good performance in terms of specificity, sensitivity and execution time.

Keywords: cardiac anomalies, ECG, HTM, real time anomaly detection

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15807 Predictive Models of Ruin Probability in Retirement Withdrawal Strategies

Authors: Yuanjin Liu

Abstract:

Retirement withdrawal strategies are very important to minimize the probability of ruin in retirement. The ruin probability is modeled as a function of initial withdrawal age, gender, asset allocation, inflation rate, and initial withdrawal rate. The ruin probability is obtained based on the 2019 period life table for the Social Security, IRS Required Minimum Distribution (RMD) Worksheets, US historical bond and equity returns, and inflation rates using simulation. Several popular machine learning algorithms of the generalized additive model, random forest, support vector machine, extreme gradient boosting, and artificial neural network are built. The model validation and selection are based on the test errors using hyperparameter tuning and train-test split. The optimal model is recommended for retirees to monitor the ruin probability. The optimal withdrawal strategy can be obtained based on the optimal predictive model.

Keywords: ruin probability, retirement withdrawal strategies, predictive models, optimal model

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15806 Numerical Simulation of the Bond Behavior Between Concrete and Steel Reinforcing Bars in Specialty Concrete

Authors: Camille A. Issa, Omar Masri

Abstract:

In the study, the commercial finite element software Abaqus was used to develop a three-dimensional nonlinear finite element model capable of simulating the pull-out test of reinforcing bars from underwater concrete. The results of thirty-two pull-out tests that have different parameters were implemented in the software to study the effect of the concrete cover, the bar size, the use of stirrups, and the compressive strength of concrete. The interaction properties used in the model provided accurate results in comparison with the experimental bond-slip results, thus the model has successfully simulated the pull-out test. The results of the finite element model are used to better understand and visualize the distribution of stresses in each component of the model, and to study the effect of the various parameters used in this study including the role of the stirrups in preventing the stress from reaching to the sides of the specimens.

Keywords: pull-out test, bond strength, underwater concrete, nonlinear finite element analysis, abaqus

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15805 Soil-Structure Interaction Models for the Reinforced Foundation System – A State-of-the-Art Review

Authors: Ashwini V. Chavan, Sukhanand S. Bhosale

Abstract:

Challenges of weak soil subgrade are often resolved either by stabilization or reinforcing it. However, it is also practiced to reinforce the granular fill to improve the load-settlement behavior of over weak soil strata. The inclusion of reinforcement in the engineered granular fill provided a new impetus for the development of enhanced Soil-Structure Interaction (SSI) models, also known as mechanical foundation models or lumped parameter models. Several researchers have been working in this direction to understand the mechanism of granular fill-reinforcement interaction and the response of weak soil under the application of load. These models have been developed by extending available SSI models such as the Winkler Model, Pasternak Model, Hetenyi Model, Kerr Model etc., and are helpful to visualize the load-settlement behavior of a physical system through 1-D and 2-D analysis considering beam and plate resting on the foundation respectively. Based on the literature survey, these models are categorized as ‘Reinforced Pasternak Model,’ ‘Double Beam Model,’ ‘Reinforced Timoshenko Beam Model,’ and ‘Reinforced Kerr Model.’ The present work reviews the past 30+ years of research in the field of SSI models for reinforced foundation systems, presenting the conceptual development of these models systematically and discussing their limitations. Special efforts are taken to tabulate the parameters and their significance in the load-settlement analysis, which may be helpful in future studies for the comparison and enhancement of results and findings of physical models.

Keywords: geosynthetics, mathematical modeling, reinforced foundation, soil-structure interaction, ground improvement, soft soil

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15804 Cerebrovascular Modeling: A Vessel Network Approach for Fluid Distribution

Authors: Karla E. Sanchez-Cazares, Kim H. Parker, Jennifer H. Tweedy

Abstract:

The purpose of this work is to develop a simple compartmental model of cerebral fluid balance including blood and cerebrospinal-fluid (CSF). At the first level the cerebral arteries and veins are modelled as bifurcating trees with constant scaling factors between generations which are connected through a homogeneous microcirculation. The arteries and veins are assumed to be non-rigid and the cross-sectional area, resistance and mean pressure in each generation are determined as a function of blood volume flow rate. From the mean pressure and further assumptions about the variation of wall permeability, the transmural fluid flux can be calculated. The results suggest the next level of modelling where the cerebral vasculature is divided into three compartments; the large arteries, the small arteries, the capillaries and the veins with effective compliances and permeabilities derived from the detailed vascular model. These vascular compartments are then linked to other compartments describing the different CSF spaces, the cerebral ventricles and the subarachnoid space. This compartmental model is used to calculate the distribution of fluid in the cranium. Known volumes and flows for normal conditions are used to determine reasonable parameters for the model, which can then be used to help understand pathological behaviour and suggest clinical interventions.

Keywords: cerebrovascular, compartmental model, CSF model, vascular network

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15803 Learning Model Applied to Cope with Professional Knowledge Gaps in Final Project of Information System Students

Authors: Ilana Lavy, Rami Rashkovits

Abstract:

In this study, we describe Information Systems students' learning model which was applied by students in order to cope with professional knowledge gaps in the context of their final project. The students needed to implement a software system according to specifications and design they have made beforehand. They had to select certain technologies and use them. Most of them decided to use programming environments that were learned during their academic studies. The students had to cope with various levels of knowledge gaps. For that matter they used learning strategies that were organized by us as a learning model which includes two phases each suitable for different learning tasks. We analyze the learning model, describing advantages and shortcomings as perceived by the students, and provide excerpts to support our findings.

Keywords: knowledge gaps, independent learner skills, self-regulated learning, final project

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15802 Predicting Student Performance Based on Coding Behavior in STEAMplug

Authors: Giovanni Gonzalez Araujo, Michael Kyrilov, Angelo Kyrilov

Abstract:

STEAMplug is a web-based innovative educational platform which makes teaching easier and learning more effective. It requires no setup, eliminating the barriers to entry, allowing students to focus on their learning throughreal-world development environments. The student-centric tools enable easy collaboration between peers and teachers. Analyzing user interactions with the system enables us to predict student performance and identify at-risk students, allowing early instructor intervention.

Keywords: plagiarism detection, identifying at-Risk Students, education technology, e-learning system, collaborative development, learning and teaching with technology

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15801 Numerical Simulation of Fracturing Behaviour of Pre-Cracked Crystalline Rock Using a Cohesive Grain-Based Distinct Element Model

Authors: Mahdi Saadat, Abbas Taheri

Abstract:

Understanding the cracking response of crystalline rocks at mineralogical scale is of great importance during the design procedure of mining structures. A grain-based distinct element model (GBM) is employed to numerically study the cracking response of Barre granite at micro- and macro-scales. The GBM framework is augmented with a proposed distinct element-based cohesive model to reproduce the micro-cracking response of the inter- and intra-grain contacts. The cohesive GBM framework is implemented in PFC2D distinct element codes. The microstructural properties of Barre granite are imported in PFC2D to generate synthetic specimens. The microproperties of the model is calibrated against the laboratory uniaxial compressive and Brazilian split tensile tests. The calibrated model is then used to simulate the fracturing behaviour of pre-cracked Barre granite with different flaw configurations. The numerical results of the proposed model demonstrate a good agreement with the experimental counterparts. The GBM framework proposed thus appears promising for further investigation of the influence of grain microstructure and mineralogical properties on the cracking behaviour of crystalline rocks.

Keywords: discrete element modelling, cohesive grain-based model, crystalline rock, fracturing behavior

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15800 A Model for Analyzing the Startup Dynamics of a Belt Transmission Driven by a DC Motor

Authors: Giovanni Incerti

Abstract:

In this paper the dynamic behavior of a synchronous belt drive during start-up is analyzed and discussed. Besides considering the belt elasticity, the mathematical model here proposed also takes into consideration the electrical behaviour of the DC motor. The solution of the motion equations is obtained by means of the modal analysis in state space, which allows to obtain the decoupling of all equations of the mathematical model without introducing the hypothesis of proportional damping. The mathematical model of the transmission and the solution algorithms have been implemented within a computing software that allows the user to simulate the dynamics of the system and to evaluate the effects due to the elasticity of the belt branches and to the electromagnetic behavior of the DC motor. In order to show the details of the calculation procedure, the paper presents a case study developed with the aid of the abovementioned software.

Keywords: belt drive, vibrations, startup, DC motor

Procedia PDF Downloads 567
15799 Predicting Food Waste and Losses Reduction for Fresh Products in Modified Atmosphere Packaging

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

Abstract:

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

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

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15798 Design and Analysis of a Lightweight Fire-Resistant Door

Authors: Zainab Fadil, Mouath Alawadhi, Abdullah Alhusainan, Fahad Alqadiri, Abdulaziz Alqadiri

Abstract:

This study investigates how lightweight a fire resistance door will perform with under types of insulation materials. Data is initially collected from various websites, scientific books and research papers. Results show that different layers of insulation in a single door can perform better than one insulator. Furthermore, insulation materials that are lightweight, high strength and low thermal conductivity are the most preferred for fire-rated doors. Whereas heavy weight, low strength, and high thermal conductivity are least preferred for fire-resistance doors. Fire-rated doors specifications, theoretical test methodology, structural analysis, and comparison between five different models with diverse layers insulations are presented. Five different door models are being investigated with different insulation materials and arrangements. Model 1 contains an air gap between door layers. Model 2 includes phenolic foam, mild steel and polyurethane. Model 3 includes phenolic foam and glass wool. Model 4 includes polyurethane and glass wool. Model 5 includes only rock wool between the door layers. It is noticed that model 5 is the most efficient model and its design is simple compared to other models. For this model, numerical calculations are performed to check its efficiency and the results are compared to data from experiments for validation. Good agreement was noticed.

Keywords: fire resistance, insulation, strength, thermal conductivity, lightweight, layers

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15797 A Regional Innovation System Model Based on the Systems Thinking Approach

Authors: Samara E., Kilintzis P., Katsoras E., Martinidis G.

Abstract:

Regions play an important role in the global economy by driving research and innovation policies through a major tool, the Regional Innovation System (RIS). RIS is a social system that encompasses the systematic interaction of the various organizations that comprise it in order to improve local knowledge and innovation. This article describes the methodological framework for developing and validating a RIS model utilizing system dynamics. This model focuses on the functional structure of the RIS, separating it in six diverse, interacting sub-systems.

Keywords: innovations, regional development, systems thinking, social system

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15796 Biosorption of Phenol onto Water Hyacinth Activated Carbon: Kinetics and Isotherm Study

Authors: Manoj Kumar Mahapatra, Arvind Kumar

Abstract:

Batch adsorption experiments were carried out for the removal of phenol from its aqueous solution using water hyancith activated carbon (WHAC) as an adsorbent. The sorption kinetics were analysed using pseudo-first order kinetics and pseudo-second order model, and it was observed that the sorption data tend to fit very well in pseudo-second order model for the entire sorption time. The experimental data were analyzed by the Langmuir and Freundlich isotherm models. Equilibrium data fitted well to the Freundlich model with a maximum biosorption capacity of 31.45 mg/g estimated using Langmuir model. The adsorption intensity 3.7975 represents a favorable adsorption condition.

Keywords: adsorption, isotherm, kinetics, phenol

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15795 Development of Star Tracker for Satellite

Authors: S. Yelubayev, V. Ten, B. Albazarov, E. Sarsenbayev, К. Аlipbayev, A. Shamro, Т. Bopeyev, А. Sukhenko

Abstract:

Currently in Kazakhstan much attention is paid to the development of space branch. Successful launch of two Earth remote sensing satellite is carried out, projects on development of components for satellite are being carried out. In particular, the project on development of star tracker experimental model is completed. In the future it is planned to use this experimental model for development of star tracker prototype. Main stages of star tracker experimental model development are considered in this article.

Keywords: development, prototype, satellite, star tracker

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15794 Intelligent Control Design of Car Following Behavior Using Fuzzy Logic

Authors: Abdelkader Merah, Kada Hartani

Abstract:

A reference model based control approach for improving behavior following car is proposed in this paper. The reference model is nonlinear and provides dynamic solutions consistent with safety constraints and comfort specifications. a robust fuzzy logic based control strategy is further proposed in this paper. A set of simulation results showing the suitability of the proposed technique for various demanding cenarios is also included in this paper.

Keywords: reference model, longitudinal control, fuzzy logic, design of car

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15793 Validation of Codes Dragon4 and Donjon4 by Calculating Keff of a Slowpoke-2 Reactor

Authors: Otman Jai, Otman Elhajjaji, Jaouad Tajmouati

Abstract:

Several neutronic calculation codes must be used to solve the equation for different levels of discretization which all necessitate a specific modelisation. This chain of such models, known as a calculation scheme, leads to the knowledge of the neutron flux in a reactor from its own geometry, its isotopic compositions and a cross-section library. Being small in size, the 'Slowpoke-2' reactor is difficult to model due to the importance of the leaking neutrons. In the paper, the simulation model is presented (geometry, cross section library, assumption, etc.), and the results obtained by DRAGON4/DONJON4 codes were compared to the calculations performed with Monte Carlo code MCNP using detailed geometrical model of the reactor and the experimental data. Criticality calculations have been performed to verify and validate the model. Since created model properly describes the reactor core, it can be used for calculations of reactor core parameters and for optimization of research reactor application.

Keywords: transport equation, Dragon4, Donjon4, neutron flux, effective multiplication factor

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15792 Active Contours for Image Segmentation Based on Complex Domain Approach

Authors: Sajid Hussain

Abstract:

The complex domain approach for image segmentation based on active contour has been designed, which deforms step by step to partition an image into numerous expedient regions. A novel region-based trigonometric complex pressure force function is proposed, which propagates around the region of interest using image forces. The signed trigonometric force function controls the propagation of the active contour and the active contour stops on the exact edges of the object accurately. The proposed model makes the level set function binary and uses Gaussian smoothing kernel to adjust and escape the re-initialization procedure. The working principle of the proposed model is as follows: The real image data is transformed into complex data by iota (i) times of image data and the average iota (i) times of horizontal and vertical components of the gradient of image data is inserted in the proposed model to catch complex gradient of the image data. A simple finite difference mathematical technique has been used to implement the proposed model. The efficiency and robustness of the proposed model have been verified and compared with other state-of-the-art models.

Keywords: image segmentation, active contour, level set, Mumford and Shah model

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15791 Comparison of Fundamental Frequency Model and PWM Based Model for UPFC

Authors: S. A. Al-Qallaf, S. A. Al-Mawsawi, A. Haider

Abstract:

Among all FACTS devices, the unified power flow controller (UPFC) is considered to be the most versatile device. This is due to its capability to control all the transmission system parameters (impedance, voltage magnitude, and phase angle). With the growing interest in UPFC, the attention to develop a mathematical model has increased. Several models were introduced for UPFC in literature for different type of studies in power systems. In this paper a novel comparison study between two dynamic models of UPFC with their proposed control strategies.

Keywords: FACTS, UPFC, dynamic modeling, PWM, fundamental frequency

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15790 Modelling of Cavity Growth in Underground Coal Gasification

Authors: Preeti Aghalayam, Jay Shah

Abstract:

Underground coal gasification (UCG) is the in-situ gasification of unmineable coals to produce syngas. In UCG, gasifying agents are injected into the coal seam, and a reactive cavity is formed due to coal consumption. The cavity formed is typically hemispherical, and this report consists of the MATLAB model of the UCG cavity to predict the composition of the output gases. There are seven radial and two time-variant ODEs. A MATLAB solver (ode15s) is used to solve the radial ODEs from the above equations. Two for-loops are implemented in the model, i.e., one for time variations and another for radial variation. In the time loop, the radial odes are solved using the MATLAB solver. The radial loop is nested inside the time loop, and the density odes are numerically solved using the Euler method. The model is validated by comparing it with the literature results of laboratory-scale experiments. The model predicts the radial and time variation of the product gases inside the cavity.

Keywords: gasification agent, MATLAB model, syngas, underground coal gasification (UCG)

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15789 The Maximum Throughput Analysis of UAV Datalink 802.11b Protocol

Authors: Inkyu Kim, SangMan Moon

Abstract:

This IEEE 802.11b protocol provides up to 11Mbps data rate, whereas aerospace industry wants to seek higher data rate COTS data link system in the UAV. The Total Maximum Throughput (TMT) and delay time are studied on many researchers in the past years This paper provides theoretical data throughput performance of UAV formation flight data link using the existing 802.11b performance theory. We operate the UAV formation flight with more than 30 quad copters with 802.11b protocol. We may be predicting that UAV formation flight numbers have to bound data link protocol performance limitations.

Keywords: UAV datalink, UAV formation flight datalink, UAV WLAN datalink application, UAV IEEE 802.11b datalink application

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15788 A Study of Traffic Assignment Algorithms

Authors: Abdelfetah Laouzai, Rachid Ouafi

Abstract:

In a traffic network, users usually choose their way so that it reduces their travel time between pairs origin-destination. This behavior might seem selfish as it produces congestions in different parts of the network. The traffic assignment problem (TAP) models the interactions between congestion and user travel decisions to obtain vehicles flows over each axis of the traffic network. The resolution methods of TAP serve as a tool allows predicting users’ distribution, identifying congesting points and affecting the travelers’ behavior in the choice of their route in the network following dynamic data. In this article, we will present a review about specific resolution approach of TAP. A comparative analysis is carried out on those approaches so that it highlights the characteristics, advantages and disadvantages of each.

Keywords: network traffic, travel decisions, approaches, traffic assignment, flows

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15787 A Mathematical Description of a Growing Cell Colony Based on the Mechanical Bidomain Model

Authors: Debabrata Auddya, Bradley J. Roth

Abstract:

The mechanical bidomain model is used to describe a colony of cells growing on a substrate. Analytical expressions are derived for the intracellular and extracellular displacements. Mechanotransduction events are driven by the difference between the displacements in the two spaces, corresponding to the force acting on integrins. The equation for the displacement consists of two terms: one proportional to the radius that is the same in the intracellular and extracellular spaces (the monodomain term) and one that is proportional to a modified Bessel function that is responsible for mechanotransduction (the bidomain term). The model predicts that mechanotransduction occurs within a few length constants of the colony’s edge, and an expression for the length constant contains the intracellular and extracellular shear moduli and the spring constant of the integrins coupling the two spaces. The model predictions are qualitatively consistent with experiments on human embryonic stem cell colonies, in which differentiation is localized near the edge.

Keywords: cell colony, integrin, mechanical bidomain model, stem cell, stress-strain, traction force

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15786 A Model of Preventing Global Financial Crisis: Gauss Law Model Proposal Used in Electrical Field Calculations

Authors: Arzu K. Kamberli

Abstract:

This article examines the relationship between economics and physics, starting with Adam Smith, with a new econophysics approach in Economics-Physics with the Gauss Law model proposal using for the Electric Field calculation, which will allow us to anticipate the Global Financial Crisis. For this purpose, the similarities between the Gauss Law using the electric field calculations and the global financial crisis have been explained on the formula, and a model has been suggested to predict the risks of the financial systems from the electricity field calculations. Thus, this study is expected to help for preventing the Global Financial Crisis with the contribution of the science of economics and physics from the aspect of econophysics.

Keywords: econophysics, electric field, financial system, Gauss law, global financial crisis

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15785 Interoperability Maturity Models for Consideration When Using School Management Systems in South Africa: A Scoping Review

Authors: Keneilwe Maremi, Marlien Herselman, Adele Botha

Abstract:

The main purpose and focus of this paper are to determine the Interoperability Maturity Models to consider when using School Management Systems (SMS). The importance of this is to inform and help schools with knowing which Interoperability Maturity Model is best suited for their SMS. To address the purpose, this paper will apply a scoping review to ensure that all aspects are provided. The scoping review will include papers written from 2012-2019 and a comparison of the different types of Interoperability Maturity Models will be discussed in detail, which includes the background information, the levels of interoperability, and area for consideration in each Maturity Model. The literature was obtained from the following databases: IEEE Xplore and Scopus, the following search engines were used: Harzings, and Google Scholar. The topic of the paper was used as a search term for the literature and the term ‘Interoperability Maturity Models’ was used as a keyword. The data were analyzed in terms of the definition of Interoperability, Interoperability Maturity Models, and levels of interoperability. The results provide a table that shows the focus area of concern for each Maturity Model (based on the scoping review where only 24 papers were found to be best suited for the paper out of 740 publications initially identified in the field). This resulted in the most discussed Interoperability Maturity Model for consideration (Information Systems Interoperability Maturity Model (ISIMM) and Organizational Interoperability Maturity Model for C2 (OIM)).

Keywords: interoperability, interoperability maturity model, school management system, scoping review

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15784 Stability Bound of Ruin Probability in a Reduced Two-Dimensional Risk Model

Authors: Zina Benouaret, Djamil Aissani

Abstract:

In this work, we introduce the qualitative and quantitative concept of the strong stability method in the risk process modeling two lines of business of the same insurance company or an insurance and re-insurance companies that divide between them both claims and premiums with a certain proportion. The approach proposed is based on the identification of the ruin probability associate to the model considered, with a stationary distribution of a Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation domain of parameters, is to obtain the stability inequality of the ruin probability which is applied to estimate the approximation error of a model with disturbance parameters by the considered model. In the stability bound obtained, all constants are explicitly written.

Keywords: Markov chain, risk models, ruin probabilities, strong stability analysis

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15783 Co-integration for Soft Commodities with Non-Constant Volatility

Authors: E. Channol, O. Collet, N. Kostyuchyk, T. Mesbah, Quoc Hoang Long Nguyen

Abstract:

In this paper, a pricing model is proposed for co-integrated commodities extending Larsson model. The futures formulae have been derived and tests have been performed with non-constant volatility. The model has been applied to energy commodities (gas, CO2, energy) and soft commodities (corn, wheat). Results show that non-constant volatility leads to more accurate short term prices, which provides better evaluation of value-at-risk and more generally improve the risk management.

Keywords: co-integration, soft commodities, risk management, value-at-risk

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15782 Modeling Sustainable Truck Rental Operations Using Closed-Loop Supply Chain Network

Authors: Khaled S. Abdallah, Abdel-Aziz M. Mohamed

Abstract:

Moving industries consume numerous resources and dispose masses of used packaging materials. Proper sorting, recycling and disposing the packaging materials is necessary to avoid a sever pollution disaster. This research paper presents a conceptual model to propose sustainable truck rental operations instead of the regular one. An optimization model was developed to select the locations of truck rental centers, collection sites, maintenance and repair sites, and identify the rental fees to be charged for all routes that maximize the total closed supply chain profits. Fixed costs of vehicle purchasing, costs of constructing collection centers and repair centers, as well as the fixed costs paid to use disposal and recycling centers are considered. Operating costs include the truck maintenance, repair costs as well as the cost of recycling and disposing the packing materials, and the costs of relocating the truck are presented in the model. A mixed integer model is developed followed by a simulation model to examine the factors affecting the operation of the model.

Keywords: modeling, truck rental, supply chains management.

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15781 Developing an Out-of-Distribution Generalization Model Selection Framework through Impurity and Randomness Measurements and a Bias Index

Authors: Todd Zhou, Mikhail Yurochkin

Abstract:

Out-of-distribution (OOD) detection is receiving increasing amounts of attention in the machine learning research community, boosted by recent technologies, such as autonomous driving and image processing. This newly-burgeoning field has called for the need for more effective and efficient methods for out-of-distribution generalization methods. Without accessing the label information, deploying machine learning models to out-of-distribution domains becomes extremely challenging since it is impossible to evaluate model performance on unseen domains. To tackle this out-of-distribution detection difficulty, we designed a model selection pipeline algorithm and developed a model selection framework with different impurity and randomness measurements to evaluate and choose the best-performing models for out-of-distribution data. By exploring different randomness scores based on predicted probabilities, we adopted the out-of-distribution entropy and developed a custom-designed score, ”CombinedScore,” as the evaluation criterion. This proposed score was created by adding labeled source information into the judging space of the uncertainty entropy score using harmonic mean. Furthermore, the prediction bias was explored through the equality of opportunity violation measurement. We also improved machine learning model performance through model calibration. The effectiveness of the framework with the proposed evaluation criteria was validated on the Folktables American Community Survey (ACS) datasets.

Keywords: model selection, domain generalization, model fairness, randomness measurements, bias index

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15780 Evaluation of Biochemical Oxygen Demand and Dissolved Oxygen for Thames River by Using Stream Water Quality Model

Authors: Ghassan Al-Dulaimi

Abstract:

This paper studied the biochemical parameter (BOD5) and (DO) for the Thames River (Canada-Ontario). Water samples have been collected from Thames River along different points between Chatham to Woodstock and were analysed for various water quality parameters during the low flow season (April). The study involves the application of the stream water quality model QUAL2K model to simulate and predict the dissolved oxygen (DO) and biochemical oxygen demand (BOD5) profiles for Thames River in a stretch of 251 kilometers. The model output showed that DO in the entire river was within the limit of not less than 4 mg/L. For Carbonaceous Biochemical Oxygen Demand CBOD, the entire river may be divided into two main reaches; the first one is extended from Chatham City (0 km) to London (150 km) and has a CBOD concentration of 2 mg/L, and the second reach has CBOD range (2–4) mg/L in which begins from London city and extend to near Woodstock city (73km).

Keywords: biochemical oxygen demand, dissolved oxygen, Thames river, QUAL2K model

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