Search results for: a modified estimation equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6054

Search results for: a modified estimation equation

4674 Runoff Estimation Using NRCS-CN Method

Authors: E. K. Naseela, B. M. Dodamani, Chaithra Chandran

Abstract:

The GIS and remote sensing techniques facilitate accurate estimation of surface runoff from watershed. In the present study an attempt has been made to evaluate the applicability of Natural Resources Service Curve Number method using GIS and Remote sensing technique in the upper Krishna basin (69,425 Sq.km). Landsat 7 (with resolution 30 m) satellite data for the year 2012 has been used for the preparation of land use land cover (LU/LC) map. The hydrologic soil group is mapped using GIS platform. The weighted curve numbers (CN) for all the 5 subcatchments calculated on the basis of LU/LC type and hydrologic soil class in the area by considering antecedent moisture condition. Monthly rainfall data was available for 58 raingauge stations. Overlay technique is adopted for generating weighted curve number. Results of the study show that land use changes determined from satellite images are useful in studying the runoff response of the basin. The results showed that there is no significant difference between observed and estimated runoff depths. For each subcatchment, statistically positive correlations were detected between observed and estimated runoff depth (0.6Keywords: curve number, GIS, remote sensing, runoff

Procedia PDF Downloads 541
4673 Outcome of Induction of Labour by Cervical Ripening with an Osmotic Dilator in a District General Hospital

Authors: A. Wahid Uddin

Abstract:

Osmotic dilator for cervical ripening bypasses the initial hormonal exposure necessary for a routine method of induction. The study was a clinical intervention with an osmotic dilator followed by prospective observation. The aim was to calculate the percentage of women who had successful cervical ripening using modified BISHOP score as evidenced by artificial rupture of membrane. The study also estimated the delivery interval following a single administration of osmotic dilators. Randomly selected patients booked for induction of labour accepting the intervention were included in the study. The study population comprised singleton term pregnancy, cephalic presentation, intact membranes with a modified BISHOP score of less than 6. Initial sample recruited was 30, but 6 patients left the study and the study was concluded on 24 patients. The data were collected in a pre-designed questionnaire and analysis were expressed in percentages along with using mean value for continuous variables. In 70 % of cases, artificial rupture of the membrane was possible and the mean time from insertion of the osmotic dilator to the delivery interval was 30 hours. The study concluded that an osmotic dilator could be a suitable alternative for hormone-based induction of labour.

Keywords: dilator, induction, labour, osmotic

Procedia PDF Downloads 139
4672 Controlling the Expense of Political Contests Using a Modified N-Players Tullock’s Model

Authors: C. Cohen, O. Levi

Abstract:

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 145
4671 Advanced Materials Based on Ethylene-Propylene-Diene Terpolymers and Organically Modified Montmorillonite

Authors: M. D. Stelescu, E. Manaila, G. Pelin, M. Georgescu, M. Sonmez

Abstract:

This paper presents studies on the development and characterization of nanocomposites based on ethylene-propylene terpolymer rubber (EPDM), chlorobutyl rubber (IIR-Cl) and organically modified montmorillonite (OMMT). Mixtures were made containing 0, 3 and 6 phr (parts per 100 parts rubber) OMMT, respectively. They were obtained by melt intercalation in an internal mixer - Plasti-Corder Brabender, in suitable blending parameters, at high temperature for 11 minutes. Curing agents were embedded on a laboratory roller at 70-100 ºC, friction 1:1.1, processing time 5 minutes. Rubber specimens were obtained by compression, using a hydraulic press at 165 ºC and a pressing force of 300 kN. Curing time, determined using the Monsanto rheometer, decreases with the increased amount of OMMT in the mixtures. At the same time, it was noticed that mixtures containing OMMT show improvement in physical-mechanical properties. These types of nanocomposites may be used to obtain rubber seals for the space application or for other areas of application.

Keywords: chlorobutyl rubber, ethylene-propylene-diene terpolymers, montmorillonite, rubber seals, space application

Procedia PDF Downloads 180
4670 Multivariate Control Chart to Determine Efficiency Measurements in Industrial Processes

Authors: J. J. Vargas, N. Prieto, L. A. Toro

Abstract:

Control charts are commonly used to monitor processes involving either variable or attribute of quality characteristics and determining the control limits as a critical task for quality engineers to improve the processes. Nonetheless, in some applications it is necessary to include an estimation of efficiency. In this paper, the ability to define the efficiency of an industrial process was added to a control chart by means of incorporating a data envelopment analysis (DEA) approach. In depth, a Bayesian estimation was performed to calculate the posterior probability distribution of parameters as means and variance and covariance matrix. This technique allows to analyse the data set without the need of using the hypothetical large sample implied in the problem and to be treated as an approximation to the finite sample distribution. A rejection simulation method was carried out to generate random variables from the parameter functions. Each resulting vector was used by stochastic DEA model during several cycles for establishing the distribution of each efficiency measures for each DMU (decision making units). A control limit was calculated with model obtained and if a condition of a low level efficiency of DMU is presented, system efficiency is out of control. In the efficiency calculated a global optimum was reached, which ensures model reliability.

Keywords: data envelopment analysis, DEA, Multivariate control chart, rejection simulation method

Procedia PDF Downloads 378
4669 The Role of Spiritual Experience, Gerotranscendence and Social Engagement on Successful Aging among Incarcerated Filipino Elderly: A Structural Equation Model

Authors: Les Paul Valdez, Rowena Manzarate, Joseph Carl Lunizo, Mary Thereze Mabaquiao, Mary Deo Luigi Mabunay

Abstract:

Background: Across the literature, varying definitions of successful aging can be found. As a result, several determinants have been associated with successful aging. However, there is a paucity of literature exploring the relationship between successful aging and factors such as spiritual experience, gerotranscendence, and social engagement. Objective: Thus, this study purports to ascertain the relationship between and among spiritual experience, gerotranscendence, social engagement and successful aging. Methods: The Daily Spiritual Experience Scale (DSES), Social Engagement Scale (SES), Gerotranscendence Scale Revised (GS-R) and Expectations Regarding Aging (ERA) were fielded to 349 incarcerated elderly to measure spiritual experience, social engagement, gerotranscendence and successful aging respectively. Data was analyzed using Structural Equation Modelling through AMOS 21. The hypothesized model was evaluated using the goodness of fit and parsimony indices. Results: Social engagement (β= .179, p=.128) and spiritual experience (β= .375, p=.262) contribute to successful aging through the mediating effect of gerotranscendence (β= .973, p=.718). Conclusion: Today more than ever, healthcare providers in penal institutions are challenged to ensure that incarcerated elderly are socially and spiritually engaged; and have high levels of gerotranscendence.

Keywords: elderly, Filipino, gerotranscendence, social engagement, spiritual experience, successful aging

Procedia PDF Downloads 524
4668 Using Maximization Entropy in Developing a Filipino Phonetically Balanced Wordlist for a Phoneme-Level Speech Recognition System

Authors: John Lorenzo Bautista, Yoon-Joong Kim

Abstract:

In this paper, a set of Filipino Phonetically Balanced Word list consisting of 250 words (PBW250) were constructed for a phoneme-level ASR system for the Filipino language. The Entropy Maximization is used to obtain phonological balance in the list. Entropy of phonemes in a word is maximized, providing an optimal balance in each word’s phonological distribution using the Add-Delete Method (PBW algorithm) and is compared to the modified PBW algorithm implemented in a dynamic algorithm approach to obtain optimization. The gained entropy score of 4.2791 and 4.2902 for the PBW and modified algorithm respectively. The PBW250 was recorded by 40 respondents, each with 2 sets data. Recordings from 30 respondents were trained to produce an acoustic model that were tested using recordings from 10 respondents using the HMM Toolkit (HTK). The results of test gave the maximum accuracy rate of 97.77% for a speaker dependent test and 89.36% for a speaker independent test.

Keywords: entropy maximization, Filipino language, Hidden Markov Model, phonetically balanced words, speech recognition

Procedia PDF Downloads 458
4667 Adsorptive Desulfurization of Using Cu(I) – Y Zeolite via π-Complexation

Authors: Moshe Mello, Hilary Rutto, Tumisang Seodigeng, Itumeleng Kohitlhetse

Abstract:

The accelerating requirement to reach 0% sulfur content in liquid fuels demand researchers to seek efficient alternative technologies to challenge the predicament. In this current study, the adsorption capabilities of modified Cu(I)-Y zeolite were tested for the removal of organosulfur compounds (OSC) present in tire pyrolytic oil (TPO). The π-complexation-based adsorbent was obtained by ion exchanging Y-zeolite with Cu+ cation using liquid phase ion exchange (LPIE). Preparation of the adsorbent involved firstly ion exchange between Na-Y zeolite with a Cu(NO₃)₂ aqueous solution of 0.5M for 48 hours followed by reduction of Cu²⁺ to Cu+. Fixed-bed breakthrough studies for TPO in comparison with model diesel comprising of sulfur compounds such as thiophene, benzothiophenes (BT), and dibenzothiophenes (DBT) showed that modified Cu(I)-Y zeolite is an effective adsorbent for removal of OSC in liquid fuels. The effect of operating conditions such as adsorbent dosage and reaction time were studied to optimize the adsorptive desulfurization process. For model diesel fuel, the selectivity for adsorption of sulfur compounds followed the order DBT> BT> Thiophene. The Cu(I)-Y zeolite is fully regeneratable and this is achieved by a simple procedure of blowing the adsorbent with air at 350 °C, followed by reactivation at 450 °C in a rich helium surrounding.

Keywords: adsorption, desulfurization, TPO, zeolite

Procedia PDF Downloads 116
4666 An Approach to Apply Kernel Density Estimation Tool for Crash Prone Location Identification

Authors: Kazi Md. Shifun Newaz, S. Miaji, Shahnewaz Hazanat-E-Rabbi

Abstract:

In this study, the kernel density estimation tool has been used to identify most crash prone locations in a national highway of Bangladesh. Like other developing countries, in Bangladesh road traffic crashes (RTC) have now become a great social alarm and the situation is deteriorating day by day. Today’s black spot identification process is not based on modern technical tools and most of the cases provide wrong output. In this situation, characteristic analysis and black spot identification by spatial analysis would be an effective and low cost approach in ensuring road safety. The methodology of this study incorporates a framework on the basis of spatial-temporal study to identify most RTC occurrence locations. In this study, a very important and economic corridor like Dhaka to Sylhet highway has been chosen to apply the method. This research proposes that KDE method for identification of Hazardous Road Location (HRL) could be used for all other National highways in Bangladesh and also for other developing countries. Some recommendations have been suggested for policy maker to reduce RTC in Dhaka-Sylhet especially in black spots.

Keywords: hazardous road location (HRL), crash, GIS, kernel density

Procedia PDF Downloads 315
4665 Conduction Accompanied With Transient Radiative Heat Transfer Using Finite Volume Method

Authors: A. Ashok, K.Satapathy, B. Prerana Nashine

Abstract:

The objective of this research work is to investigate for one dimensional transient radiative transfer equations with conduction using finite volume method. Within the infrastructure of finite-volume, we obtain the conservative discretization of the terms in order to preserve the overall conservative property of finitevolume schemes. Coupling of conductive and radiative equation resulting in fluxes is governed by the magnitude of emissivity, extinction coefficient, and temperature of the medium as well as geometry of the problem. The problem under consideration has been solved, for a slab dominating radiation coupled with transient conduction based on finite volume method. The boundary conditions are also chosen so as to give a good model of the discretized form of radiation transfer equation. The important feature of the present method is flexibility in specifying the control angles in the FVM, while keeping the simplicity in the solution procedure. Effects of various model parameters are examined on the distributions of temperature, radiative and conductive heat fluxes and incident radiation energy etc. The finite volume method is considered to effectively evaluate the propagation of radiation intensity through a participating medium.

Keywords: participating media, finite volume method, radiation coupled with conduction, transient radiative heat transfer

Procedia PDF Downloads 389
4664 Estimating View-Through Ad Attribution from User Surveys Using Convex Optimization

Authors: Yuhan Lin, Rohan Kekatpure, Cassidy Yeung

Abstract:

In Digital Marketing, robust quantification of View-through attribution (VTA) is necessary for evaluating channel effectiveness. VTA occurs when a product purchase is aided by an Ad but without an explicit click (e.g. a TV ad). A lack of a tracking mechanism makes VTA estimation challenging. Most prevalent VTA estimation techniques rely on post-purchase in-product user surveys. User surveys enable the calculation of channel multipliers, which are the ratio of the view-attributed to the click-attributed purchases of each marketing channel. Channel multipliers thus provide a way to estimate the unknown VTA for a channel from its known click attribution. In this work, we use Convex Optimization to compute channel multipliers in a way that enables a mathematical encoding of the expected channel behavior. Large fluctuations in channel attributions often result from overfitting the calculations to user surveys. Casting channel attribution as a Convex Optimization problem allows an introduction of constraints that limit such fluctuations. The result of our study is a distribution of channel multipliers across the entire marketing funnel, with important implications for marketing spend optimization. Our technique can be broadly applied to estimate Ad effectiveness in a privacy-centric world that increasingly limits user tracking.

Keywords: digital marketing, survey analysis, operational research, convex optimization, channel attribution

Procedia PDF Downloads 203
4663 E-Government Continuance Intention of Media Psychology: Some Insights from Psychographic Characteristics

Authors: Azlina Binti Abu Bakar, Fahmi Zaidi Bin Abdul Razak, Wan Salihin Wong Abdullah

Abstract:

Psychographic is a psychological study of values, attitudes, interests and it is used mostly in prediction, opinion research and social research. This study predicts the influence of performance expectancy, effort expectancy, social influence and facilitating condition on e-government acceptance among Malaysian citizens. The survey responses of 543 e-government users have been validated and analyzed by means of covariance-based Structural Equation Modeling. The findings indicate that e-government acceptance among Malaysian citizens are mainly influenced by performance expectancy (β = 0.66, t = 11.53, p < 0.01) and social influence (β = 0.20, t = 4.23, p < 0.01). Surprisingly, there is no significant effect of facilitating condition and effort expectancy on e-government continuance intention (β = 0.01, t = 0.27, p > 0.05; β = -0.01, t = -0.40, p > 0.05). This study offers government and vendors a frame of reference to analyze citizen’s situation before initiating new innovations. In case of Malaysian e-government technology, adoption strategies should be built around fostering level of citizens’ technological expectation and social influence on e-government usage.

Keywords: continuance intention, Malaysian citizen, media psychology, structural equation modeling

Procedia PDF Downloads 330
4662 The Response of the Central Bank to the Exchange Rate Movement: A Dynamic Stochastic General Equilibrium-Vector Autoregressive Approach for Tunisian Economy

Authors: Abdelli Soulaima, Belhadj Besma

Abstract:

The paper examines the choice of the central bank toward the movements of the nominal exchange rate and evaluates its effects on the volatility of the output growth and the inflation. The novel hybrid method of the dynamic stochastic general equilibrium called the DSGE-VAR is proposed for analyzing this policy experiment in a small scale open economy in particular Tunisia. The contribution is provided to the empirical literature as we apply the Tunisian data with this model, which is rarely used in this context. Note additionally that the issue of treating the degree of response of the central bank to the exchange rate in Tunisia is special. To ameliorate the estimation, the Bayesian technique is carried out for the sample 1980:q1 to 2011 q4. Our results reveal that the central bank should not react or softly react to the exchange rate. The variance decomposition displayed that the overall inflation volatility is more pronounced with the fixed exchange rate regime for most of the shocks except for the productivity and the interest rate. The output volatility is also higher with this regime with the majority of the shocks exempting the foreign interest rate and the interest rate shocks.

Keywords: DSGE-VAR modeling, exchange rate, monetary policy, Bayesian estimation

Procedia PDF Downloads 301
4661 Predictive Analytics in Traffic Flow Management: Integrating Temporal Dynamics and Traffic Characteristics to Estimate Travel Time

Authors: Maria Ezziani, Rabie Zine, Amine Amar, Ilhame Kissani

Abstract:

This paper introduces a predictive model for urban transportation engineering, which is vital for efficient traffic management. Utilizing comprehensive datasets and advanced statistical techniques, the model accurately forecasts travel times by considering temporal variations and traffic dynamics. Machine learning algorithms, including regression trees and neural networks, are employed to capture sequential dependencies. Results indicate significant improvements in predictive accuracy, particularly during peak hours and holidays, with the incorporation of traffic flow and speed variables. Future enhancements may integrate weather conditions and traffic incidents. The model's applications range from adaptive traffic management systems to route optimization algorithms, facilitating congestion reduction and enhancing journey reliability. Overall, this research extends beyond travel time estimation, offering insights into broader transportation planning and policy-making realms, empowering stakeholders to optimize infrastructure utilization and improve network efficiency.

Keywords: predictive analytics, traffic flow, travel time estimation, urban transportation, machine learning, traffic management

Procedia PDF Downloads 86
4660 Horizontal Stress Magnitudes Using Poroelastic Model in Upper Assam Basin, India

Authors: Jenifer Alam, Rima Chatterjee

Abstract:

Upper Assam sedimentary basin is one of the oldest commercially producing basins of India. Being in a tectonically active zone, estimation of tectonic strain and stress magnitudes has vast application in hydrocarbon exploration and exploitation. This East North East –West South West trending shelf-slope basin encompasses the Bramhaputra valley extending from Mikir Hills in the southwest to the Naga foothills in the northeast. Assam Shelf lying between the Main Boundary Thrust (MBT) and Naga Thrust area is comparatively free from thrust tectonics and depicts normal faulting mechanism. The study area is bounded by the MBT and Main Central Thrust in the northwest. The Belt of Schuppen in the southeast, is bordered by Naga and Disang thrust marking the lower limit of the study area. The entire Assam basin shows low-level seismicity compared to other regions of northeast India. Pore pressure (PP), vertical stress magnitude (SV) and horizontal stress magnitudes have been estimated from two wells - N1 and T1 located in Upper Assam. N1 is located in the Assam gap below the Bramhaputra river while T1, lies in the Belt of Schuppen. N1 penetrates geological formations from top Alluvial through Dhekiajuli, Girujan, Tipam, Barail, Kopili, Sylhet and Langpur to the granitic basement while T1 in trusted zone crosses through Girujan Suprathrust, Tipam Suprathrust, Barail Suprathrust to reach Naga Thrust. Normal compaction trend is drawn through shale points through both wells for estimation of PP using the conventional Eaton sonic equation with an exponent of 1.0 which is validated with Modular Dynamic Tester and mud weight. Observed pore pressure gradient ranges from 10.3 MPa/km to 11.1 MPa/km. The SV has a gradient from 22.20 to 23.80 MPa/km. Minimum and maximum horizontal principal stress (Sh and SH) magnitudes under isotropic conditions are determined using poroelastic model. This approach determines biaxial tectonic strain utilizing static Young’s Modulus, Poisson’s Ratio, SV, PP, leak off test (LOT) and SH derived from breakouts using prior information on unconfined compressive strength. Breakout derived SH information is used for obtaining tectonic strain due to lack of measured SH data from minifrac or hydrofracturing. Tectonic strain varies from 0.00055 to 0.00096 along x direction and from -0.0010 to 0.00042 along y direction. After obtaining tectonic strains at each well, the principal horizontal stress magnitudes are calculated from linear poroelastic model. The magnitude of Sh and SH gradient in normal faulting region are 12.5 and 16.0 MPa/km while in thrust faulted region the gradients are 17.4 and 20.2 MPa/km respectively. Model predicted Sh and SH matches well with the LOT data and breakout derived SH data in both wells. It is observed from this study that the stresses SV>SH>Sh prevailing in the shelf region while near the Naga foothills the regime changes to SH≈SV>Sh area corresponds to normal faulting regime. Hence this model is a reliable tool for predicting stress magnitudes from well logs under active tectonic regime in Upper Assam Basin.

Keywords: Eaton, strain, stress, poroelastic model

Procedia PDF Downloads 216
4659 Dual-Channel Multi-Band Spectral Subtraction Algorithm Dedicated to a Bilateral Cochlear Implant

Authors: Fathi Kallel, Ahmed Ben Hamida, Christian Berger-Vachon

Abstract:

In this paper, a Speech Enhancement Algorithm based on Multi-Band Spectral Subtraction (MBSS) principle is evaluated for Bilateral Cochlear Implant (BCI) users. Specifically, dual-channel noise power spectral estimation algorithm using Power Spectral Densities (PSD) and Cross Power Spectral Densities (CPSD) of the observed signals is studied. The enhanced speech signal is obtained using Dual-Channel Multi-Band Spectral Subtraction ‘DC-MBSS’ algorithm. For performance evaluation, objective speech assessment test relying on Perceptual Evaluation of Speech Quality (PESQ) score is performed to fix the optimal number of frequency bands needed in DC-MBSS algorithm. In order to evaluate the speech intelligibility, subjective listening tests are assessed with 3 deafened BCI patients. Experimental results obtained using French Lafon database corrupted by an additive babble noise at different Signal-to-Noise Ratios (SNR) showed that DC-MBSS algorithm improves speech understanding for single and multiple interfering noise sources.

Keywords: speech enhancement, spectral substracion, noise estimation, cochlear impalnt

Procedia PDF Downloads 550
4658 Analysis of Potential Flow around Two-Dimensional Body by Surface Panel Method and Vortex Lattice Method

Authors: M. Abir Hossain, M. Shahjada Tarafder

Abstract:

This paper deals with the analysis of potential flow past two-dimensional body by discretizing the body into panels where the Laplace equation was applied to each panel. The Laplace equation was solved at each panel by applying the boundary conditions. The boundary condition was applied at each panel to mathematically formulate the problem and then convert the problem into a computer-solvable problem. Kutta condition was applied at both the leading and trailing edges to see whether the condition is satisfied or not. Another approach that is applied for the analysis is Vortex Lattice Method (VLM). A vortex ring is considered at each control point. Using the Biot-Savart Law the strength at each control point is calculated and hence the pressure differentials are measured. For the comparison of the analytic result with the experimental result, different NACA section hydrofoil is used. The analytic result of NACA 0012 and NACA 0015 are compared with the experimental result of Abbott and Doenhoff and found significant conformity with the achieved result.

Keywords: Kutta condition, Law of Biot-Savart, pressure differentials, potential flow, vortex lattice method

Procedia PDF Downloads 191
4657 Considering Climate Change in Food Security: A Sociological Study Investigating the Modern Agricultural Practices and Food Security in Bangladesh

Authors: Hosen Tilat Mahal, Monir Hossain

Abstract:

Despite being a food-sufficient country after revolutionary changes in agricultural inputs, Bangladesh still has food insecurity and undernutrition. This study examines the association between agricultural practices (as social practices) and food security concentrating on the potential impact of sociodemographic factors and climate change. Using data from the 2012 Bangladesh Integrated Household Survey (BIHS), this study shows how modifiedagricultural practices are strongly associated with climate change and different sociodemographic factors (land ownership, religion, gender, education, and occupation) subsequently affect the status of food security in Bangladesh. We used linear and logistic regression models to analyze the association between modified agricultural practices and food security. The findings indicate that socioeconomic statuses are significant predictors of determining agricultural practices in a society like Bangladesh and control food security at the household level. Moreover, climate change is adversely impactingeven the modified agricultural and food security association version. We conclude that agricultural practices must consider climate change while boosting food security. Therefore, future research should integrate climate change into the agriculture and food-related mitigation and resiliency models.

Keywords: food security, agricultural productivity, climate change, bangladesh

Procedia PDF Downloads 125
4656 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula

Procedia PDF Downloads 136
4655 Parameter Estimation for Contact Tracing in Graph-Based Models

Authors: Augustine Okolie, Johannes Müller, Mirjam Kretzchmar

Abstract:

We adopt a maximum-likelihood framework to estimate parameters of a stochastic susceptible-infected-recovered (SIR) model with contact tracing on a rooted random tree. Given the number of detectees per index case, our estimator allows to determine the degree distribution of the random tree as well as the tracing probability. Since we do not discover all infectees via contact tracing, this estimation is non-trivial. To keep things simple and stable, we develop an approximation suited for realistic situations (contract tracing probability small, or the probability for the detection of index cases small). In this approximation, the only epidemiological parameter entering the estimator is the basic reproduction number R0. The estimator is tested in a simulation study and applied to covid-19 contact tracing data from India. The simulation study underlines the efficiency of the method. For the empirical covid-19 data, we are able to compare different degree distributions and perform a sensitivity analysis. We find that particularly a power-law and a negative binomial degree distribution meet the data well and that the tracing probability is rather large. The sensitivity analysis shows no strong dependency on the reproduction number.

Keywords: stochastic SIR model on graph, contact tracing, branching process, parameter inference

Procedia PDF Downloads 80
4654 Colorimetric Detection of Ceftazdime through Azo Dye Formation on Polyethylenimine-Melamine Foam

Authors: Pajaree Donkhampa, Fuangfa Unob

Abstract:

Ceftazidime is an antibiotic drug commonly used to treat several human and veterinary infections. However, the presence of ceftazidime residues in the environment may induce microbial resistance and cause side effects to humans. Therefore, monitoring the level of ceftazidime in environmental resources is important. In this work, a melamine foam platform was proposed for simultaneous extraction and colorimetric detection of ceftazidime based on the azo dye formation on the surface. The melamine foam was chemically modified with polyethyleneimine (PEI) and characterized by scanning electron microscopy (SEM) and Fourier transform infrared spectroscopy (FTIR). Ceftazidime is a sample that was extracted on the PEI-modified melamine foam and further reacted with nitrite in an acidic medium to form an intermediate diazonium ion. The diazotized molecule underwent an azo coupling reaction with chromotropic acid to generate a red-colored compound. The material color changed from pale yellow to pink depending on the ceftazidime concentration. The photo of the obtained material was taken by a smartphone camera and the color intensity was determined by Image J software. The material fabrication and ceftazidime extraction and detection procedures were optimized. The detection of a sub-ppm level of ceftazidime was achieved without using a complex analytical instrument.

Keywords: colorimetric detection, ceftazidime, melamine foam, extraction, azo dye

Procedia PDF Downloads 170
4653 Relaxation Behavior of Biorenewable Waterborne Castor Oil-Based Polyurethane-Lignin Thin Films

Authors: Samy Madbouly

Abstract:

The relaxation behavior of biorenewable castor oil-based polyurethane-lignin thin films synthesized in homogenous waterborne dispersions was investigated as a function of concentration at different temperatures and frequencies using broadband dielectric relaxation spectroscopy (BDRS). The molecular dynamics of the glass relaxation process and the local relaxation process of the PU-LS thin films were studied over a wide range of temperatures (-70 to 30 ℃) and frequencies (5 × 10−2 to 0.5 × 107 Hz) for different lignin concentration. Four relaxation processes have been observed namely; ?-, β-, γ-relaxations and ionic conductivity for pure castor oil-based PU and castor oil-lignin-based PU thin films at different temperatures and frequencies ranges. The Vogel-Fulcher-Tammann equation was found to be well described the temperature dependence of the characteristic relaxation times of the ?-relaxation process. However, on the other hand, the molecular dynamics of both β- and γ-relaxation processes were given by the Arrhenius equation. The incorporation of lignin into the castor oil-based PU significantly increased the glass transition temperature and primitivity of the thin films. In addition, the broadness, intensity, and molecular dynamics of the only observed ?-relaxation process were found to be strongly dependent on lignin concentration.

Keywords: castor oil, lignin, polyurethane, dielectric, dispersions

Procedia PDF Downloads 205
4652 Periodic Change in the Earth’s Rotation Velocity

Authors: Sung Duk Kim, Kwan U. Kim, Jin Sim, Ryong Jin Jang

Abstract:

The phenomenon of seasonal variations in the Earth’s rotation velocity was discovered in the 1930s when a crystal clock was developed and analyzed in a quantitative way for the first time between 1955 and 1968 when observation data of the seasonal variations was analyzed by an atomic clock. According to the previous investigation, atmospheric circulation is supposed to be a factor affecting the seasonal variations in the Earth’s rotation velocity in many cases, but the problem has not been solved yet. In order to solve the problem, it is necessary to apply dynamics to consider the Earth’s spatial motion, rotation, and change of shape of the Earth (movement of materials in and out of the Earth and change of the Earth’s figure) at the same time and in interrelation to the accuracy of post-Newtonian approximation regarding the Earth body as a system of mass points because the stability of the Earth’s rotation angular velocity is in the range of 10⁻⁸~10⁻⁹. For it, the equation was derived, which can consider the 3 kinds of motion above mentioned at the same time by taking the effect of the resultant external force on the Earth’s rotation into account in a relativistic way to the accuracy of post-Newtonian approximation. Therefore, the equation has been solved to obtain the theoretical values of periodic change in the Earth’s rotation velocity, and they have been compared with the astronomical observation data so to reveal the cause for the periodic change in the Earth’s rotation velocity.

Keywords: Earth rotation, moment function, periodic change, seasonal variation, relativistic change

Procedia PDF Downloads 77
4651 Improved Benzene Selctivity for Methane Dehydroaromatization via Modifying the Zeolitic Pores by Dual Templating Approach

Authors: Deepti Mishra, K. K Pant, Xiu Song Zhao, Muxina Konarova

Abstract:

Catalytic transformation of simplest hydrocarbon methane into benzene and valuable chemicals over Mo/HZSM-5 has a great economic potential, however, it suffers serious hurdles due to the blockage in the micropores because of extensive coking at high temperature during methane dehydroaromatization (MDA). Under such conditions, it necessitates the design of micro/mesoporous ZSM-5, which has the advantages viz. uniform dispersibility of MoOx species, consequently the formation of active Mo sites in the micro/mesoporous channel and lower carbon deposition because of improved mass transfer rate within the hierarchical pores. In this study, we report a unique strategy to control the porous structures of ZSM-5 through a dual templating approach, utilizing C6 and C12 -surfactants as porogen. DFT studies were carried out to correlate the ZSM-5 framework development using the C6 and C12 surfactants with structure directing agent. The structural and morphological parameters of the synthesized ZSM-5 were explored in detail to determine the crystallinity, porosity, Si/Al ratio, particle shape, size, and acidic strength, which were further correlated with the physicochemical and catalytic properties of Mo modified HZSM-5 catalysts. After Mo incorporation, all the catalysts were tested for MDA reaction. From the activity test, it was observed that C6 surfactant-modified hierarchically porous Mo/HZSM-5(H) showed the highest benzene formation rate (1.5 μmol/gcat. s) and longer catalytic stability up to 270 min of reaction as compared to the conventional microporous Mo/HZSM-5(C). In contrary, C12 surfactant modified Mo/HZSM-5(D) is inferior towards MDA reaction (benzene formation rate: 0.5 μmol/gcat. s). We ascribed that the difference in MDA activity could be due to the hierarchically interconnected meso/microporous feature of Mo/HZSM-5(H) that precludes secondary reaction of coking from benzene and hence contributing substantial stability towards MDA reaction.

Keywords: hierarchical pores, Mo/HZSM-5, methane dehydroaromatization, coke deposition

Procedia PDF Downloads 85
4650 Correlation and Prediction of Biodiesel Density

Authors: Nieves M. C. Talavera-Prieto, Abel G. M. Ferreira, António T. G. Portugal, Rui J. Moreira, Jaime B. Santos

Abstract:

The knowledge of biodiesel density over large ranges of temperature and pressure is important for predicting the behavior of fuel injection and combustion systems in diesel engines, and for the optimization of such systems. In this study, cottonseed oil was transesterified into biodiesel and its density was measured at temperatures between 288 K and 358 K and pressures between 0.1 MPa and 30 MPa, with expanded uncertainty estimated as ±1.6 kg.m^-3. Experimental pressure-volume-temperature (pVT) cottonseed data was used along with literature data relative to other 18 biodiesels, in order to build a database used to test the correlation of density with temperarure and pressure using the Goharshadi–Morsali–Abbaspour equation of state (GMA EoS). To our knowledge, this is the first that density measurements are presented for cottonseed biodiesel under such high pressures, and the GMA EoS used to model biodiesel density. The new tested EoS allowed correlations within 0.2 kg•m-3 corresponding to average relative deviations within 0.02%. The built database was used to develop and test a new full predictive model derived from the observed linear relation between density and degree of unsaturation (DU), which depended from biodiesel FAMEs profile. The average density deviation of this method was only about 3 kg.m-3 within the temperature and pressure limits of application. These results represent appreciable improvements in the context of density prediction at high pressure when compared with other equations of state.

Keywords: biodiesel density, correlation, equation of state, prediction

Procedia PDF Downloads 618
4649 ‘Groupitizing’ – A Key Factor in Math Learning Disabilities

Authors: Michal Wolk, Bat-Sheva Hadad, Orly Rubinsten

Abstract:

Objective: The visuospatial perception system process that allows us to decompose and recompose small quantities into a whole is often called “groupitizing.” Previous studies have been found that adults use groupitizing processes in quantity estimation tasks and link this ability of subgroups recognition to arithmetic proficiency. This pilot study examined if adults with math difficulties benefit from visuospatial grouping cues when asked to estimate the quantity of a given set. It also compared the tipping point in which a significant improvement occurs in adults with typical development compared to adults with math difficulties. Method: In this pilot research, we recruited adults with low arithmetic abilities and matched controls. Participants were asked to estimate the quantity of a given set. Different grouping cues were displayed (space, color, or none) with different visual configurations (different quantities-different shapes, same quantities- different shapes, same quantities- same shapes). Results: Both groups showed significant performance improvement when grouping cues appeared. However, adults with low arithmetic abilities benefited from the grouping cues already in very small quantities as four. Conclusion: impaired perceptual groupitizing abilities may be a characteristic of low arithmetic abilities.

Keywords: groupitizing, math learning disability, quantity estimation, visual perception system

Procedia PDF Downloads 206
4648 Power Quality Modeling Using Recognition Learning Methods for Waveform Disturbances

Authors: Sang-Keun Moon, Hong-Rok Lim, Jin-O Kim

Abstract:

This paper presents a Power Quality (PQ) modeling and filtering processes for the distribution system disturbances using recognition learning methods. Typical PQ waveforms with mathematical applications and gathered field data are applied to the proposed models. The objective of this paper is analyzing PQ data with respect to monitoring, discriminating, and evaluating the waveform of power disturbances to ensure the system preventative system failure protections and complex system problem estimations. Examined signal filtering techniques are used for the field waveform noises and feature extractions. Using extraction and learning classification techniques, the efficiency was verified for the recognition of the PQ disturbances with focusing on interactive modeling methods in this paper. The waveform of selected 8 disturbances is modeled with randomized parameters of IEEE 1159 PQ ranges. The range, parameters, and weights are updated regarding field waveform obtained. Along with voltages, currents have same process to obtain the waveform features as the voltage apart from some of ratings and filters. Changing loads are causing the distortion in the voltage waveform due to the drawing of the different patterns of current variation. In the conclusion, PQ disturbances in the voltage and current waveforms indicate different types of patterns of variations and disturbance, and a modified technique based on the symmetrical components in time domain was proposed in this paper for the PQ disturbances detection and then classification. Our method is based on the fact that obtained waveforms from suggested trigger conditions contain potential information for abnormality detections. The extracted features are sequentially applied to estimation and recognition learning modules for further studies.

Keywords: power quality recognition, PQ modeling, waveform feature extraction, disturbance trigger condition, PQ signal filtering

Procedia PDF Downloads 188
4647 Scour Depth Prediction around Bridge Piers Using Neuro-Fuzzy and Neural Network Approaches

Authors: H. Bonakdari, I. Ebtehaj

Abstract:

The prediction of scour depth around bridge piers is frequently considered in river engineering. One of the key aspects in efficient and optimum bridge structure design is considered to be scour depth estimation around bridge piers. In this study, scour depth around bridge piers is estimated using two methods, namely the Adaptive Neuro-Fuzzy Inference System (ANFIS) and Artificial Neural Network (ANN). Therefore, the effective parameters in scour depth prediction are determined using the ANN and ANFIS methods via dimensional analysis, and subsequently, the parameters are predicted. In the current study, the methods’ performances are compared with the nonlinear regression (NLR) method. The results show that both methods presented in this study outperform existing methods. Moreover, using the ratio of pier length to flow depth, ratio of median diameter of particles to flow depth, ratio of pier width to flow depth, the Froude number and standard deviation of bed grain size parameters leads to optimal performance in scour depth estimation.

Keywords: adaptive neuro-fuzzy inference system (ANFIS), artificial neural network (ANN), bridge pier, scour depth, nonlinear regression (NLR)

Procedia PDF Downloads 221
4646 Structural and Phase Transformations of Pure and Silica Treated Nanofibrous Al₂O₃

Authors: T. H. N. Nguyen, A. Khodan, M. Amamra, J-V. Vignes, A. Kanaev

Abstract:

The ultraporous nanofibrous alumina (NOA, Al2O3·nH2O) was synthesized by oxidation of laminated aluminium plates through a liquid mercury-silver layer in a humid atmosphere ~80% at 25°C. The material has an extremely high purity (99%), porosity (90%) and specific area (300 m2/g). The subsequent annealing of raw NOA permits obtaining pure transition phase (γ and θ) nanostructured materials. In this combination, we report on chemical, structural and phase transformations of pure and modified NOA by an impregnation of trimethylethoxysilane (TMES) and tetraethoxysilane (TEOS) during thermal annealing in the temperature range between 20 and 1650°C. The mass density, specific area, average diameter and specific area are analysed. The 3D model of pure NOA monoliths and silica modified NOA is proposed, which successfully describes the evolution of specific area, mass density and phase transformations. Activation energies of the mass transport in two regimes of surface diffusion and bulk sintering were obtained based on this model. We conclude about a common origin of modifications of the NOA morphology, chemical composition and phase transition.

Keywords: nanostructured materials, alumina (Al₂O₃), morphology, phase transitions

Procedia PDF Downloads 379
4645 Study on the Application of Lime to Improve the Rheological Properties of Polymer Modified Bitumen

Authors: A. Chegenizadeh, M. Keramatikerman, H. Nikraz

Abstract:

Bitumen is one of the most applicable materials in pavement engineering. It is a binding material with unique viscoelastic properties, especially when it mixes with polymer. In this study, to figure out the viscoelastic behaviour of the polymer modified with bitumen (PMB), a series of dynamic shearing rheological (DSR) tests were conducted. Four percentages of lime (i.e. 1%, 2%, 4% and 5%) were mixed with PMB and tested under four different temperatures including 64ºC, 70ºC, 76ºC and 82ºC. The results indicated that complex shearing modulus (G*) increased by increasing the frequency due to raised resistance against deformation. The phase angle (δ) showed a decreasing trend by incrementing the frequency. The addition of lime percentages increased the complex modulus value and declined phase angle parameter. Increasing the temperature decreased the complex modulus and increased the phase angle until 70ºC. The decreasing trend of rutting factor with increasing temperature revealed that rutting factor improved by the addition of the lime to the PMB.

Keywords: rheological properties, DSR test, polymer mixed with bitumen (PMB), complex modulus, lime

Procedia PDF Downloads 191