Search results for: discrete latent variable modeling
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6600

Search results for: discrete latent variable modeling

5070 Instant Fire Risk Assessment Using Artifical Neural Networks

Authors: Tolga Barisik, Ali Fuat Guneri, K. Dastan

Abstract:

Major industrial facilities have a high potential for fire risk. In particular, the indices used for the detection of hidden fire are used very effectively in order to prevent the fire from becoming dangerous in the initial stage. These indices provide the opportunity to prevent or intervene early by determining the stage of the fire, the potential for hazard, and the type of the combustion agent with the percentage values of the ambient air components. In this system, artificial neural network will be modeled with the input data determined using the Levenberg-Marquardt algorithm, which is a multi-layer sensor (CAA) (teacher-learning) type, before modeling the modeling methods in the literature. The actual values produced by the indices will be compared with the outputs produced by the network. Using the neural network and the curves to be created from the resulting values, the feasibility of performance determination will be investigated.

Keywords: artifical neural networks, fire, Graham Index, levenberg-marquardt algoritm, oxygen decrease percentage index, risk assessment, Trickett Index

Procedia PDF Downloads 118
5069 Study of Storms on the Javits Center Green Roof

Authors: Alexander Cho, Harsho Sanyal, Joseph Cataldo

Abstract:

A quantitative analysis of the different variables on both the South and North green roofs of the Jacob K. Javits Convention Center was taken to find mathematical relationships between net radiation and evapotranspiration (ET), average outside temperature, and the lysimeter weight. Groups of datasets were analyzed, and the relationships were plotted on linear and semi-log graphs to find consistent relationships. Antecedent conditions for each rainstorm were also recorded and plotted against the volumetric water difference within the lysimeter. The first relation was the inverse parabolic relationship between the lysimeter weight and the net radiation and ET. The peaks and valleys of the lysimeter weight corresponded to valleys and peaks in the net radiation and ET respectively, with the 8/22/15 and 1/22/16 datasets showing this trend. The U-shaped and inverse U-shaped plots of the two variables coincided, indicating an inverse relationship between the two variables. Cross variable relationships were examined through graphs with lysimeter weight as the dependent variable on the y-axis. 10 out of 16 of the plots of lysimeter weight vs. outside temperature plots had R² values > 0.9. Antecedent conditions were also recorded for rainstorms, categorized by the amount of precipitation accumulating during the storm. Plotted against the change in the volumetric water weight difference within the lysimeter, a logarithmic regression was found with large R² values. The datasets were compared using the Mann Whitney U-test to see if the datasets were statistically different, using a significance level of 5%; all datasets compared showed a U test statistic value, proving the null hypothesis of the datasets being different from being true.

Keywords: green roof, green infrastructure, Javits Center, evapotranspiration, net radiation, lysimeter

Procedia PDF Downloads 97
5068 Energy Consumption Modeling for Strawberry Greenhouse Crop by Adaptive Nero Fuzzy Inference System Technique: A Case Study in Iran

Authors: Azar Khodabakhshi, Elham Bolandnazar

Abstract:

Agriculture as the most important food manufacturing sector is not only the energy consumer, but also is known as energy supplier. Using energy is considered as a helpful parameter for analyzing and evaluating the agricultural sustainability. In this study, the pattern of energy consumption of strawberry greenhouses of Jiroft in Kerman province of Iran was surveyed. The total input energy required in the strawberries production was calculated as 113314.71 MJ /ha. Electricity with 38.34% contribution of the total energy was considered as the most energy consumer in strawberry production. In this study, Neuro Fuzzy networks was used for function modeling in the production of strawberries. Results showed that the best model for predicting the strawberries function had a correlation coefficient, root mean square error (RMSE) and mean absolute percentage error (MAPE) equal to 0.9849, 0.0154 kg/ha and 0.11% respectively. Regards to these results, it can be said that Neuro Fuzzy method can be well predicted and modeled the strawberry crop function.

Keywords: crop yield, energy, neuro-fuzzy method, strawberry

Procedia PDF Downloads 358
5067 A Simulation-Based Investigation of the Smooth-Wall, Radial Gravity Problem of Granular Flow through a Wedge-Shaped Hopper

Authors: A. F. Momin, D. V. Khakhar

Abstract:

Granular materials consist of particulate particles found in nature and various industries that, due to gravity flow, behave macroscopically like liquids. A fundamental industrial unit operation is a hopper with inclined walls or a converging channel in which material flows downward under gravity and exits the storage bin through the bottom outlet. The simplest form of the flow corresponds to a wedge-shaped, quasi-two-dimensional geometry with smooth walls and radially directed gravitational force toward the apex of the wedge. These flows were examined using the Mohr-Coulomb criterion in the classic work of Savage (1965), while Ravi Prakash and Rao used the critical state theory (1988). The smooth-wall radial gravity (SWRG) wedge-shaped hopper is simulated using the discrete element method (DEM) to test existing theories. DEM simulations involve the solution of Newton's equations, taking particle-particle interactions into account to compute stress and velocity fields for the flow in the SWRG system. Our computational results are consistent with the predictions of Savage (1965) and Ravi Prakash and Rao (1988), except for the region near the exit, where both viscous and frictional effects are present. To further comprehend this behaviour, a parametric analysis is carried out to analyze the rheology of wedge-shaped hoppers by varying the orifice diameter, wedge angle, friction coefficient, and stiffness. The conclusion is that velocity increases as the flow rate increases but decreases as the wedge angle and friction coefficient increase. We observed no substantial changes in velocity due to varying stiffness. It is anticipated that stresses at the exit result from the transfer of momentum during particle collisions; for this reason, relationships between viscosity and shear rate are shown, and all data are collapsed into a single curve. In addition, it is demonstrated that viscosity and volume fraction exhibit power law correlations with the inertial number and that all the data collapse into a single curve. A continuum model for determining granular flows is presented using empirical correlations.

Keywords: discrete element method, gravity flow, smooth-wall, wedge-shaped hoppers

Procedia PDF Downloads 67
5066 Modeling of Oxygen Supply Profiles in Stirred-Tank Aggregated Stem Cells Cultivation Process

Authors: Vytautas Galvanauskas, Vykantas Grincas, Rimvydas Simutis

Abstract:

This paper investigates a possible practical solution for reasonable oxygen supply during the pluripotent stem cells expansion processes, where the stem cells propagate as aggregates in stirred-suspension bioreactors. Low glucose and low oxygen concentrations are preferred for efficient proliferation of pluripotent stem cells. However, strong oxygen limitation, especially inside of cell aggregates, can lead to cell starvation and death. In this research, the oxygen concentration profile inside of stem cell aggregates in a stem cell expansion process was predicted using a modified oxygen diffusion model. This profile can be realized during the stem cells cultivation process by manipulating the oxygen concentration in inlet gas or inlet gas flow. The proposed approach is relatively simple and may be attractive for installation in a real pluripotent stem cell expansion processes.

Keywords: aggregated stem cells, dissolved oxygen profiles, modeling, stirred-tank, 3D expansion

Procedia PDF Downloads 291
5065 Bi-Component Particle Segregation Studies in a Spiral Concentrator Using Experimental and CFD Techniques

Authors: Prudhvinath Reddy Ankireddy, Narasimha Mangadoddy

Abstract:

Spiral concentrators are commonly used in various industries, including mineral and coal processing, to efficiently separate materials based on their density and size. In these concentrators, a mixture of solid particles and fluid (usually water) is introduced as feed at the top of a spiral channel. As the mixture flows down the spiral, centrifugal and gravitational forces act on the particles, causing them to stratify based on their density and size. Spiral flows exhibit complex fluid dynamics, and interactions involve multiple phases and components in the process. Understanding the behavior of these phases within the spiral concentrator is crucial for achieving efficient separation. An experimental bi-component particle interaction study is conducted in this work utilizing magnetite (heavier density) and silica (lighter density) with different proportions processed in the spiral concentrator. The observation separation reveals that denser particles accumulate towards the inner region of the spiral trough, while a significant concentration of lighter particles are found close to the outer edge. The 5th turn of the spiral trough is partitioned into five zones to achieve a comprehensive distribution analysis of bicomponent particle segregation. Samples are then gathered from these individual streams using an in-house sample collector, and subsequent analysis is conducted to assess component segregation. Along the trough, there was a decline in the concentration of coarser particles, accompanied by an increase in the concentration of lighter particles. The segregation pattern indicates that the heavier coarse component accumulates in the inner zone, whereas the lighter fine component collects in the outer zone. The middle zone primarily consists of heavier fine particles and lighter coarse particles. The zone-wise results reveal that there is a significant fraction of segregation occurs in inner and middle zones. Finer magnetite and silica particles predominantly accumulate in outer zones with the smallest fraction of segregation. Additionally, numerical simulations are also carried out using the computational fluid dynamics (CFD) model based on the volume of fluid (VOF) approach incorporating the RSM turbulence model. The discrete phase model (DPM) is employed for particle tracking, thereby understanding the particle segregation of magnetite and silica along the spiral trough.

Keywords: spiral concentrator, bi-component particle segregation, computational fluid dynamics, discrete phase model

Procedia PDF Downloads 50
5064 Physical Modeling of Woodwind Ancient Greek Musical Instruments: The Case of Plagiaulos

Authors: Dimitra Marini, Konstantinos Bakogiannis, Spyros Polychronopoulos, Georgios Kouroupetroglou

Abstract:

Archaemusicology cannot entirely depend on the study of the excavated ancient musical instruments as most of the time their condition is not ideal (i.e., missing/eroded parts) and moreover, because of the concern damaging the originals during the experiments. Researchers, in order to overcome the above obstacles, build replicas. This technique is still the most popular one, although it is rather expensive and time-consuming. Throughout the last decades, the development of physical modeling techniques has provided tools that enable the study of musical instruments through their digitally simulated models. This is not only a more cost and time-efficient technique but also provides additional flexibility as the user can easily modify parameters such as their geometrical features and materials. This paper thoroughly describes the steps to create a physical model of a woodwind ancient Greek instrument, Plagiaulos. This instrument could be considered as the ancestor of the modern flute due to the common geometry and air-jet excitation mechanism. Plagiaulos is comprised of a single resonator with an open end and a number of tone holes. The combination of closed and open tone holes produces the pitch variations. In this work, the effects of all the instrument’s components are described by means of physics and then simulated based on digital waveguides. The synthesized sound of the proposed model complies with the theory, highlighting its validity. Further, the synthesized sound of the model simulating the Plagiaulos of Koile (2nd century BCE) was compared with its replica build in our laboratory by following the scientific methodologies of archeomusicology. The aforementioned results verify that robust dynamic digital tools can be introduced in the field of computational, experimental archaemusicology.

Keywords: archaeomusicology, digital waveguides, musical acoustics, physical modeling

Procedia PDF Downloads 94
5063 Assessing the Effectiveness of Machine Learning Algorithms for Cyber Threat Intelligence Discovery from the Darknet

Authors: Azene Zenebe

Abstract:

Deep learning is a subset of machine learning which incorporates techniques for the construction of artificial neural networks and found to be useful for modeling complex problems with large dataset. Deep learning requires a very high power computational and longer time for training. By aggregating computing power, high performance computer (HPC) has emerged as an approach to resolving advanced problems and performing data-driven research activities. Cyber threat intelligence (CIT) is actionable information or insight an organization or individual uses to understand the threats that have, will, or are currently targeting the organization. Results of review of literature will be presented along with results of experimental study that compares the performance of tree-based and function-base machine learning including deep learning algorithms using secondary dataset collected from darknet.

Keywords: deep-learning, cyber security, cyber threat modeling, tree-based machine learning, function-based machine learning, data science

Procedia PDF Downloads 136
5062 Productive Engagements and Psychological Wellbeing of Older Adults; An Analysis of HRS Dataset

Authors: Mohammad Didar Hossain

Abstract:

Background/Purpose: The purpose of this study was to examine the associations between productive engagements and the psychological well-being of older adults in the U.S by analyzing cross-sectional data from a secondary dataset. Specifically, this paper analyzed the associations of 4 different types of productive engagements, including current work status, caregiving to the family members, volunteering and religious strengths with the psychological well-being as an outcome variable. Methods: Data and sample: The study used the data from the Health and Retirement Study (HRS). The HRS is a nationally representative prospective longitudinal cohort study that has been conducting biennial surveys since 1992 to community-dwelling individuals 50 years of age or older on diverse issues. This analysis was based on the 2016 wave (cross-sectional) of the HRS dataset and the data collection period was April 2016 through August 2017. The samples were recruited from a multistage, national area-clustered probability sampling frame. Measures: Four different variables were considered as the predicting variables in this analysis. Firstly, current working status was a binary variable that measured by 0=Yes and 1= No. The second and third variables were respectively caregiving and volunteering, and both of them were measured by; 0=Regularly, 1= Irregularly. Finally, find in strength was measured by 0= Agree and 1= Disagree. Outcome (Wellbeing) variable was measured by 0= High level of well-being, 1= Low level of well-being. Control variables including age were measured in years, education in the categories of 0=Low level of education, 1= Higher level of education and sex r in the categories 0=male, 1= female. Analysis and Results: Besides the descriptive statistics, binary logistic regression analyses were applied to examine the association between independent and dependent variables. The results showed that among the four independent variables, three of them including working status (OR: .392, p<.001), volunteering (OR: .471, p<.003) and strengths in religion (OR .588, p<.003), were significantly associated with psychological well-being while controlling for age, gender and education factors. Also, no significant association was found between the caregiving engagement of older adults and their psychological well-being outcome. Conclusions and Implications: The findings of this study are mostly consistent with the previous studies except for the caregiving engagements and their impact on older adults’ well-being outcomes. Therefore, the findings support the proactive initiatives from different micro to macro levels to facilitate opportunities for productive engagements for the older adults, and all of these may ultimately benefit their psychological well-being and life satisfaction in later life.

Keywords: productive engagements, older adults, psychological wellbeing, productive aging

Procedia PDF Downloads 144
5061 Key Factors Influencing Individual Knowledge Capability in KIFs

Authors: Salman Iqbal

Abstract:

Knowledge management (KM) literature has mainly focused on the antecedents of KM. The purpose of this study is to investigate the effect of specific human resource management (HRM) practices on employee knowledge sharing and its outcome as individual knowledge capability. Based on previous literature, a model is proposed for the study and hypotheses are formulated. The cross-sectional dataset comes from a sample of 19 knowledge intensive firms (KIFs). This study has run an item parceling technique followed by Confirmatory Factor Analysis (CFA) on the latent constructs of the research model. Employees’ collaboration and their interpersonal trust can help to improve their knowledge sharing behaviour and knowledge capability within organisations. This study suggests that in future, by using a larger sample, better statistical insight is possible. The findings of this study are beneficial for scholars, policy makers and practitioners. The empirical results of this study are entirely based on employees’ perceptions and make a significant research contribution, given there is a dearth of empirical research focusing on the subcontinent.

Keywords: employees’ collaboration, individual knowledge capability, knowledge sharing, monetary rewards, structural equation modelling

Procedia PDF Downloads 256
5060 Exploring Service Performance of Area-Based Bus Service for Dhaka: A Case Study of Dhaka Chaka

Authors: Md. Musfiqur Rahman Bhuiya Nidalia Islam, Hossain Mohiuddin, Md. Kawser Bin Zaman

Abstract:

Dhaka North City Corporation introduced first area-based bus service on 10 August 2016 to run through Gulshan and Banani area to dilute sufferings of the people which started with the ban on movement of the bus in these areas after Holy Artisan terrorist attack. This study explores service quality performance of Dhaka Chaka on the basis of information provided by its riders on a questionnaire survey. Total thirteen service quality indicators have been ranked on a scale of 1-5, and they have been classified under three latent variables based on their correlation using eigenvalue and rotated factor matrix derived through factor analysis process. Mean, and skewness has been calculated for each indicator. It has been found that ticket price and ticketing system have relatively poor average service quality rank than other factors. All other factors have moderately good performance. The study also suggests some recommendation to improve service quality of Dhaka Chaka based on the interrelation between considered parameters.

Keywords: area based bus service, eigen value, factor analysis, correlation

Procedia PDF Downloads 170
5059 The Impact of Gamification on Self-Assessment for English Language Learners in Saudi Arabia

Authors: Wala A. Bagunaid, Maram Meccawy, Arwa Allinjawi, Zilal Meccawy

Abstract:

Continuous self-assessment becomes crucial in self-paced online learning environments. Students often depend on themselves to assess their progress; which is considered an essential requirement for any successful learning process. Today’s education institutions face major problems around student motivation and engagement. Thus, personalized e-learning systems aim to help and guide the students. Gamification provides an opportunity to help students for self-assessment and social comparison with other students through attempting to harness the motivational power of games and apply it to the learning environment. Furthermore, Open Social Student Modeling (OSSM) as considered as the latest user modeling technologies is believed to improve students’ self-assessment and to allow them to social comparison with other students. This research integrates OSSM approach and gamification concepts in order to provide self-assessment for English language learners at King Abdulaziz University (KAU). This is achieved through an interactive visual representation of their learning progress.

Keywords: e-learning system, gamification, motivation, social comparison, visualization

Procedia PDF Downloads 132
5058 An Extended Domain-Specific Modeling Language for Marine Observatory Relying on Enterprise Architecture

Authors: Charbel Aoun, Loic Lagadec

Abstract:

A Sensor Network (SN) is considered as an operation of two phases: (1) the observation/measuring, which means the accumulation of the gathered data at each sensor node; (2) transferring the collected data to some processing center (e.g., Fusion Servers) within the SN. Therefore, an underwater sensor network can be defined as a sensor network deployed underwater that monitors underwater activity. The deployed sensors, such as Hydrophones, are responsible for registering underwater activity and transferring it to more advanced components. The process of data exchange between the aforementioned components perfectly defines the Marine Observatory (MO) concept which provides information on ocean state, phenomena and processes. The first step towards the implementation of this concept is defining the environmental constraints and the required tools and components (Marine Cables, Smart Sensors, Data Fusion Server, etc). The logical and physical components that are used in these observatories perform some critical functions such as the localization of underwater moving objects. These functions can be orchestrated with other services (e.g. military or civilian reaction). In this paper, we present an extension to our MO meta-model that is used to generate a design tool (ArchiMO). We propose new constraints to be taken into consideration at design time. We illustrate our proposal with an example from the MO domain. Additionally, we generate the corresponding simulation code using our self-developed domain-specific model compiler. On the one hand, this illustrates our approach in relying on Enterprise Architecture (EA) framework that respects: multiple views, perspectives of stakeholders, and domain specificity. On the other hand, it helps reducing both complexity and time spent in design activity, while preventing from design modeling errors during porting this activity in the MO domain. As conclusion, this work aims to demonstrate that we can improve the design activity of complex system based on the use of MDE technologies and a domain-specific modeling language with the associated tooling. The major improvement is to provide an early validation step via models and simulation approach to consolidate the system design.

Keywords: smart sensors, data fusion, distributed fusion architecture, sensor networks, domain specific modeling language, enterprise architecture, underwater moving object, localization, marine observatory, NS-3, IMS

Procedia PDF Downloads 157
5057 Spectral Efficiency Improvement in 5G Systems by Polyphase Decomposition

Authors: Wilson Enríquez, Daniel Cardenas

Abstract:

This article proposes a filter bank format combined with the mathematical tool called polyphase decomposition and the discrete Fourier transform (DFT) with the purpose of improving the performance of the fifth-generation communication systems (5G). We started with a review of the literature and the study of the filter bank theory and its combination with DFT in order to improve the performance of wireless communications since it reduces the computational complexity of these communication systems. With the proposed technique, several experiments were carried out in order to evaluate the structures in 5G systems. Finally, the results are presented in graphical form in terms of bit error rate against the ratio bit energy/noise power spectral density (BER vs. Eb / No).

Keywords: multi-carrier system (5G), filter bank, polyphase decomposition, FIR equalizer

Procedia PDF Downloads 182
5056 A Computational Diagnostics for Dielectric Barrier Discharge Plasma

Authors: Zainab D. Abd Ali, Thamir H. Khalaf

Abstract:

In this paper, the characteristics of electric discharge in gap between two (parallel-plate) dielectric plates are studies, the gap filled with Argon gas in atm pressure at ambient temperature, the thickness of gap typically less than 1 mm and dielectric may be up 10 cm in diameter. One of dielectric plates a sinusoidal voltage is applied with Rf frequency, the other plates is electrically grounded. The simulation in this work depending on Boltzmann equation solver in first few moments, fluid model and plasma chemistry, in one dimensional modeling. This modeling have insight into characteristics of Dielectric Barrier Discharge through studying properties of breakdown of gas, electric field, electric potential, and calculating electron density, mean electron energy, electron current density ,ion current density, total plasma current density. The investigation also include: 1. The influence of change in thickness of gap between two plates if we doubled or reduced gap to half. 2. The effect of thickness of dielectric plates. 3. The influence of change in type and properties of dielectric material (gass, silicon, Teflon).

Keywords: computational diagnostics, Boltzmann equation, electric discharge, electron density

Procedia PDF Downloads 759
5055 Realistic Modeling of the Preclinical Small Animal Using Commercial Software

Authors: Su Chul Han, Seungwoo Park

Abstract:

As the increasing incidence of cancer, the technology and modality of radiotherapy have advanced and the importance of preclinical model is increasing in the cancer research. Furthermore, the small animal dosimetry is an essential part of the evaluation of the relationship between the absorbed dose in preclinical small animal and biological effect in preclinical study. In this study, we carried out realistic modeling of the preclinical small animal phantom possible to verify irradiated dose using commercial software. The small animal phantom was modeling from 4D Digital Mouse whole body phantom. To manipulate Moby phantom in commercial software (Mimics, Materialise, Leuven, Belgium), we converted Moby phantom to DICOM image file of CT by Matlab and two- dimensional of CT images were converted to the three-dimensional image and it is possible to segment and crop CT image in Sagittal, Coronal and axial view). The CT images of small animals were modeling following process. Based on the profile line value, the thresholding was carried out to make a mask that was connection of all the regions of the equal threshold range. Using thresholding method, we segmented into three part (bone, body (tissue). lung), to separate neighboring pixels between lung and body (tissue), we used region growing function of Mimics software. We acquired 3D object by 3D calculation in the segmented images. The generated 3D object was smoothing by remeshing operation and smoothing operation factor was 0.4, iteration value was 5. The edge mode was selected to perform triangle reduction. The parameters were that tolerance (0.1mm), edge angle (15 degrees) and the number of iteration (5). The image processing 3D object file was converted to an STL file to output with 3D printer. We modified 3D small animal file using 3- Matic research (Materialise, Leuven, Belgium) to make space for radiation dosimetry chips. We acquired 3D object of realistic small animal phantom. The width of small animal phantom was 2.631 cm, thickness was 2.361 cm, and length was 10.817. Mimics software supported efficiency about 3D object generation and usability of conversion to STL file for user. The development of small preclinical animal phantom would increase reliability of verification of absorbed dose in small animal for preclinical study.

Keywords: mimics, preclinical small animal, segmentation, 3D printer

Procedia PDF Downloads 350
5054 Building Capacity and Personnel Flow Modeling for Operating amid COVID-19

Authors: Samuel Fernandes, Dylan Kato, Emin Burak Onat, Patrick Keyantuo, Raja Sengupta, Amine Bouzaghrane

Abstract:

The COVID-19 pandemic has spread across the United States, forcing cities to impose stay-at-home and shelter-in-place orders. Building operations had to adjust as non-essential personnel worked from home. But as buildings prepare for personnel to return, they need to plan for safe operations amid new COVID-19 guidelines. In this paper we propose a methodology for capacity and flow modeling of personnel within buildings to safely operate under COVID-19 guidelines. We model personnel flow within buildings by network flows with queuing constraints. We study maximum flow, minimum cost, and minimax objectives. We compare our network flow approach with a simulation model through a case study and present the results. Our results showcase various scenarios of how buildings could be operated under new COVID-19 guidelines and provide a framework for building operators to plan and operate buildings in this new paradigm.

Keywords: network analysis, building simulation, COVID-19

Procedia PDF Downloads 143
5053 Outlier Detection in Stock Market Data using Tukey Method and Wavelet Transform

Authors: Sadam Alwadi

Abstract:

Outlier values become a problem that frequently occurs in the data observation or recording process. Thus, the need for data imputation has become an essential matter. In this work, it will make use of the methods described in the prior work to detect the outlier values based on a collection of stock market data. In order to implement the detection and find some solutions that maybe helpful for investors, real closed price data were obtained from the Amman Stock Exchange (ASE). Tukey and Maximum Overlapping Discrete Wavelet Transform (MODWT) methods will be used to impute the detect the outlier values.

Keywords: outlier values, imputation, stock market data, detecting, estimation

Procedia PDF Downloads 71
5052 CPPI Method with Conditional Floor: The Discrete Time Case

Authors: Hachmi Ben Ameur, Jean Luc Prigent

Abstract:

We propose an extension of the CPPI method, which is based on conditional floors. In this framework, we examine in particular the TIPP and margin based strategies. These methods allow keeping part of the past gains and protecting the portfolio value against future high drawdowns of the financial market. However, as for the standard CPPI method, the investor can benefit from potential market rises. To control the risk of such strategies, we introduce both Value-at-Risk (VaR) and Expected Shortfall (ES) risk measures. For each of these criteria, we show that the conditional floor must be higher than a lower bound. We illustrate these results, for a quite general ARCH type model, including the EGARCH (1,1) as a special case.

Keywords: CPPI, conditional floor, ARCH, VaR, expected ehortfall

Procedia PDF Downloads 287
5051 Solar Powered Front Wheel Drive (FWD) Electric Trike: An Innovation

Authors: Michael C. Barbecho, Romeo B. Morcilla

Abstract:

This study focused on the development of a solar powered front wheel drive electric trike for personal use and short distance travel, utilizing solar power and a variable speed transmission to adapt in places where varying road grades and unavailability of plug-in charging stations are of great problems. The actual performance of the vehicle was measured in terms of duration of charging using solar power, distance travel and battery power duration, top speed developed at full power, and load capacity. This project followed the research and development process which involved planning, designing, construction, and testing. Solar charging tests revealed that the vehicle requires 6 to 8 hours sunlight exposure to fully charge the batteries. At full charge, the vehicle can travel 35 km utilizing battery power down to 42%. Vehicle showed top speed of 25 kph at 0 to 3% road grade carrying a maximum load of 122 kg. The maximum climbing grade was 23% with the vehicle carrying a maximum load of 122 kg. Technically the project was feasible and can be a potential model for possible conversion of traditional Philippine made “pedicabs” and gasoline engine powered tricycle into modern electric vehicles. Moreover, it has several technical features and advantages over a commercialized electric vehicle such as the use solar charging system and variable speed power transmission and front drive power train for adaptability in any road gradient.

Keywords: electric vehicle, solar vehicles, front drive, solar, solar power

Procedia PDF Downloads 551
5050 Effect of Humidity on In-Process Crystallization of Lactose During Spray Drying

Authors: Amirali Ebrahimi, T. A. G. Langrish

Abstract:

The effect of various humidities on process yields and degrees of crystallinity for spray-dried powders from spray drying of lactose with humid air in a straight-through system have been studied. It has been suggested by Williams–Landel–Ferry kinetics (WLF) that a higher particle temperature and lower glass-transition temperature would increase the crystallization rate of the particles during the spray-drying process. Freshly humidified air produced by a Buchi-B290 spray dryer as a humidifier attached to the main spray dryer decreased the particle glass-transition temperature (Tg), while allowing the particle temperature (Tp) to reach higher values by using an insulated drying chamber. Differential scanning calorimetry (DSC) and moisture sorption analysis were used to measure the degree of crystallinity for the spray-dried lactose powders. The results showed that higher Tp-Tg, as a result of applying humid air, improved the process yield from 21 ± 4 to 26 ± 2% and crystallinity of the particles by decreasing the latent heat of crystallization from 43 ± 1 to 30 ± 11 J/g and the sorption peak height from 7.3 ± 0.7% to 6 ± 0.7%.

Keywords: lactose, crystallization, spray drying, humid air

Procedia PDF Downloads 408
5049 Fractional Order Differentiator Using Chebyshev Polynomials

Authors: Koushlendra Kumar Singh, Manish Kumar Bajpai, Rajesh Kumar Pandey

Abstract:

A discrete time fractional orderdifferentiator has been modeled for estimating the fractional order derivatives of contaminated signal. The proposed approach is based on Chebyshev’s polynomials. We use the Riemann-Liouville fractional order derivative definition for designing the fractional order SG differentiator. In first step we calculate the window weight corresponding to the required fractional order. Then signal is convoluted with this calculated window’s weight for finding the fractional order derivatives of signals. Several signals are considered for evaluating the accuracy of the proposed method.

Keywords: fractional order derivative, chebyshev polynomials, signals, S-G differentiator

Procedia PDF Downloads 631
5048 Transformation of Periodic Fuzzy Membership Function to Discrete Polygon on Circular Polar Coordinates

Authors: Takashi Mitsuishi

Abstract:

Fuzzy logic has gained acceptance in the recent years in the fields of social sciences and humanities such as psychology and linguistics because it can manage the fuzziness of words and human subjectivity in a logical manner. However, the major field of application of the fuzzy logic is control engineering as it is a part of the set theory and mathematical logic. Mamdani method, which is the most popular technique for approximate reasoning in the field of fuzzy control, is one of the ways to numerically represent the control afforded by human language and sensitivity and has been applied in various practical control plants. Fuzzy logic has been gradually developing as an artificial intelligence in different applications such as neural networks, expert systems, and operations research. The objects of inference vary for different application fields. Some of these include time, angle, color, symptom and medical condition whose fuzzy membership function is a periodic function. In the defuzzification stage, the domain of the membership function should be unique to obtain uniqueness its defuzzified value. However, if the domain of the periodic membership function is determined as unique, an unintuitive defuzzified value may be obtained as the inference result using the center of gravity method. Therefore, the authors propose a method of circular-polar-coordinates transformation and defuzzification of the periodic membership functions in this study. The transformation to circular polar coordinates simplifies the domain of the periodic membership function. Defuzzified value in circular polar coordinates is an argument. Furthermore, it is required that the argument is calculated from a closed plane figure which is a periodic membership function on the circular polar coordinates. If the closed plane figure is continuous with the continuity of the membership function, a significant amount of computation is required. Therefore, to simplify the practice example and significantly reduce the computational complexity, we have discretized the continuous interval and the membership function in this study. In this study, the following three methods are proposed to decide the argument from the discrete polygon which the continuous plane figure is transformed into. The first method provides an argument of a straight line passing through the origin and through the coordinate of the arithmetic mean of each coordinate of the polygon (physical center of gravity). The second one provides an argument of a straight line passing through the origin and the coordinate of the geometric center of gravity of the polygon. The third one provides an argument of a straight line passing through the origin bisecting the perimeter of the polygon (or the closed continuous plane figure).

Keywords: defuzzification, fuzzy membership function, periodic function, polar coordinates transformation

Procedia PDF Downloads 342
5047 Effect of Gamma Irradiation on the Crystalline Structure of Poly(Vinylidene Fluoride)

Authors: Adriana Souza M. Batista, Cláubia Pereira, Luiz O. Faria

Abstract:

The irradiation of polymeric materials has received much attention because it can produce diverse changes in chemical structure and physical properties. Thus, studying the chemical and structural changes of polymers is important in practice to achieve optimal conditions for the modification of polymers. The effect of gamma irradiation on the crystalline structure of poly(vinylidene fluoride) (PVDF) has been investigated using differential scanning calorimetry (DSC) and X-ray diffraction techniques (XRD). Gamma irradiation was carried out in atmosphere air with doses between 100 kGy at 3,000 kGy with a Co-60 source. In the melting thermogram of the samples irradiated can be seen a bimodal melting endotherm is detected with two melting temperature. The lower melting temperature is attributed to melting of crystals originally present and the higher melting peak due to melting of crystals reorganized upon heat treatment. These results are consistent with those obtained by XRD technique showing increasing crystallinity with increasing irradiation dose, although the melting latent heat is decreasing.

Keywords: differential scanning calorimetry, gamma irradiation, PVDF, X-ray diffraction technique

Procedia PDF Downloads 382
5046 PM10 Prediction and Forecasting Using CART: A Case Study for Pleven, Bulgaria

Authors: Snezhana G. Gocheva-Ilieva, Maya P. Stoimenova

Abstract:

Ambient air pollution with fine particulate matter (PM10) is a systematic permanent problem in many countries around the world. The accumulation of a large number of measurements of both the PM10 concentrations and the accompanying atmospheric factors allow for their statistical modeling to detect dependencies and forecast future pollution. This study applies the classification and regression trees (CART) method for building and analyzing PM10 models. In the empirical study, average daily air data for the city of Pleven, Bulgaria for a period of 5 years are used. Predictors in the models are seven meteorological variables, time variables, as well as lagged PM10 variables and some lagged meteorological variables, delayed by 1 or 2 days with respect to the initial time series, respectively. The degree of influence of the predictors in the models is determined. The selected best CART models are used to forecast future PM10 concentrations for two days ahead after the last date in the modeling procedure and show very accurate results.

Keywords: cross-validation, decision tree, lagged variables, short-term forecasting

Procedia PDF Downloads 177
5045 Modeling Of The Random Impingement Erosion Due To The Impact Of The Solid Particles

Authors: Siamack A. Shirazi, Farzin Darihaki

Abstract:

Solid particles could be found in many multiphase flows, including transport pipelines and pipe fittings. Such particles interact with the pipe material and cause erosion which threats the integrity of the system. Therefore, predicting the erosion rate is an important factor in the design and the monitor of such systems. Mechanistic models can provide reliable predictions for many conditions while demanding only relatively low computational cost. Mechanistic models utilize a representative particle trajectory to predict the impact characteristics of the majority of the particle impacts that cause maximum erosion rate in the domain. The erosion caused by particle impacts is not only due to the direct impacts but also random impingements. In the present study, an alternative model has been introduced to describe the erosion due to random impingement of particles. The present model provides a realistic trend for erosion with changes in the particle size and particle Stokes number. The present model is examined against the experimental data and CFD simulation results and indicates better agreement with the data incomparison to the available models in the literature.

Keywords: erosion, mechanistic modeling, particles, multiphase flow, gas-liquid-solid

Procedia PDF Downloads 155
5044 Approaches to Valuing Ecosystem Services in Agroecosystems From the Perspectives of Ecological Economics and Agroecology

Authors: Sandra Cecilia Bautista-Rodríguez, Vladimir Melgarejo

Abstract:

Climate change, loss of ecosystems, increasing poverty, increasing marginalization of rural communities and declining food security are global issues that require urgent attention. In this regard, a great deal of research has focused on how agroecosystems respond to these challenges as they provide ecosystem services (ES) that lead to higher levels of resilience, adaptation, productivity and self-sufficiency. Hence, the valuing of ecosystem services plays an important role in the decision-making process for the design and management of agroecosystems. This paper aims to define the link between ecosystem service valuation methods and ES value dimensions in agroecosystems from ecological economics and agroecology. The method used to identify valuation methodologies was a literature review in the fields of Agroecology and Ecological Economics, based on a strategy of information search and classification. The conceptual framework of the work is based on the multidimensionality of value, considering the social, ecological, political, technological and economic dimensions. Likewise, the valuation process requires consideration of the ecosystem function associated with ES, such as regulation, habitat, production and information functions. In this way, valuation methods for ES in agroecosystems can integrate more than one value dimension and at least one ecosystem function. The results allow correlating the ecosystem functions with the ecosystem services valued, and the specific tools or models used, the dimensions and valuation methods. The main methodologies identified are multi-criteria valuation (1), deliberative - consultative valuation (2), valuation based on system dynamics modeling (3), valuation through energy or biophysical balances (4), valuation through fuzzy logic modeling (5), valuation based on agent-based modeling (6). Amongst the main conclusions, it is highlighted that the system dynamics modeling approach has a high potential for development in valuation processes, due to its ability to integrate other methods, especially multi-criteria valuation and energy and biophysical balances, to describe through causal cycles the interrelationships between ecosystem services, the dimensions of value in agroecosystems, thus showing the relationships between the value of ecosystem services and the welfare of communities. As for methodological challenges, it is relevant to achieve the integration of tools and models provided by different methods, to incorporate the characteristics of a complex system such as the agroecosystem, which allows reducing the limitations in the processes of valuation of ES.

Keywords: ecological economics, agroecosystems, ecosystem services, valuation of ecosystem services

Procedia PDF Downloads 104
5043 2D-Modeling with Lego Mindstorms

Authors: Miroslav Popelka, Jakub Nozicka

Abstract:

The whole work is based on possibility to use Lego Mindstorms robotics systems to reduce costs. Lego Mindstorms consists of a wide variety of hardware components necessary to simulate, programme and test of robotics systems in practice. To programme algorithm, which simulates space using the ultrasonic sensor, was used development environment supplied with kit. Software Matlab was used to render values afterwards they were measured by ultrasonic sensor. The algorithm created for this paper uses theoretical knowledge from area of signal processing. Data being processed by algorithm are collected by ultrasonic sensor that scans 2D space in front of it. Ultrasonic sensor is placed on moving arm of robot which provides horizontal moving of sensor. Vertical movement of sensor is provided by wheel drive. The robot follows map in order to get correct positioning of measured data. Based on discovered facts it is possible to consider Lego Mindstorm for low-cost and capable kit for real-time modelling.

Keywords: LEGO Mindstorms, ultrasonic sensor, real-time modeling, 2D object, low-cost robotics systems, sensors, Matlab, EV3 Home Edition Software

Procedia PDF Downloads 452
5042 Continuous Functions Modeling with Artificial Neural Network: An Improvement Technique to Feed the Input-Output Mapping

Authors: A. Belayadi, A. Mougari, L. Ait-Gougam, F. Mekideche-Chafa

Abstract:

The artificial neural network is one of the interesting techniques that have been advantageously used to deal with modeling problems. In this study, the computing with artificial neural network (CANN) is proposed. The model is applied to modulate the information processing of one-dimensional task. We aim to integrate a new method which is based on a new coding approach of generating the input-output mapping. The latter is based on increasing the neuron unit in the last layer. Accordingly, to show the efficiency of the approach under study, a comparison is made between the proposed method of generating the input-output set and the conventional method. The results illustrated that the increasing of the neuron units, in the last layer, allows to find the optimal network’s parameters that fit with the mapping data. Moreover, it permits to decrease the training time, during the computation process, which avoids the use of computers with high memory usage.

Keywords: neural network computing, continuous functions generating the input-output mapping, decreasing the training time, machines with big memories

Procedia PDF Downloads 263
5041 Logical-Probabilistic Modeling of the Reliability of Complex Systems

Authors: Sergo Tsiramua, Sulkhan Sulkhanishvili, Elisabed Asabashvili, Lazare Kvirtia

Abstract:

The paper presents logical-probabilistic methods, models, and algorithms for reliability assessment of complex systems, based on which a web application for structural analysis and reliability assessment of systems was created. It is important to design systems based on structural analysis, research, and evaluation of efficiency indicators. One of the important efficiency criteria is the reliability of the system, which depends on the components of the structure. Quantifying the reliability of large-scale systems is a computationally complex process, and it is advisable to perform it with the help of a computer. Logical-probabilistic modeling is one of the effective means of describing the structure of a complex system and quantitatively evaluating its reliability, which was the basis of our application. The reliability assessment process included the following stages, which were reflected in the application: 1) Construction of a graphical scheme of the structural reliability of the system; 2) Transformation of the graphic scheme into a logical representation and modeling of the shortest ways of successful functioning of the system; 3) Description of system operability condition with logical function in the form of disjunctive normal form (DNF); 4) Transformation of DNF into orthogonal disjunction normal form (ODNF) using the orthogonalization algorithm; 5) Replacing logical elements with probabilistic elements in ODNF, obtaining a reliability estimation polynomial and quantifying reliability; 6) Calculation of “weights” of elements of system. Using the logical-probabilistic methods, models and algorithms discussed in the paper, a special software was created, by means of which a quantitative assessment of the reliability of systems of a complex structure is produced. As a result, structural analysis of systems, research, and designing of optimal structure systems are carried out.

Keywords: complex systems, logical-probabilistic methods, orthogonalization algorithm, reliability of systems, “weights” of elements

Procedia PDF Downloads 50