Search results for: deep graphical model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 18104

Search results for: deep graphical model

16784 Comparison of Wake Oscillator Models to Predict Vortex-Induced Vibration of Tall Chimneys

Authors: Saba Rahman, Arvind K. Jain, S. D. Bharti, T. K. Datta

Abstract:

The present study compares the semi-empirical wake-oscillator models that are used to predict vortex-induced vibration of structures. These models include those proposed by Facchinetti, Farshidian, and Dolatabadi, and Skop and Griffin. These models combine a wake oscillator model resembling the Van der Pol oscillator model and a single degree of freedom oscillation model. In order to use these models for estimating the top displacement of chimneys, the first mode vibration of the chimneys is only considered. The modal equation of the chimney constitutes the single degree of freedom model (SDOF). The equations of the wake oscillator model and the SDOF are simultaneously solved using an iterative procedure. The empirical parameters used in the wake-oscillator models are estimated using a newly developed approach, and response is compared with experimental data, which appeared comparable. For carrying out the iterative solution, the ode solver of MATLAB is used. To carry out the comparative study, a tall concrete chimney of height 210m has been chosen with the base diameter as 28m, top diameter as 20m, and thickness as 0.3m. The responses of the chimney are also determined using the linear model proposed by E. Simiu and the deterministic model given in Eurocode. It is observed from the comparative study that the responses predicted by the Facchinetti model and the model proposed by Skop and Griffin are nearly the same, while the model proposed by Fashidian and Dolatabadi predicts a higher response. The linear model without considering the aero-elastic phenomenon provides a less response as compared to the non-linear models. Further, for large damping, the prediction of the response by the Euro code is relatively well compared to those of non-linear models.

Keywords: chimney, deterministic model, van der pol, vortex-induced vibration

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16783 Induction Motor Stator Fault Analysis Using Phase-Angle and Magnitude of the Line Currents Spectra

Authors: Ahmed Hamida Boudinar, Noureddine Benouzza, Azeddine Bendiabdellah, Mohamed El Amine Khodja

Abstract:

This paper describes a new diagnosis approach for identification of the progressive stator winding inter-turn short-circuit fault in induction motor. This approach is based on a simple monitoring of the combined information related to both magnitude and phase-angle obtained from the fundamental by the three line currents frequency analysis. In addition, to simplify the interpretation and analysis of the data; a new graphical tool based on a triangular representation is suggested. This representation, depending on its size, enables to visualize in a simple and clear manner, the existence of the stator inter-turn short-circuit fault and its discrimination with respect to a healthy stator. Experimental results show well the benefit and effectiveness of the proposed approach.

Keywords: induction motor, magnitude, phase-angle, spectral analysis, stator fault

Procedia PDF Downloads 349
16782 On Differential Growth Equation to Stochastic Growth Model Using Hyperbolic Sine Function in Height/Diameter Modeling of Pines

Authors: S. O. Oyamakin, A. U. Chukwu

Abstract:

Richard's growth equation being a generalized logistic growth equation was improved upon by introducing an allometric parameter using the hyperbolic sine function. The integral solution to this was called hyperbolic Richard's growth model having transformed the solution from deterministic to a stochastic growth model. Its ability in model prediction was compared with the classical Richard's growth model an approach which mimicked the natural variability of heights/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using the coefficient of determination (R2), Mean Absolute Error (MAE) and Mean Square Error (MSE) results. The Kolmogorov-Smirnov test and Shapiro-Wilk test was also used to test the behavior of the error term for possible violations. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic Richard's nonlinear growth models better than the classical Richard's growth model.

Keywords: height, Dbh, forest, Pinus caribaea, hyperbolic, Richard's, stochastic

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16781 Development of a Predictive Model to Prevent Financial Crisis

Authors: Tengqin Han

Abstract:

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

Keywords: delinquency, mortgage, model development, model validation

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16780 Proactive WPA/WPA2 Security Using DD-WRT Firmware

Authors: Mustafa Kamoona, Mohamed El-Sharkawy

Abstract:

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

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

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16779 Forecasting Age-Specific Mortality Rates and Life Expectancy at Births for Malaysian Sub-Populations

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

Abstract:

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

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

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16778 Efficient Sampling of Probabilistic Program for Biological Systems

Authors: Keerthi S. Shetty, Annappa Basava

Abstract:

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

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

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16777 Machine Learning Model Applied for SCM Processes to Efficiently Determine Its Impacts on the Environment

Authors: Elena Puica

Abstract:

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

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

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16776 The Effect of Action Potential Duration and Conduction Velocity on Cardiac Pumping Efficacy: Simulation Study

Authors: Ana Rahma Yuniarti, Ki Moo Lim

Abstract:

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

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

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16775 Application of Computational Flow Dynamics (CFD) Analysis for Surge Inception and Propagation for Low Head Hydropower Projects

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

Abstract:

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

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

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16774 Emotion-Convolutional Neural Network for Perceiving Stress from Audio Signals: A Brain Chemistry Approach

Authors: Anup Anand Deshmukh, Catherine Soladie, Renaud Seguier

Abstract:

Emotion plays a key role in many applications like healthcare, to gather patients’ emotional behavior. Unlike typical ASR (Automated Speech Recognition) problems which focus on 'what was said', it is equally important to understand 'how it was said.' There are certain emotions which are given more importance due to their effectiveness in understanding human feelings. In this paper, we propose an approach that models human stress from audio signals. The research challenge in speech emotion detection is finding the appropriate set of acoustic features corresponding to an emotion. Another difficulty lies in defining the very meaning of emotion and being able to categorize it in a precise manner. Supervised Machine Learning models, including state of the art Deep Learning classification methods, rely on the availability of clean and labelled data. One of the problems in affective computation is the limited amount of annotated data. The existing labelled emotions datasets are highly subjective to the perception of the annotator. We address the first issue of feature selection by exploiting the use of traditional MFCC (Mel-Frequency Cepstral Coefficients) features in Convolutional Neural Network. Our proposed Emo-CNN (Emotion-CNN) architecture treats speech representations in a manner similar to how CNN’s treat images in a vision problem. Our experiments show that Emo-CNN consistently and significantly outperforms the popular existing methods over multiple datasets. It achieves 90.2% categorical accuracy on the Emo-DB dataset. We claim that Emo-CNN is robust to speaker variations and environmental distortions. The proposed approach achieves 85.5% speaker-dependant categorical accuracy for SAVEE (Surrey Audio-Visual Expressed Emotion) dataset, beating the existing CNN based approach by 10.2%. To tackle the second problem of subjectivity in stress labels, we use Lovheim’s cube, which is a 3-dimensional projection of emotions. Monoamine neurotransmitters are a type of chemical messengers in the brain that transmits signals on perceiving emotions. The cube aims at explaining the relationship between these neurotransmitters and the positions of emotions in 3D space. The learnt emotion representations from the Emo-CNN are mapped to the cube using three component PCA (Principal Component Analysis) which is then used to model human stress. This proposed approach not only circumvents the need for labelled stress data but also complies with the psychological theory of emotions given by Lovheim’s cube. We believe that this work is the first step towards creating a connection between Artificial Intelligence and the chemistry of human emotions.

Keywords: deep learning, brain chemistry, emotion perception, Lovheim's cube

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16773 Design and Implementation of Partial Denoising Boundary Image Matching Using Indexing Techniques

Authors: Bum-Soo Kim, Jin-Uk Kim

Abstract:

In this paper, we design and implement a partial denoising boundary image matching system using indexing techniques. Converting boundary images to time-series makes it feasible to perform fast search using indexes even on a very large image database. Thus, using this converting method we develop a client-server system based on the previous partial denoising research in the GUI (graphical user interface) environment. The client first converts a query image given by a user to a time-series and sends denoising parameters and the tolerance with this time-series to the server. The server identifies similar images from the index by evaluating a range query, which is constructed using inputs given from the client, and sends the resulting images to the client. Experimental results show that our system provides much intuitive and accurate matching result.

Keywords: boundary image matching, indexing, partial denoising, time-series matching

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16772 Joint Modeling of Bottle Use, Daily Milk Intake from Bottles, and Daily Energy Intake in Toddlers

Authors: Yungtai Lo

Abstract:

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

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

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16771 A Numerical Model Simulation for an Updraft Gasifier Using High-Temperature Steam

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

Abstract:

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

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

Procedia PDF Downloads 387
16770 A Comparative Study on Deep Learning Models for Pneumonia Detection

Authors: Hichem Sassi

Abstract:

Pneumonia, being a respiratory infection, has garnered global attention due to its rapid transmission and relatively high mortality rates. Timely detection and treatment play a crucial role in significantly reducing mortality associated with pneumonia. Presently, X-ray diagnosis stands out as a reasonably effective method. However, the manual scrutiny of a patient's X-ray chest radiograph by a proficient practitioner usually requires 5 to 15 minutes. In situations where cases are concentrated, this places immense pressure on clinicians for timely diagnosis. Relying solely on the visual acumen of imaging doctors proves to be inefficient, particularly given the low speed of manual analysis. Therefore, the integration of artificial intelligence into the clinical image diagnosis of pneumonia becomes imperative. Additionally, AI recognition is notably rapid, with convolutional neural networks (CNNs) demonstrating superior performance compared to human counterparts in image identification tasks. To conduct our study, we utilized a dataset comprising chest X-ray images obtained from Kaggle, encompassing a total of 5216 training images and 624 test images, categorized into two classes: normal and pneumonia. Employing five mainstream network algorithms, we undertook a comprehensive analysis to classify these diseases within the dataset, subsequently comparing the results. The integration of artificial intelligence, particularly through improved network architectures, stands as a transformative step towards more efficient and accurate clinical diagnoses across various medical domains.

Keywords: deep learning, computer vision, pneumonia, models, comparative study

Procedia PDF Downloads 47
16769 A Key Parameter in Ocean Thermal Energy Conversion Plant Design and Operation

Authors: Yongjian Gu

Abstract:

Ocean thermal energy is one of the ocean energy sources. It is a renewable, sustainable, and green energy source. Ocean thermal energy conversion (OTEC) applies the ocean temperature gradient between the warmer surface seawater and the cooler deep seawater to run a heat engine and produce a useful power output. Unfortunately, the ocean temperature gradient is not big. Even in the tropical and equatorial regions, the surface water temperature can only reach up to 28oC and the deep water temperature can be as low as 4oC. The thermal efficiency of the OTEC plants, therefore, is low. In order to improve the plant thermal efficiency by using the limited ocean temperature gradient, some OTEC plants use the method of adding more equipment for better heat recovery, such as heat exchangers, pumps, etc. Obviously, the method will increase the plant's complexity and cost. The more important impact of the method is the additional equipment needs to consume power too, which may have an adverse effect on the plant net power output, in turn, the plant thermal efficiency. In the paper, the author first describes varied OTEC plants and the practice of using the method of adding more equipment for improving the plant's thermal efficiency. Then the author proposes a parameter, plant back works ratio ϕ, for measuring if the added equipment is appropriate for the plant thermal efficiency improvement. Finally, in the paper, the author presents examples to illustrate the application of the back work ratio ϕ as a key parameter in the OTEC plant design and operation.

Keywords: ocean thermal energy, ocean thermal energy conversion (OTEC), OTEC plant, plant back work ratio ϕ

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16768 Multiphase Flow Model for 3D Numerical Model Using ANSYS for Flow over Stepped Cascade with End Sill

Authors: Dheyaa Wajid Abbood, Hanan Hussien Abood

Abstract:

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

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

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16767 Developing an Integrated Seismic Risk Model for Existing Buildings in Northern Algeria

Authors: R. Monteiro, A. Abarca

Abstract:

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

Keywords: Northern Algeria, risk, seismic hazard, vulnerability

Procedia PDF Downloads 191
16766 Modelling of Atomic Force Microscopic Nano Robot's Friction Force on Rough Surfaces

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

Abstract:

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

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

Procedia PDF Downloads 188
16765 Wind Wave Modeling Using MIKE 21 SW Spectral Model

Authors: Pouya Molana, Zeinab Alimohammadi

Abstract:

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

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

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16764 Superiority of High Frequency Based Volatility Models: Empirical Evidence from an Emerging Market

Authors: Sibel Celik, Hüseyin Ergin

Abstract:

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

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

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16763 Establishing Sequence Stratigraphic Framework and Hydrocarbon Potential of the Late Cretaceous Strata: A Case Study from Central Indus Basin, Pakistan

Authors: Bilal Wadood, Suleman Khan, Sajjad Ahmed

Abstract:

The Late Cretaceous strata (Mughal Kot Formation) exposed in Central Indus Basin, Pakistan is evaluated for establishing sequence stratigraphic framework and potential of hydrocarbon accumulation. The petrographic studies and SEM analysis were carried out to infer the hydrocarbon potential of the rock unit. The petrographic details disclosed 4 microfacies including Pelagic Mudstone, OrbitoidalWackestone, Quartz Arenite, and Quartz Wacke. The lowermost part of the rock unit consists of OrbitoidalWackestone which shows deposition in the middle shelf environment. The Quartz Arenite and Quartz Wacke suggest deposition on the deep slope settings while the Pelagic Mudstone microfacies point toward deposition in the distal deep marine settings. Based on the facies stacking patterns and cyclicity in the chronostratigraphic context, the strata is divided into two 3rd order cycles. One complete sequence i.e Transgressive system tract (TST), Highstand system tract (HST) and Lowstand system tract (LST) are again replaced by another Transgressive system tract and Highstant system tract with no markers of sequence boundary. The LST sands are sandwiched between TST and HST shales but no potential porosity/permeability values have been determined. Microfacies and SEM studies revealed very fewer chances for hydrocarbon accumulation and overall reservoir potential is characterized as low.

Keywords: cycle, deposition, microfacies, reservoir

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16762 Application of the Tripartite Model to the Link between Non-Suicidal Self-Injury and Suicidal Risk

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

Abstract:

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

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

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16761 Valuation of Caps and Floors in a LIBOR Market Model with Markov Jump Risks

Authors: Shih-Kuei Lin

Abstract:

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

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

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16760 An Adjusted Network Information Criterion for Model Selection in Statistical Neural Network Models

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

Abstract:

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

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

Procedia PDF Downloads 554
16759 Triadic Relationship of Icon Design for Semi-Literate Communities

Authors: Peng-Hui Maffee Wan, Klarissa Ting Ting Chang, Rax Suen Chun Lung

Abstract:

Icons, or pictorial and graphical objects, are commonly used in Human-Computer Interaction (HCI) fields as the mediator in order to communicate information to users. Yet there has been little studies focusing on a majority of the world’s population, semi-literate communities, in terms of the fundamental know-how for designing icons for such population. In this study, two sets of icons belonging in different icon taxonomy, abstract and concrete are designed for a mobile application for semi-literate agricultural communities. In this paper, we propose a triadic relationship of an icon, namely meaning, task and mental image, which inherits the triadic relationship of a sign. User testing with the application and a post-pilot questionnaire are conducted as the experimental approach in two rural villages in India. Icons belonging to concrete taxonomy perform better than abstract icons on the premise that the design of the icon fulfills the underlying rules of the proposed triadic relationship.

Keywords: icon, GUI, mobile app, semi-literate

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16758 Optimizing Residential Housing Renovation Strategies at Territorial Scale: A Data Driven Approach and Insights from the French Context

Authors: Rit M., Girard R., Villot J., Thorel M.

Abstract:

In a scenario of extensive residential housing renovation, stakeholders need models that support decision-making through a deep understanding of the existing building stock and accurate energy demand simulations. To address this need, we have modified an optimization model using open data that enables the study of renovation strategies at both territorial and national scales. This approach provides (1) a definition of a strategy to simplify decision trees from theoretical combinations, (2) input to decision makers on real-world renovation constraints, (3) more reliable identification of energy-saving measures (changes in technology or behaviour), and (4) discrepancies between currently planned and actually achieved strategies. The main contribution of the studies described in this document is the geographic scale: all residential buildings in the areas of interest were modeled and simulated using national data (geometries and attributes). These buildings were then renovated, when necessary, in accordance with the environmental objectives, taking into account the constraints applicable to each territory (number of renovations per year) or at the national level (renovation of thermal deficiencies (Energy Performance Certificates F&G)). This differs from traditional approaches that focus only on a few buildings or archetypes. This model can also be used to analyze the evolution of a building stock as a whole, as it can take into account both the construction of new buildings and their demolition or sale. Using specific case studies of French territories, this paper highlights a significant discrepancy between the strategies currently advocated by decision-makers and those proposed by our optimization model. This discrepancy is particularly evident in critical metrics such as the relationship between the number of renovations per year and achievable climate targets or the financial support currently available to households and the remaining costs. In addition, users are free to seek optimizations for their building stock across a range of different metrics (e.g., financial, energy, environmental, or life cycle analysis). These results are a clear call to re-evaluate existing renovation strategies and take a more nuanced and customized approach. As the climate crisis moves inexorably forward, harnessing the potential of advanced technologies and data-driven methodologies is imperative.

Keywords: residential housing renovation, MILP, energy demand simulations, data-driven methodology

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16757 NANCY: Combining Adversarial Networks with Cycle-Consistency for Robust Multi-Modal Image Registration

Authors: Mirjana Ruppel, Rajendra Persad, Amit Bahl, Sanja Dogramadzi, Chris Melhuish, Lyndon Smith

Abstract:

Multimodal image registration is a profoundly complex task which is why deep learning has been used widely to address it in recent years. However, two main challenges remain: Firstly, the lack of ground truth data calls for an unsupervised learning approach, which leads to the second challenge of defining a feasible loss function that can compare two images of different modalities to judge their level of alignment. To avoid this issue altogether we implement a generative adversarial network consisting of two registration networks GAB, GBA and two discrimination networks DA, DB connected by spatial transformation layers. GAB learns to generate a deformation field which registers an image of the modality B to an image of the modality A. To do that, it uses the feedback of the discriminator DB which is learning to judge the quality of alignment of the registered image B. GBA and DA learn a mapping from modality A to modality B. Additionally, a cycle-consistency loss is implemented. For this, both registration networks are employed twice, therefore resulting in images ˆA, ˆB which were registered to ˜B, ˜A which were registered to the initial image pair A, B. Thus the resulting and initial images of the same modality can be easily compared. A dataset of liver CT and MRI was used to evaluate the quality of our approach and to compare it against learning and non-learning based registration algorithms. Our approach leads to dice scores of up to 0.80 ± 0.01 and is therefore comparable to and slightly more successful than algorithms like SimpleElastix and VoxelMorph.

Keywords: cycle consistency, deformable multimodal image registration, deep learning, GAN

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16756 Causal Modeling of the Glucose-Insulin System in Type-I Diabetic Patients

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

Abstract:

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

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

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16755 A Mathematical Optimization Model for Locating and Fortifying Capacitated Warehouses under Risk of Failure

Authors: Tareq Oshan

Abstract:

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

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

Procedia PDF Downloads 237