Search results for: bivariate models

Authors: Obulesh Avuku, Satwik Sunnam, Sri Charan Mohan Janthuka, Keerthi Yalamaddi

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In the United States alone, there are over 1.5 million spine fractures per year, resulting in about 17,730 spinal cord injuries. The cervical spine is where fractures in the spine most frequently occur. The prevalence of spinal fractures in the elderly has increased, and in this population, fractures may be harder to see on imaging because of coexisting degenerative illness and osteoporosis. Nowadays, computed tomography (CT) is almost completely used instead of radiography for the imaging diagnosis of adult spine fractures (x-rays). To stop neurologic degeneration and paralysis following trauma, it is vital to trace any vertebral fractures at the earliest. Many approaches have been proposed for the classification of the cervical spine [2d models]. We are here in this paper trying to break the bounds and use the vision transformers, a State-Of-The-Art- Model in image classification, by making minimal changes possible to the architecture of ViT and making it 3D-enabled architecture and this is evaluated using a weighted multi-label logarithmic loss. We have taken this problem statement from a previously held Kaggle competition, i.e., RSNA 2022 Cervical Spine Fracture Detection.

Keywords: cervical spine, spinal fractures, osteoporosis, computed tomography, 2d-models, ViT, multi-label logarithmic loss, Kaggle, public score, private score

Procedia PDF Downloads 92

Authors: Yiyuan Tao

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Under the impact of global warming together with the intensification of human activities, the hydrological regimes may be altered, and the traditional stationary assumption was no longer satisfied. However, most of the current design standards of water infrastructures were still based on the hypothesis of stationarity, which may inevitably result in severe biases. Many critical impacts of climate on ecosystems, society, and the economy are controlled by extreme events rather than mean values. Therefore, it is of great significance to identify the non-stationarity of precipitation extremes and model the precipitation extremes in a nonstationary framework. The Wei River Basin (WRB), located in a continental monsoon climate zone in China, is selected as a case study in this study. Six extreme precipitation indices were employed to investigate the changing patterns and stationarity of precipitation extremes in the WRB. To identify if precipitation extremes are stationary, the Mann-Kendall trend test and the Pettitt test, which is used to examine the occurrence of abrupt changes are adopted in this study. Extreme precipitation indices series are fitted with non-stationary distributions that selected from six widely used distribution functions: Gumbel, lognormal, Weibull, gamma, generalized gamma and exponential distributions by means of the time-varying moments model generalized additive models for location, scale and shape (GAMLSS), where the distribution parameters are defined as a function of time. The results indicate that: (1) the trends were not significant for the whole WRB, but significant positive/negative trends were still observed in some stations, abrupt changes for consecutive wet days (CWD) mainly occurred in 1985, and the assumption of stationarity is invalid for some stations; (2) for these nonstationary extreme precipitation indices series with significant positive/negative trends, the GAMLSS models are able to capture well the temporal variations of the indices, and perform better than the stationary model. Finally, the differences between the quantiles of nonstationary and stationary models are analyzed, which highlight the importance of nonstationary modeling of precipitation extremes in the WRB.

Keywords: extreme precipitation, GAMLSSS, non-stationary, Wei River Basin

Procedia PDF Downloads 108

Authors: Mequanent Wale Mekonen, Edoardo Otranto, Angela Alibrandi

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Diabetic kidney disease is one of the main microvascular complications caused by diabetes. Several clinical and biochemical variables are reported to be associated with diabetic kidney disease in people with type 2 diabetes. However, their interrelations could distort the effect estimation of these variables for the disease's progression. The objective of the study is to determine how the biochemical and clinical variables in people with type 2 diabetes are interrelated with each other and their effects on kidney disease progression through advanced statistical methods. First, principal component analysis was used to explore how the biochemical and clinical variables intercorrelate with each other, which helped us reduce a set of correlated biochemical variables to a smaller number of uncorrelated variables. Then, ordered logit regression models (cumulative, stage, and adjacent) were employed to assess the effect of biochemical and clinical variables on the order-level response variable (progression of kidney function) by considering the proportionality assumption for more robust effect estimation. This retrospective cross-sectional study retrieved data from a type 2 diabetic cohort in a polyclinic hospital at the University of Messina, Italy. The principal component analysis yielded three uncorrelated components. These are principal component 1, with negative loading of glycosylated haemoglobin, glycemia, and creatinine; principal component 2, with negative loading of total cholesterol and low-density lipoprotein; and principal component 3, with negative loading of high-density lipoprotein and a positive load of triglycerides. The ordered logit models (cumulative, stage, and adjacent) showed that the first component (glycosylated haemoglobin, glycemia, and creatinine) had a significant effect on the progression of kidney disease. For instance, the cumulative odds model indicated that the first principal component (linear combination of glycosylated haemoglobin, glycemia, and creatinine) had a strong and significant effect on the progression of kidney disease, with an effect or odds ratio of 0.423 (P value = 0.000). However, this effect was inconsistent across levels of kidney disease because the first principal component did not meet the proportionality assumption. To address the proportionality problem and provide robust effect estimates, alternative ordered logit models, such as the partial cumulative odds model, the partial adjacent category model, and the partial continuation ratio model, were used. These models suggested that clinical variables such as age, sex, body mass index, medication (metformin), and biochemical variables such as glycosylated haemoglobin, glycemia, and creatinine have a significant effect on the progression of kidney disease.

Keywords: diabetic kidney disease, ordered logit model, principal component analysis, type 2 diabetes

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Authors: Saeid Sahmani

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Due to size-dependent behavior of nanostrustures, the classical continuum models are not applicable for the analyses at this submicrion size. Surface stress effect is one of the most important matters which make the nanoscale structures to have different properties compared to the conventional structures due to high surface to volume ratio. In the present study, free vibration characteristics of nanoplates are investigated including surface stress effects. To this end, non-classical plate model based on Gurtin-Murdoch elasticity theory is proposed to evaluate the surface stress effects on the vibrational behavior of nanoplates subjected to different boundary conditions. Generalized differential quadrature (GDQ) method is employed to discretize the governing non-classical differential equations along with various edge supports. Selected numerical results are given to demonstrate the distinction between the behavior of nanoplates predicted by the classical and present non-classical plate models that leads to illustrate the great influence of surface stress effect. It is observed that this influence quite depends on the magnitude of the surface elastic constants which are relevant to the selected material.

Keywords: nanomechanics, surface stress, free vibration, GDQ method, small scale effect

Procedia PDF Downloads 332

Authors: Mostafa Gamal, Hoda K. Mohamed, Islam El-Maddah, Ali Hamdi

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In recent years, many digital documents on the web have been created due to the rapid growth of ’social applications’ communities or ’Data-intensive applications’. The evolution of online-based multimedia data poses new challenges in storing and querying large amounts of data for online recommender systems. Graph data models have been shown to be more efficient than relational data models for processing complex data. This paper will explain the key differences between graph and relational databases, their strengths and weaknesses, and why using graph databases is the best technology for building a realtime recommendation system. Also, The paper will discuss several similarity metrics algorithms that can be used to compute a similarity score of pairs of nodes based on their neighbourhoods or their properties. Finally, the paper will discover how NLP strategies offer the premise to improve the accuracy and coverage of realtime recommendations by extracting the information from the stored unstructured knowledge, which makes up the bulk of the world’s data to enrich the graph database with this information. As the size and number of data items are increasing rapidly, the proposed system should meet current and future needs.

Keywords: graph databases, NLP, recommendation systems, similarity metrics

Procedia PDF Downloads 91

Authors: Jayanta Kumar Ghosh, Swastik Sunil Goriwale, Himangshu Sarkar

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Groundwater is one of the most valuable natural resources that society consumes for its domestic, industrial, and agricultural water supply. Its bulk and indiscriminate consumption affects the groundwater resource. Often, it has been found that the groundwater recharge rate is much lower than its demand. Thus, to maintain water and food security, it is necessary to monitor and management of groundwater storage. However, it is challenging to estimate groundwater storage (GWS) by making use of existing hydrological models. To overcome the difficulties, machine learning (ML) models are being introduced for the evaluation of groundwater level (GWL). Thus, the objective of this research work is to develop an ML-based model for the prediction of GWL. This objective has been realized through the development of an artificial neural network (ANN) model based on hydro-gravimetry. The model has been developed using training samples from field observations spread over 8 months. The developed model has been tested for the prediction of GWL in an observation well. The root means square error (RMSE) for the test samples has been found to be 0.390 meters. Thus, it can be concluded that the hydro-gravimetric-based ANN model can be used for the prediction of GWL. However, to improve the accuracy, more hydro-gravimetric parameter/s may be considered and tested in future.

Keywords: machine learning, hydro-gravimetry, ground water level, predictive model

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Authors: Abd Al-Salam Al-Masgari, Haylay Tsegab, Ismailalwali Babikir, Monera A. Shoieb

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We present a study of Malaysia's Central Luconia region, which is an essential deposit of Miocene carbonate reservoirs. This study aims to identify and map areas of selected carbonate platforms, develop high-resolution statistical karst models, and generate comprehensive karst geobody models for selected carbonate fields. This study uses seismic characterization and advanced geophysical surveys to identify karst signatures in Miocene carbonate reservoirs. The results highlight the use of variance, RMS, RGB colour blending, and 3D visualization Prop seismic sequence stratigraphy seismic attributes to visualize the karstified areas across the F23 field of Central Luconia. The offshore karst model serves as a powerful visualization tool to reveal the karstization of carbonate sediments of interest. The results of this study contribute to a better understanding of the karst distribution of Miocene carbonate reservoirs in Central Luconia, which are essential for hydrocarbon exploration and production. This is because these features significantly impact the reservoir geometry, flow path and characteristics.

Keywords: karst, central Luconia, seismic attributes, Miocene carbonate build-ups

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Authors: Djeridi Rachid, Ould Ouali Mohand

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The search of a mechanism for the elastomer abrasive wear study is an open issue. The practice difficulties are complex due to the complexity of deformation mechanism, to the complex mechanism of the material tearing and to the marked interactions between the tribological parameters. In this work, we present an experimental technique to study the elastomers abrasive wear. The interaction 'elastomer/indenter' implicate dependant ant temporary of different tribological parameters. Consequently, the phenomenon that governs this interaction is not easy to explain. An optimal elastomers compounding and an adequate utilization conditions of these materials that define its resistance at the abrasion is discussed. The results are confronted to theoretical models: the weight loss variation in function of blade angle or in function of cycle number is in agreement with rupture models and with the mechanism of fissures propagation during the material tearing in abrasive wear of filler elastomers. The weight loss in function of the sliding velocity shows the existence of a critical velocity that corresponds to the maximal wear. The adding of silica or black carbon influences in a different manner on wear abrasive behavior of filler elastomers.

Keywords: abrasion wear, filler elastomer, tribology, hyperelastic

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Authors: Karam Ignaim, Joao M. Fernandes, Andre L. Ferreira

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Mapping the artifacts coming from a set of similar products family developed in an ad-hoc manner to make up the resulting software product line (SPL) plays a key role to maintain the consistency between requirements and code. This paper presents a feature mapping approach that focuses on tracing the artifact coming from the migration process, the current feature model (FM), to the other artifacts of the resulting SPL, the reference architecture, and code. Thus, our approach relates each feature of the current FM to its locations in the implementation code, using the reference architecture as an intermediate artifact (as a centric point) to preserve consistency among them during an SPL evolution. The approach uses a particular artifact (i.e., traceability tree) as a solution for managing the mapping process. Tool support is provided using friendlyMapper. We have evaluated the feature mapping approach and tool support by putting the approach into practice (i.e., conducting a case study) of the automotive domain for Classical Sensor Variants Family at Bosch Car Multimedia S.A. The evaluation reveals that the mapping approach presented by this paper fits the automotive domain.

Keywords: feature location, feature models, mapping, software product lines, traceability

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Authors: Rawaa H. El-Bidweihy, Hisham M. Abdelsalam, Ihab A. El-Khodary

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In an era where machines run and shape our world, the need for a stable, non-ending source of energy emerges. In this study, the focus was on the solar energy in Egypt as a renewable source, the most important factors that could affect the solar energy’s market share throughout its life cycle production were analyzed and filtered, the relationships between them were derived before structuring a Bayesian network. Also, forecasted models were built for multiple factors to predict the states in Egypt by 2035, based on historical data and patterns, to be used as the nodes’ states in the network. 37 factors were found to might have an impact on the use of solar energy and then were deducted to 12 factors that were chosen to be the most effective to the solar energy’s life cycle in Egypt, based on surveying experts and data analysis, some of the factors were found to be recurring in multiple stages. The presented Bayesian network could be used later for scenario and decision analysis of using solar energy in Egypt, as a stable renewable source for generating any type of energy needed.

Keywords: ARIMA, auto correlation, Bayesian network, forecasting models, life cycle, partial correlation, renewable energy, SARIMA, solar energy

Procedia PDF Downloads 137

Authors: Armin Bodaghkhani, Bruce Colbourne, Yuri S. Muzychka

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The process of spray-cloud formation and flow kinematics produced from breaking wave impact on vertical and slant lab-scale bow-shaped models were experimentally investigated. Bubble Image Velocimetry (BIV) and Image Processing (IP) techniques were applied to study the various types of wave-model impacts. Different wave characteristics were generated in a tow tank to investigate the effects of wave characteristics, such as wave phase velocity, wave steepness on droplet velocities, and behavior of the process of spray cloud formation. The phase ensemble-averaged vertical velocity and turbulent intensity were computed. A high-speed camera and diffused LED backlights were utilized to capture images for further post processing. Various pressure sensors and capacitive wave probes were used to measure the wave impact pressure and the free surface profile at different locations of the model and wave-tank, respectively. Droplet sizes and velocities were measured using BIV and IP techniques to trace bubbles and droplets in order to measure their velocities and sizes by correlating the texture in these images. The impact pressure and droplet size distributions were compared to several previously experimental models, and satisfactory agreements were achieved. The distribution of droplets in front of both models are demonstrated. Due to the highly transient process of spray formation, the drag coefficient for several stages of this transient displacement for various droplet size ranges and different Reynolds number were calculated based on the ensemble average method. From the experimental results, the slant model produces less spray in comparison with the vertical model, and the droplet velocities generated from the wave impact with the slant model have a lower velocity as compared with the vertical model.

Keywords: spray charachteristics, droplet size and velocity, wave-body interactions, bubble image velocimetry, image processing

Procedia PDF Downloads 287

Authors: Velimir "monty" Vesselinov, Trais Kliplhuis, Hope Jasperson

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Artificial intelligence (AI) is a powerful tool in the geothermal energy sector, aiding in both exploration and utilization. Identifying promising geothermal sites can be challenging due to limited surface indicators and the need for expensive drilling to confirm subsurface resources. Geothermal reservoirs can be located deep underground and exhibit complex geological structures, making traditional exploration methods time-consuming and imprecise. AI algorithms can analyze vast datasets of geological, geophysical, and remote sensing data, including satellite imagery, seismic surveys, geochemistry, geology, etc. Machine learning algorithms can identify subtle patterns and relationships within this data, potentially revealing hidden geothermal potential in areas previously overlooked. To address these challenges, a SIML (Science-Informed Machine Learning) technology has been developed. SIML methods are different from traditional ML techniques. In both cases, the ML models are trained to predict the spatial distribution of an output (e.g., pressure, temperature, heat flux) based on a series of inputs (e.g., permeability, porosity, etc.). The traditional ML (a) relies on deep and wide neural networks (NNs) based on simple algebraic mappings to represent complex processes. In contrast, the SIML neurons incorporate complex mappings (including constitutive relationships and physics/chemistry models). This results in ML models that have a physical meaning and satisfy physics laws and constraints. The prototype of the developed software, called GeoTGO, is accessible through the cloud. Our software prototype demonstrates how different data sources can be made available for processing, executed demonstrative SIML analyses, and presents the results in a table and graphic form.

Keywords: science-informed machine learning, artificial inteligence, exploration, utilization, hidden geothermal

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Authors: W. Meron Mebrahtu, R. Absi

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Velocity distribution in turbulent open-channel flows is organized in a complex manner. This is due to the large spatial and temporal variability of fluid motion resulting from the free-surface turbulent flow condition. This phenomenon is complicated further due to the complex geometry of channels and the presence of solids transported. Thus, several efforts were made to understand the phenomenon and obtain accurate mathematical models that are suitable for engineering applications. However, predictions are inaccurate because oversimplified assumptions are involved in modeling this complex phenomenon. Therefore, the aim of this work is to study velocity distribution profiles and obtain simple, more accurate, and predictive mathematical models. Particular focus will be made on the acceptable simplification of the general transport equations and an accurate representation of eddy viscosity. Wide rectangular open-channel seems suitable to begin the study; other assumptions are smooth-wall, and sediment-free flow under steady and uniform flow conditions. These assumptions will allow examining the effect of the bottom wall and the free surface only, which is a necessary step before dealing with more complex flow scenarios. For this flow condition, two ordinary differential equations are obtained for velocity profiles; from the Reynolds-averaged Navier-Stokes (RANS) equation and equilibrium consideration between turbulent kinetic energy (TKE) production and dissipation. Then different analytic models for eddy viscosity, TKE, and mixing length were assessed. Computation results for velocity profiles were compared to experimental data for different flow conditions and the well-known linear, log, and log-wake laws. Results show that the model based on the RANS equation provides more accurate velocity profiles. In the viscous sublayer and buffer layer, the method based on Prandtl’s eddy viscosity model and Van Driest mixing length give a more precise result. For the log layer and outer region, a mixing length equation derived from Von Karman’s similarity hypothesis provides the best agreement with measured data except near the free surface where an additional correction based on a damping function for eddy viscosity is used. This method allows more accurate velocity profiles with the same value of the damping coefficient that is valid under different flow conditions. This work continues with investigating narrow channels, complex geometries, and the effect of solids transported in sewers.

Keywords: accuracy, eddy viscosity, sewers, velocity profile

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Authors: Abolfazl Hosseinkhani, Sepehr Sanaye

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Different approaches have been used to predict the performance of the vertical axis wind turbines (VAWT), such as experimental, computational fluid dynamics (CFD), and analytical methods. Analytical methods, such as momentum models that use streamtubes, have low computational cost and sufficient accuracy. The double multiple streamtube (DMST) is one of the most commonly used of momentum models, which divide the rotor plane of VAWT into upwind and downwind. In fact, results from the DMST method have shown some discrepancy compared with experiment results; that is because the Darrieus turbine is a complex and aerodynamically unsteady configuration. In this study, analytical-experimental-based corrections, including dynamic stall, streamtube expansion, and finite blade length correction are used to improve the DMST method. Results indicated that using these corrections for a SANDIA 17-m VAWT will lead to improving the results of DMST.

Keywords: vertical axis wind turbine, analytical, double multiple streamtube, streamtube expansion model, dynamic stall model, finite blade length correction

Procedia PDF Downloads 124

Authors: Xiyue Wang, Shaoning Yan

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Cities in China today is faced with an increasingly serious river ecological crisis accompanying with the development of urbanization: waterlogging on account of the fragmented urban natural hydrological system; the limited ecological function of the hydrological system caused by a destruction of water system and waterfront ecological environment. Additionally, the eco-hydrological processes of rivers are affected by various environmental factors, which are more complex in the context of urban environment. Therefore, efficient hydrological monitoring and analysis tools, accurate and visual hydrological and hydraulic models are becoming more important basis for decision-makers and an important way for landscape architects to solve urban hydrological problems, formulating sustainable and forward-looking schemes. The study mainly introduces the river and flood analysis model based on the platform of Autodesk Civil 3D. Taking the Luanhe River in Qian'an City of Hebei Province as an example, the 3D models of the landform, river, embankment, shoal, pond, underground stream and other land features were initially built, with which the water transfer simulation analysis, river floodplain analysis, and river ecology analysis were carried out, ultimately the real-time visualized simulation and analysis of rivers in various hypothetical scenarios were realized. Through the establishment of digital hydrological and hydraulic model, the hydraulic data can be accurately and intuitively simulated, which provides basis for rational water system and benign urban ecological system design. Though, the hydrological and hydraulic model based on Autodesk Civil3D own its boundedness: the interaction between the model and other data and software is unfavorable; the huge amount of 3D data and the lack of basic data restrict the accuracy and application range. The hydrological and hydraulic model based on Autodesk Civil3D platform provides more possibility to access convenient and intelligent tool for urban planning and monitoring, a solid basis for further urban research and design.

Keywords: visualization, hydrological and hydraulic model, Autodesk Civil 3D, urban river

Procedia PDF Downloads 279

Authors: Yichao Ma, Chengsiong Chin, Wailok Woo

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Since the last decade, there has been a rapid growth in digital multimedia, such as high-resolution media files and three-dimentional movies. Hence, there is a need for large digital storage such as Hard Disk Drive (HDD). As such, users expect to have a quieter HDD in their laptop. In this paper, a jury test has been conducted on a group of 34 people where 17 of them are students who is the potential consumer, and the remaining are engineers who know the HDD. A total 13 HDD sound samples have been selected from over hundred HDD noise recordings. These samples are selected based on an agreed subjective feeling. The samples are played to the participants using head acoustic playback system which enabled them to experience as similar as possible the same environment as have been recorded. Analysis has been conducted and the obtained results have indicated different group has different perception over the noises. Two neural network-based acoustic annoyance models are established based on back propagation neural network. Four psychoacoustic metrics, loudness, sharpness, roughness and fluctuation strength, are used as the input of the model, and the subjective evaluation results are taken as the output. The developed models are reasonably accurate in simulating both training and test samples.

Keywords: hdd noise, jury test, neural network model, psychoacoustic annoyance

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Authors: David F. Nettleton, Christian Wasiak, Jonas Dorissen, David Gillen, Alexandr Tretyak, Elodie Bugnicourt, Alejandro Rosales

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In this work, preliminary results are given for the modeling and calibration of two inline processes, pultrusion, and laser ablation, using machine learning techniques. The end product of the processes is the core of a medical guidewire, manufactured to comply with a user specification of diameter and flexibility. An ensemble approach is followed which requires training several models. Two state of the art machine learning algorithms are benchmarked: Kernel Recursive Least Squares (KRLS) and Support Vector Regression (SVR). The final objective is to build a precise digital model of the pultrusion and laser ablation process in order to calibrate the resulting diameter and flexibility of a medical guidewire, which is the end product while taking into account the friction on the forming die. The result is an ensemble of models, whose output is within a strict required tolerance and which covers the required range of diameter and flexibility of the guidewire end product. The modeling and automatic calibration of complex in-line industrial processes is a key aspect of the Industry 4.0 movement for cyber-physical systems.

Keywords: calibration, data modeling, industrial processes, machine learning

Procedia PDF Downloads 275

Authors: Silvia Platania, Martina Morando, Giuseppe Santisi

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Introduction: In the last thirty years, there is constant talk of sustainable consumption and a "transition" of consumer lifestyles towards greater awareness of consumer choices (United Nation, 1992). The 2019 coronavirus (COVID-19) epidemic that has hit the world population since 2020 has had significant consequences in all areas of people's lives; individuals have been forced to change their behaviors, to redefine their owngoals, priorities, practices, and lifestyles, to rebuild themselves in the new situation dictated by the pandemic. Method(Participants and procedure ): The data were collected through an online survey; moreover, we used convenience sampling from the general population. The participants were 669 Italians consumers (Female= 514, 76.8%; Male=155, 23.2%) that choice sustainability brands, aged between 18 and 65 years (Mₐ𝓰ₑ = 35.45; Standard Deviation, SD = 9.51).(Measure ): The following measures were used: The Muncy–Vitell Consumer Ethics Scale; Attitude Toward Business Scale; Perceived Consumer Effectiveness Scale; Consumers Perception on Sustainable Brand Attitudes. Results: Preliminary analyses were conducted to test our model. Pearson's bivariate correlation between variables shows that all variables of our model correlate significantly and positively, PCE with CPSBA (r = .56, p <.001). Furthermore, a CFA, according to Harman's single-factor test, was used to diagnose the extent to which common-method variance was a problem. A comparison between the hypothesised model and a model with one factor (with all items loading on a unique factor) revealed that the former provided a better fit for the data in all the CFA fit measures [χ² [6, n = 669] = 7.228, p = 0.024, χ² / df = 1.20, RMSEA = 0.07 (CI = 0.051-0.067), CFI = 0.95, GFI = 0.95, SRMR = 0.04, AIC = 66.501; BIC = 132,150). Next, amulti mediation was conducted to test our hypotheses. The results show that there is a direct effect of PCE on ethical consumption behavior (β = .38) and on ATB (β = .23); furthermore, there is a direct effect on the CPSBA outcome (β = .34). In addition, there is a mediating effect by ATB (C.I. =. 022-.119, 95% interval confidence) and by CES (C.I. =. 136-.328, 95% interval confidence). Conclusion: The spread of the COVID-19 pandemic has affected consumer consumption styles and has led to an increase in online shopping and purchases of sustainable products. Several theoretical and practical considerations emerge from the results of the study.

Keywords: decision making, sustainability, pandemic, multimediation model

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Authors: Vikrant Gupta, Amrit Goswami

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The fixed income market forms the basis of the modern financial market. All other assets in financial markets derive their value from the bond market. Owing to its over-the-counter nature, corporate bonds have relatively less data publicly available and thus is researched upon far less compared to Equities. Bond price prediction is a complex financial time series forecasting problem and is considered very crucial in the domain of finance. The bond prices are highly volatile and full of noise which makes it very difficult for traditional statistical time-series models to capture the complexity in series patterns which leads to inefficient forecasts. To overcome the inefficiencies of statistical models, various machine learning techniques were initially used in the literature for more accurate forecasting of time-series. However, simple machine learning methods such as linear regression, support vectors, random forests fail to provide efficient results when tested on highly complex sequences such as stock prices and bond prices. hence to capture these intricate sequence patterns, various deep learning-based methodologies have been discussed in the literature. In this study, a recurrent neural network-based deep learning model using long short term networks for prediction of corporate bond prices has been discussed. Long Short Term networks (LSTM) have been widely used in the literature for various sequence learning tasks in various domains such as machine translation, speech recognition, etc. In recent years, various studies have discussed the effectiveness of LSTMs in forecasting complex time-series sequences and have shown promising results when compared to other methodologies. LSTMs are a special kind of recurrent neural networks which are capable of learning long term dependencies due to its memory function which traditional neural networks fail to capture. In this study, a simple LSTM, Stacked LSTM and a Masked LSTM based model has been discussed with respect to varying input sequences (three days, seven days and 14 days). In order to facilitate faster learning and to gradually decompose the complexity of bond price sequence, an Empirical Mode Decomposition (EMD) has been used, which has resulted in accuracy improvement of the standalone LSTM model. With a variety of Technical Indicators and EMD decomposed time series, Masked LSTM outperformed the other two counterparts in terms of prediction accuracy. To benchmark the proposed model, the results have been compared with traditional time series models (ARIMA), shallow neural networks and above discussed three different LSTM models. In summary, our results show that the use of LSTM models provide more accurate results and should be explored more within the asset management industry.

Keywords: bond prices, long short-term memory, time series forecasting, empirical mode decomposition

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Authors: Pooria Norouzi, Nicholas Tsang, Adam van der Goes, Joseph Yu, Douglas Zheng, Sirine Maleej

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In this study, virtual meters will be designed and used for energy balance measurements of an air handling unit (AHU). The method aims to replace traditional physical sensors in heating, ventilation, and air conditioning (HVAC) systems with simulated virtual meters. Due to the inability to manage and monitor these systems, many HVAC systems have a high level of inefficiency and energy wastage. Virtual meters are implemented and applied in an actual HVAC system, and the result confirms the practicality of mathematical sensors for alternative energy measurement. While most residential buildings and offices are commonly not equipped with advanced sensors, adding, exploiting, and monitoring sensors and measurement devices in the existing systems can cost thousands of dollars. The first purpose of this study is to provide an energy consumption rate based on available sensors and without any physical energy meters. It proves the performance of virtual meters in HVAC systems as reliable measurement devices. To demonstrate this concept, mathematical models are created for AHU-07, located in building NE01 of the British Columbia Institute of Technology (BCIT) Burnaby campus. The models will be created and integrated with the system’s historical data and physical spot measurements. The actual measurements will be investigated to prove the models' accuracy. Based on preliminary analysis, the resulting mathematical models are successful in plotting energy consumption patterns, and it is concluded confidently that the results of the virtual meter will be close to the results that physical meters could achieve. In the second part of this study, the use of virtual meters is further assisted by artificial intelligence (AI) in the HVAC systems of building to improve energy management and efficiency. By the data mining approach, virtual meters’ data is recorded as historical data, and HVAC system energy consumption prediction is also implemented in order to harness great energy savings and manage the demand and supply chain effectively. Energy prediction can lead to energy-saving strategies and considerations that can open a window in predictive control in order to reach lower energy consumption. To solve these challenges, the energy prediction could optimize the HVAC system and automates energy consumption to capture savings. This study also investigates AI solutions possibility for autonomous HVAC efficiency that will allow quick and efficient response to energy consumption and cost spikes in the energy market.

Keywords: virtual meters, HVAC, artificial intelligence, energy consumption prediction

Procedia PDF Downloads 86

Authors: Misagh Faezipour

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System dynamics is a systems engineering approach that can help address the complex challenges in different systems. Little is known about how the brain represents people to predict behavior. This work is based on how the brain simulates different personal behavior and responds to them in the case of young children ages one to five. As we know, children’s minds/brains are just as clean as a crystal, and throughout time, in their surroundings, families, and education center, they grow to develop and have different kinds of behavior towards the world and the society they live in. Hence, this work aims to identify how young children respond to various personality behavior and observes their reactions towards them from a system dynamics perspective. We will be exploring the Big Five personality traits in young children. A causal model is developed in support of the system dynamics approach. These models graphically present the factors and factor relationships that contribute to the big five personality traits and provide a better understanding of the entire behavior model. A simulator will be developed that includes a set of causal model factors and factor relationships. The simulator models the behavior of different factors related to personality traits and their impacts and can help make more informed decisions in a risk-free environment.

Keywords: personality traits, systems engineering, system dynamics, causal model, behavior model

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Authors: Safa’ Abdelkarim Hammad

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The electrical power system is one of the main parts of the nation's infrastructure, and the availability and cost of electricity are critical factors in industrial competitiveness and strategy. Restructuring of the electricity supply industries is a very complex exercise based on national energy strategies and policies, macroeconomic developments, and national conditions, and its application varies from country to country. Electricity regulation of natural monopolies is a challenging task. Regulators face the problem of providing appropriate incentives for improvement of efficiency. Incentive regulation is often considered as an efficient regulatory tool to handle the problem, and it is widely applied in several countries. However, the exact regulation methodologies differ from one country to another. Network quantitative reliability evaluation is an essential factor with regard to the quality of supply. The main factors used to judge the reliability of supply is measured by the number and duration of interruptions experienced by customers. Several indicators are used to evaluate reliability in distribution networks. This paper addresses the impact of incentive regulation and performance benchmarking in the field of electricity distribution in Jordan. The theory of efficiency measurement and the most common models; NCSQS and DEA models are presented.

Keywords: incentive regulations, reliability, restructuring, Tarrif

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Authors: Siddhant Rao

Abstract:

Studies estimate that there will be 266,120 new cases of invasive breast cancer and 40,920 breast cancer induced deaths in the year of 2018 alone. Despite the pervasiveness of this affliction, the current process to obtain an accurate breast cancer prognosis is tedious and time consuming. It usually requires a trained pathologist to manually examine histopathological images and identify the features that characterize various cancer severity levels. We propose MITOS-RCNN: a region based convolutional neural network (RCNN) geared for small object detection to accurately grade one of the three factors that characterize tumor belligerence described by the Nottingham Grading System: mitotic count. Other computational approaches to mitotic figure counting and detection do not demonstrate ample recall or precision to be clinically viable. Our models outperformed all previous participants in the ICPR 2012 challenge, the AMIDA 2013 challenge and the MITOS-ATYPIA-14 challenge along with recently published works. Our model achieved an F- measure score of 0.955, a 6.11% improvement in accuracy from the most accurate of the previously proposed models.

Keywords: breast cancer, mitotic count, machine learning, convolutional neural networks

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Authors: Maruf Ariyo Raheem, Patrick Oseloka Ezepue

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This research aimed at determining most appropriate heteroskedastic model to predicting volatility of 10 major Nigerian banks: Access, United Bank for Africa (UBA), Guaranty Trust, Skye, Diamond, Fidelity, Sterling, Union, ETI and Zenith banks using daily closing stock prices of each of the banks from 2004 to 2014. The models employed include ARCH (1), GARCH (1, 1), EGARCH (1, 1) and TARCH (1, 1). The results show that all the banks returns are highly leptokurtic, significantly skewed and thus non-normal across the four periods except for Fidelity bank during financial crises; findings similar to those of other global markets. There is also strong evidence for the presence of heteroscedasticity, and that volatility persistence during crisis is higher than before the crisis across the 10 banks, with that of UBA taking the lead, about 11 times higher during the crisis. Findings further revealed that Asymmetric GARCH models became dominant especially during financial crises and post crises when the second reforms were introduced into the banking industry by the Central Bank of Nigeria (CBN). Generally, one could say that Nigerian banks returns are volatility persistent during and after the crises, and characterised by leverage effects of negative and positive shocks during these periods

Keywords: global financial crisis, leverage effect, persistence, volatility clustering

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Authors: Alessandra Marcelletti, Giovanni Trovato

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Corruption in public offices is found to be the reflection of country-specific features, however, the exact magnitude and the statistical significance of its determinants effect has not yet been identified. The paper aims to propose an estimation method to measure the impact of country fundamentals on corruption, showing that covariates could differently affect the extent of corruption across countries. Thus, we exploit a model able to take into account different factors affecting the incentive to ask or to be asked for a bribe, coherently with the use of the Corruption Perception Index. We assume that discordant results achieved in literature may be explained by omitted hidden factors affecting the agents' decision process. Moreover, assuming homogeneous covariates effect may lead to unreliable conclusions since the country-specific environment is not accounted for. We apply a Finite Mixture Model with concomitant variables to 129 countries from 1995 to 2006, accounting for the impact of the initial conditions in the socio-economic structure on the corruption patterns. Our findings confirm the hypothesis of the decision process of accepting or asking for a bribe varies with specific country fundamental features.

Keywords: Corruption, Finite Mixture Models, Concomitant Variables, Countries Classification

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Authors: J. Mizuno, S. Takahashi

Abstract:

In this paper, design and fabrication of an actuated parallel-plate mirror based on a 3D-printer is described. The mirror and electrode layers are fabricated separately and assembled thereafter. The alignment is performed by dowel pin-hole pairs fabricated on the respective layers. The electrodes are formed on the surface of the electrode layer by Au ion sputtering using a suitable mask, which is also fabricated by a 3D-printer.For grounding the mirror layer, except the contact area with the electrode paths, all the surface is Au ion sputtered. 3D-printers are widely used for creating 3D models or mock-ups. The authors have recently proposed that these models can perform electromechanical functions such as actuators by suitably masking them followed by metallization process. Since the smallest possible fabrication size is in the order of sub-millimeters, these electromechanical devices are named by the authors as SMEMS (Sub-Milli Electro-Mechanical Systems) devices. The proposed mirror described in this paper which consists of parallel-plate electrostatic actuators is also one type of SMEMS devices. In addition, SMEMS is totally environment-clean compared to MEMS (Micro Electro-Mechanical Systems) fabrication processes because any hazardous chemicals or gases are utilized.

Keywords: MEMS, parallel-plate mirror, SMEMS, 3D-printer

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Authors: Muhammad Arif Mahmood, Andrei C. Popescu, Mihai Oane, Diana Chioibascu, Carmen Ristoscu, Ion N. Mihailescu

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Powder flow and temperature distributions are recognized as influencing factors during laser melting deposition (LMD) process, that not only affect the consolidation rate but also characteristics of the deposited layers. Herewith, two simplified analytical models will be presented to simulate the powder flow with the inclusion of powder particles size distribution in Gaussian form, under three powder jet nozzles, and temperature analyses during LMD process. The output of the 1st model will serve as the input in the 2nd model. The models will be validated with experimental data, i.e., weight measurement method for powder particles distribution and infrared imaging for temperature analyses. This study will increase the cost-efficiency of the LMD process by adjustment of the operating parameters for reaching optimal powder debit and energy. This research has received funds under the Marie Sklodowska-Curie grant agreement No. 764935, from the European Union’s Horizon 2020 research and innovation program.

Keywords: laser additive manufacturing, powder particles size distribution in Gaussian form, powder stream distribution, temperature analyses

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Authors: Badache Messaoud

Abstract:

Geothermal thermosyphons (GTs) are increasingly used in many heating and cooling geothermal applications owing to their high heat transfer performance. This paper proposes a response surface methodology (RSM) to investigate and optimize the performance of a CO2 geothermal thermosyphon. The filling ratio (FR), temperature, and flow rate of the heat transfer fluid are selected as the designing parameters, and heat transfer rate and effectiveness are adopted as response parameters (objective functions). First, a dedicated experimental GT test bench filled with CO2 was built and subjected to different test conditions. An RSM was used to establish corresponding models between the input parameters and responses. Various diagnostic tests were used to assess evaluate the quality and validity of the best-fit models, which explain respectively 98.9% and 99.2% of the output result’s variability. Overall, it is concluded from the RSM analysis that the heat transfer fluid inlet temperatures and the flow rate are the factors that have the greatest impact on heat transfer (Q) rate and effectiveness (εff), while the FR has only a slight effect on Q and no effect on εff. The maximal heat transfer rate and effectiveness achieved are 1.86 kW and 47.81%, respectively. Moreover, these optimal values are associated with different flow rate levels (mc level = 1 for Q and -1 for εff), indicating distinct operating regions for maximizing Q and εff within the GT system. Therefore, a multilevel optimization approach is necessary to optimize both the heat transfer rate and effectiveness simultaneously.

Keywords: geothermal thermosiphon, co2, Response surface methodology, heat transfer performance

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Authors: Virginie Hergault, Siham Chebbah, Bertrand Frere

Abstract:

Following in-house objectives, Central laboratory of Paris police Prefecture conducted a general review on models and Computational Fluid Dynamics (CFD) codes used to simulate pollutant dispersion in the atmosphere. Starting from that review and considering main features of Large Eddy Simulation, Central Laboratory Of Paris Police Prefecture (LCPP) postulates that the Fire Dynamics Simulator (FDS) model, from National Institute of Standards and Technology (NIST), should be well suited for air pollutant dispersion modeling. This paper focuses on the implementation and the evaluation of FDS in the frame of the European COST ES1006 Action. This action aimed at quantifying the performance of modeling approaches. In this paper, the CUTE dataset carried out in the city of Hamburg, and its mock-up has been used. We have performed a comparison of FDS results with wind tunnel measurements from CUTE trials on the one hand, and, on the other, with the models results involved in the COST Action. The most time-consuming part of creating input data for simulations is the transfer of obstacle geometry information to the format required by SDS. Thus, we have developed Python codes to convert automatically building and topographic data to the FDS input file. In order to evaluate the predictions of FDS with observations, statistical performance measures have been used. These metrics include the fractional bias (FB), the normalized mean square error (NMSE) and the fraction of predictions within a factor of two of observations (FAC2). As well as the CFD models tested in the COST Action, FDS results demonstrate a good agreement with measured concentrations. Furthermore, the metrics assessment indicate that FB and NMSE meet the tolerance acceptable.

Keywords: numerical simulations, atmospheric dispersion, cost ES1006 action, CFD model, cute experiments, wind tunnel data, numerical results

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Authors: Afsaneh Mohammadnejad, Marianne Nygaard, Jan Baumbach, Shuxia Li, Weilong Li, Jesper Lund, Jacob v. B. Hjelmborg, Lene Christensen, Qihua Tan

Abstract:

Cognitive impairment in the elderly is a key issue affecting the quality of life. Despite a strong genetic background in cognition, only a limited number of single nucleotide polymorphisms (SNPs) have been found. These explain a small proportion of the genetic component of cognitive function, thus leaving a large proportion unaccounted for. We hypothesize that one reason for this missing heritability is the misspecified modeling in data analysis concerning phenotype distribution as well as the relationship between SNP dosage and the phenotype of interest. In an attempt to overcome these issues, we introduced a model-free method based on the generalized correlation coefficient (GCC) in a genome-wide association study (GWAS) of cognitive function in twin samples and compared its performance with two popular linear regression models. The GCC-based GWAS identified two genome-wide significant (P-value < 5e-8) SNPs; rs2904650 near ZDHHC2 on chromosome 8 and rs111256489 near CD6 on chromosome 11. The kinship model also detected two genome-wide significant SNPs, rs112169253 on chromosome 4 and rs17417920 on chromosome 7, whereas no genome-wide significant SNPs were found by the linear mixed model (LME). Compared to the linear models, more meaningful biological pathways like GABA receptor activation, ion channel transport, neuroactive ligand-receptor interaction, and the renin-angiotensin system were found to be enriched by SNPs from GCC. The GCC model outperformed the linear regression models by identifying more genome-wide significant genetic variants and more meaningful biological pathways related to cognitive function. Moreover, GCC-based GWAS was robust in handling genetically related twin samples, which is an important feature in handling genetic confounding in association studies.

Keywords: cognition, generalized correlation coefficient, GWAS, twins

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