Search results for: instrumental variable estimation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4281

Search results for: instrumental variable estimation

2721 Demand and Supply Management for Electricity Markets: Econometric Analysis of Electricity Prices

Authors: Ioana Neamtu

Abstract:

This paper investigates the potential for demand-side management for the system price in the Nordic electricity market and the price effects of introducing wind-power into the system. The model proposed accounts for the micro-structure of the Nordic electricity market by modeling each hour individually, while still accounting for the relationship between the hours within a day. This flexibility allows us to explore the differences between peak and shoulder demand hours. Preliminary results show potential for demand response management, as indicated by the price elasticity of demand as well as a small but statistically significant decrease in price, given by the wind power penetration. Moreover, our study shows that these effects are stronger during day-time and peak hours,compared to night-time and shoulder hours.

Keywords: structural model, GMM estimation, system of equations, electricity market

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2720 Low Cost Inertial Sensors Modeling Using Allan Variance

Authors: A. A. Hussen, I. N. Jleta

Abstract:

Micro-electromechanical system (MEMS) accelerometers and gyroscopes are suitable for the inertial navigation system (INS) of many applications due to the low price, small dimensions and light weight. The main disadvantage in a comparison with classic sensors is a worse long term stability. The estimation accuracy is mostly affected by the time-dependent growth of inertial sensor errors, especially the stochastic errors. In order to eliminate negative effect of these random errors, they must be accurately modeled. Where the key is the successful implementation that depends on how well the noise statistics of the inertial sensors is selected. In this paper, the Allan variance technique will be used in modeling the stochastic errors of the inertial sensors. By performing a simple operation on the entire length of data, a characteristic curve is obtained whose inspection provides a systematic characterization of various random errors contained in the inertial-sensor output data.

Keywords: Allan variance, accelerometer, gyroscope, stochastic errors

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2719 A Research on Inference from Multiple Distance Variables in Hedonic Regression Focus on Three Variables

Authors: Yan Wang, Yasushi Asami, Yukio Sadahiro

Abstract:

In urban context, urban nodes such as amenity or hazard will certainly affect house price, while classic hedonic analysis will employ distance variables measured from each urban nodes. However, effects from distances to facilities on house prices generally do not represent the true price of the property. Distance variables measured on the same surface are suffering a problem called multicollinearity, which is usually presented as magnitude variance and mean value in regression, errors caused by instability. In this paper, we provided a theoretical framework to identify and gather the data with less bias, and also provided specific sampling method on locating the sample region to avoid the spatial multicollinerity problem in three distance variable’s case.

Keywords: hedonic regression, urban node, distance variables, multicollinerity, collinearity

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2718 Evaluation of Parameters of Subject Models and Their Mutual Effects

Authors: A. G. Kovalenko, Y. N. Amirgaliyev, A. U. Kalizhanova, L. S. Balgabayeva, A. H. Kozbakova, Z. S. Aitkulov

Abstract:

It is known that statistical information on operation of the compound multisite system is often far from the description of actual state of the system and does not allow drawing any conclusions about the correctness of its operation. For example, from the world practice of operation of systems of water supply, water disposal, it is known that total measurements at consumers and at suppliers differ between 40-60%. It is connected with mathematical measure of inaccuracy as well as ineffective running of corresponding systems. Analysis of widely-distributed systems is more difficult, in which subjects, which are self-maintained in decision-making, carry out economic interaction in production, act of purchase and sale, resale and consumption. This work analyzed mathematical models of sellers, consumers, arbitragers and the models of their interaction in the provision of dispersed single-product market of perfect competition. On the basis of these models, the methods, allowing estimation of every subject’s operating options and systems as a whole are given.

Keywords: dispersed systems, models, hydraulic network, algorithms

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2717 Difficulties and Mistakes in Diagnosis During Brucellosis in Children

Authors: Taghi-Zada T. G., Hajiyeva U. K.

Abstract:

Recent years, due to the development of tourism, migration and globalization, brucellosis has spread to non-endemic regions of the country in Azerbaijan and this disease has become one of the main priority areas of medicine. In our daily practice, we face patients with specific symptoms of brucellosis and also infected with this disease but misdiagnosed. It should also be noted that the symptoms and signs of brucellosis are very diverse, and since none of these signs are specific enough to confirm the diagnosis, it creates difficulties in its timely detection and diagnosis. The main purpose of the work. Therefore, the main goal of the work is to investigate the cases of delay in making the correct diagnosis in children with brucellosis and the mistakes in this matter. Material and method. 50 children with brucellosis between the ages of 6 months and 17 years were examined. The medical history and anamnesis of these children were collected, clinical-instrumental examination, and serological tests for brucellosis were performed. Patients were divided into 2 groups, taking into account the specificity of symptoms and the timely diagnosis Results. Group I included 15 (40%) children aged 3-17 years. The main specific symptoms of brucellosis in these patients; persistent or long-term fever, night sweats, arthralgia were observed. In addition to specific symptoms, anamnesis and a specific serological test confirmed the diagnosis of brucellosis. 30 (60%) patients included in group II were misdiagnosed. 3 patients (up to 1 year) were diagnosed with sepsis, 6 with acute rheumatic fever, 10 with systemic diseases, 2 with tuberculosis, 5 with Covid 19, and 4 with unspecified fever. However, we included serological tests. detailed examination revealed the presence of brucellosis in them. As can be seen, compared to group I (40%) children included in group II (60%) In modern times, brucellosis manifests itself with its own characteristics, that is, imitating a number of other diseases, which has led to wrong diagnosis. Conclusion. Thus, the lack of specificity of clinical symptoms during brucellosis in children makes diagnosis difficult, causes mistakes and non-recognition of the disease. With this in mind, physicians in predominantly endemic and even sub-endemic areas should remain vigilant about this disease and consider brucellosis in the differential diagnosis of almost every unexplained medical problem until proven otherwise.

Keywords: brucellosis, pediatrics, diagnostics, serological tests

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2716 A Survey on Quasi-Likelihood Estimation Approaches for Longitudinal Set-ups

Authors: Naushad Mamode Khan

Abstract:

The Com-Poisson (CMP) model is one of the most popular discrete generalized linear models (GLMS) that handles both equi-, over- and under-dispersed data. In longitudinal context, an integer-valued autoregressive (INAR(1)) process that incorporates covariate specification has been developed to model longitudinal CMP counts. However, the joint likelihood CMP function is difficult to specify and thus restricts the likelihood based estimating methodology. The joint generalized quasilikelihood approach (GQL-I) was instead considered but is rather computationally intensive and may not even estimate the regression effects due to a complex and frequently ill conditioned covariance structure. This paper proposes a new GQL approach for estimating the regression parameters (GQLIII) that are based on a single score vector representation. The performance of GQL-III is compared with GQL-I and separate marginal GQLs (GQL-II) through some simulation experiments and is proved to yield equally efficient estimates as GQL-I and is far more computationally stable.

Keywords: longitudinal, com-Poisson, ill-conditioned, INAR(1), GLMS, GQL

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2715 Adomian’s Decomposition Method to Functionally Graded Thermoelastic Materials with Power Law

Authors: Hamdy M. Youssef, Eman A. Al-Lehaibi

Abstract:

This paper presents an iteration method for the numerical solutions of a one-dimensional problem of generalized thermoelasticity with one relaxation time under given initial and boundary conditions. The thermoelastic material with variable properties as a power functional graded has been considered. Adomian’s decomposition techniques have been applied to the governing equations. The numerical results have been calculated by using the iterations method with a certain algorithm. The numerical results have been represented in figures, and the figures affirm that Adomian’s decomposition method is a successful method for modeling thermoelastic problems. Moreover, the empirical parameter of the functional graded, and the lattice design parameter have significant effects on the temperature increment, the strain, the stress, the displacement.

Keywords: Adomian, decomposition method, generalized thermoelasticity, algorithm

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2714 Diagnosis of Choledocholithiasis with Endosonography

Authors: A. Kachmazova, A. Shadiev, Y. Teterin, P. Yartcev

Abstract:

Introduction: Biliary calculi disease (LCS) still occupies the leading position among urgent diseases of the abdominal cavity, manifesting itself from asymptomatic course to life-threatening states. Nowadays arsenal of diagnostic methods for choledocholithiasis is quite wide: ultrasound, hepatobiliscintigraphy (HBSG), magnetic resonance imaging (MRI), endoscopic retrograde cholangiography (ERCP). Among them, transabdominal ultrasound (TA ultrasound) is the most accessible and routine diagnostic method. Nowadays ERCG is the "gold" standard in diagnosis and one-stage treatment of biliary tract obstruction. However, transpapillary techniques are accompanied by serious postoperative complications (postmanipulative pancreatitis (3-5%), endoscopic papillosphincterotomy bleeding (2%), cholangitis (1%)), the lethality being 0.4%. GBSG and MRI are also quite informative methods in the diagnosis of choledocholithiasis. Small size of concrements, their localization in intrapancreatic and retroduodenal part of common bile duct significantly reduces informativity of all diagnostic methods described above, that demands additional studying of this problem. Materials and Methods: 890 patients with the diagnosis of cholelithiasis (calculous cholecystitis) were admitted to the Sklifosovsky Scientific Research Institute of Hospital Medicine in the period from August, 2020 to June, 2021. Of them 115 people with mechanical jaundice caused by concrements in bile ducts. Results: Final EUS diagnosis was made in all patients (100,0%). In all patients in whom choledocholithiasis diagnosis was revealed or confirmed after EUS, ERCP was performed urgently (within two days from the moment of its detection) as the X-ray operation room was provided; it confirmed the presence of concrements. All stones were removed by lithoextraction using Dormia basket. The postoperative period in these patients had no complications. Conclusions: EUS is the most informative and safe diagnostic method, which allows to detect choledocholithiasis in patients with discrepancies between clinical-laboratory and instrumental methods of diagnosis in shortest time, that in its turn will help to decide promptly on the further tactics of patient treatment. We consider it reasonable to include EUS in the diagnostic algorithm for choledocholithiasis. Disclosure: Nothing to disclose.

Keywords: endoscopic ultrasonography, choledocholithiasis, common bile duct, concrement, ERCP

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2713 Combining the Dynamic Conditional Correlation and Range-GARCH Models to Improve Covariance Forecasts

Authors: Piotr Fiszeder, Marcin Fałdziński, Peter Molnár

Abstract:

The dynamic conditional correlation model of Engle (2002) is one of the most popular multivariate volatility models. However, this model is based solely on closing prices. It has been documented in the literature that the high and low price of the day can be used in an efficient volatility estimation. We, therefore, suggest a model which incorporates high and low prices into the dynamic conditional correlation framework. Empirical evaluation of this model is conducted on three datasets: currencies, stocks, and commodity exchange-traded funds. The utilisation of realized variances and covariances as proxies for true variances and covariances allows us to reach a strong conclusion that our model outperforms not only the standard dynamic conditional correlation model but also a competing range-based dynamic conditional correlation model.

Keywords: volatility, DCC model, high and low prices, range-based models, covariance forecasting

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2712 ANFIS Approach for Locating Faults in Underground Cables

Authors: Magdy B. Eteiba, Wael Ismael Wahba, Shimaa Barakat

Abstract:

This paper presents a fault identification, classification and fault location estimation method based on Discrete Wavelet Transform and Adaptive Network Fuzzy Inference System (ANFIS) for medium voltage cable in the distribution system. Different faults and locations are simulated by ATP/EMTP, and then certain selected features of the wavelet transformed signals are used as an input for a training process on the ANFIS. Then an accurate fault classifier and locator algorithm was designed, trained and tested using current samples only. The results obtained from ANFIS output were compared with the real output. From the results, it was found that the percentage error between ANFIS output and real output is less than three percent. Hence, it can be concluded that the proposed technique is able to offer high accuracy in both of the fault classification and fault location.

Keywords: ANFIS, fault location, underground cable, wavelet transform

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2711 Modeling of Production Lines Systems with Layout Constraints

Authors: Sadegh Abebi

Abstract:

There are problems with estimating time of product process of products, especially when there is variable serving time, like control stage. These problems will cause overestimation of process time. Layout constraints, reworking constraints and inflexible product schedule in multi product lines, needs a precise planning to reduce volume in particular situation of line stock. In this article, by analyzing real queue systems with layout constraints and by using concepts and principles of Markov chain in queue theory, a hybrid model has been presented. This model can be a base to assess queue systems with probable parameters of service. Here by presenting a case study, the proposed model will be described. so, production lines of a home application manufacturer will be analyzed.

Keywords: Queuing theory, Markov Chain, layout, line balance

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2710 The Role of Meaningful Work in Transformational Leadership and Work Outcomes Relationship

Authors: Zainur Rahman

Abstract:

Meaningful work is the topic that will be discussed in this article, especially in changing period. It has an important role because by reaching meaningful work, it will drive to be positive in the workplace. Therefore, task performance will be increased and cynicism about organizational change (CAOC) will be reduced. Moreover, it is influenced by situational factor, which is transformational leadership. In this conceptual paper, the author discusses how the construct of meaningful work influenced by transformational leadership that will have impact on the follower’ work outcomes in the organizational change. It is proposed that the construct of meaningful work are susceptible with situational variable. Transformational leaders who are respectful on the process of humanizing the followers affect task performance and reduce CAOC in organizational change.

Keywords: transformational leadership, meaningful work, task performance, CAOC

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2709 Modified Approximation Methods for Finding an Optimal Solution for the Transportation Problem

Authors: N. Guruprasad

Abstract:

This paper presents a modification of approximation method for transportation problems. The initial basic feasible solution can be computed using either Russel's or Vogel's approximation methods. Russell’s approximation method provides another excellent criterion that is still quick to implement on a computer (not manually) In most cases Russel's method yields a better initial solution, though it takes longer than Vogel's method (finding the next entering variable in Russel's method is in O(n1*n2), and in O(n1+n2) for Vogel's method). However, Russel's method normally has a lesser total running time because less pivots are required to reach the optimum for all but small problem sizes (n1+n2=~20). With this motivation behind we have incorporated a variation of the same – what we have proposed it has TMC (Total Modified Cost) to obtain fast and efficient solutions.

Keywords: computation, efficiency, modified cost, Russell’s approximation method, transportation, Vogel’s approximation method

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2708 Numerical and Experimental Investigation of Mixed-Mode Fracture of Cement Paste and Interface Under Three-Point Bending Test

Authors: S. Al Dandachli, F. Perales, Y. Monerie, F. Jamin, M. S. El Youssoufi, C. Pelissou

Abstract:

The goal of this research is to study the fracture process and mechanical behavior of concrete under I–II mixed-mode stress, which is essential for ensuring the safety of concrete structures. For this purpose, two-dimensional simulations of three-point bending tests under variable load and geometry on notched cement paste samples of composite samples (cement paste/siliceous aggregate) are modeled by employing Cohesive Zone Models (CZMs). As a result of experimental validation of these tests, the CZM model demonstrates its capacity to predict fracture propagation at the local scale.

Keywords: cement paste, interface, cohesive zone model, fracture, three-point flexural test bending

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2707 Competitiveness of African Countries through Open Quintuple Helix Model

Authors: B. G. C. Ahodode, S. Fekkaklouhail

Abstract:

Following the triple helix theory, this study aims to evaluate the innovation system effect on African countries’ competitiveness by taking into account external contributions; according to the extent that developing countries (especially African countries) are characterized by weak innovation systems whose synergy operates more at the foreign level than domestic and global. To do this, we used the correlation test, parsimonious regression techniques, and panel estimation between 2013 and 2016. Results show that the degree of innovation synergy has a significant effect on competitiveness in Africa. Specifically, while the opening system (OPESYS) and social system (SOCSYS) contribute respectively in importance order to 0.634 and 0.284 (at 1%) significant points of increase in the GCI, the political system (POLSYS) and educational system (EDUSYS) only increase it to 0.322 and 0.169 at 5% significance level while the effect of the economic system (ECOSYS) is not significant on Global Competitiveness Index.

Keywords: innovation system, innovation, competitiveness, Africa

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2706 The Role of Self-Compassion for the Diagnosis of Social Anxiety Disorder in Adolescents

Authors: Diana Vieira Figueiredo, Rita Ramos Miguel, Maria do Céu Salvador, Luiza Nobre-Lima, Daniel RIjo, Paula Vagos

Abstract:

Social Anxiety Disorder (SAD) is characterized by a marked and persistent fear of social and/or performance situations in which one may be exposed to the scrutiny of others.  SAD has its usual onset and is highly prevalent during adolescence; if left untreated, it often has a chronic and unremitting course. So, it seems important to understand the psychological processes that might predict the development of SAD. One of these processes may be self-compassion, which has been found to be associated with social anxiety in both adults and adolescents. Self-compassion involves three main components, each with a positive (compassionate behavior) and negative (uncompassionate behavior) pole – self-kindness versus self-judgment, common humanity versus isolation, and mindfulness versus over-identification. The negative indicators of self-compassion (self-judgement, isolation, and over-identification) were found to be more strongly linked to mental health problems than the positive indicators (self-kindness, common humanity, and mindfulness). Additionally, negative associations were found between the positive indicators of self-compassion (self-kindness, common humanity, mindfulness) and psychopathology. The current study aimed to investigate the role of self-kindness, self-judgment, common humanity, isolation, mindfulness, and over-identification in the likelihood of an adolescent presenting SAD by comparing groups of normative and socially anxious adolescents. The sample consisted of 32 adolescents (Mage = 15.88, SD = .833) of which 23 were girls. Adolescents were assessed through a clinical structured interview that led 17 to be assigned to the clinical group (presenting a primary diagnosis of SAD) and 15 to be assigned to the non-clinical group (presenting no clinical diagnosis). Variables under study were measured through the Self-Compassion Scale for adolescents (SCS-A), which assesses the six indicators of self-compassion presented above. Six separate models were tested, each with one of the subscales of the SCS-A as the independent variable and with the group (clinical versus non-clinical) as the dependent variable. The models considering isolation, over-identification, self-judgement, and self-kindness fitted the data and accurately predicted group belonging for between 75% to 84.4% of cases. Results indicated that the log of the odds of an adolescent presenting SAD was positively related to isolation, over-identification, and self-judgement and negatively associated with self-kindness. Findings provide support for the idea that decreased self-compassion may place adolescents at increased risk for experiencing clinical levels of social anxiety: on the one hand, adolescents with higher levels of isolation, over-identification, and self-judgement seem to be more prone to the development of psychopathological levels of social anxiety; on the other hand, self-kindness may play a protective role in the development of SAD in this developmental phase. So, if focusing on social feared consequences and perceiving to be different from others may be distinctive features of SAD, developing self-kindness may be the antidote to promote diminished levels of social anxiety and more.

Keywords: adolescents, social anxiety disorder, self-compassion, diagnosis odds-ration

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2705 Review on Quaternion Gradient Operator with Marginal and Vector Approaches for Colour Edge Detection

Authors: Nadia Ben Youssef, Aicha Bouzid

Abstract:

Gradient estimation is one of the most fundamental tasks in the field of image processing in general, and more particularly for color images since that the research in color image gradient remains limited. The widely used gradient method is Di Zenzo’s gradient operator, which is based on the measure of squared local contrast of color images. The proposed gradient mechanism, presented in this paper, is based on the principle of the Di Zenzo’s approach using quaternion representation. This edge detector is compared to a marginal approach based on multiscale product of wavelet transform and another vector approach based on quaternion convolution and vector gradient approach. The experimental results indicate that the proposed color gradient operator outperforms marginal approach, however, it is less efficient then the second vector approach.

Keywords: gradient, edge detection, color image, quaternion

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2704 An Unified Model for Longshore Sediment Transport Rate Estimation

Authors: Aleksandra Dudkowska, Gabriela Gic-Grusza

Abstract:

Wind wave-induced sediment transport is an important multidimensional and multiscale dynamic process affecting coastal seabed changes and coastline evolution. The knowledge about sediment transport rate is important to solve many environmental and geotechnical issues. There are many types of sediment transport models but none of them is widely accepted. It is bacause the process is not fully defined. Another problem is a lack of sufficient measurment data to verify proposed hypothesis. There are different types of models for longshore sediment transport (LST, which is discussed in this work) and cross-shore transport which is related to different time and space scales of the processes. There are models describing bed-load transport (discussed in this work), suspended and total sediment transport. LST models use among the others the information about (i) the flow velocity near the bottom, which in case of wave-currents interaction in coastal zone is a separate problem (ii) critical bed shear stress that strongly depends on the type of sediment and complicates in the case of heterogeneous sediment. Moreover, LST rate is strongly dependant on the local environmental conditions. To organize existing knowledge a series of sediment transport models intercomparisons was carried out as a part of the project “Development of a predictive model of morphodynamic changes in the coastal zone”. Four classical one-grid-point models were studied and intercompared over wide range of bottom shear stress conditions, corresponding with wind-waves conditions appropriate for coastal zone in polish marine areas. The set of models comprises classical theories that assume simplified influence of turbulence on the sediment transport (Du Boys, Meyer-Peter & Muller, Ribberink, Engelund & Hansen). It turned out that the values of estimated longshore instantaneous mass sediment transport are in general in agreement with earlier studies and measurements conducted in the area of interest. However, none of the formulas really stands out from the rest as being particularly suitable for the test location over the whole analyzed flow velocity range. Therefore, based on the models discussed a new unified formula for longshore sediment transport rate estimation is introduced, which constitutes the main original result of this study. Sediment transport rate is calculated based on the bed shear stress and critical bed shear stress. The dependence of environmental conditions is expressed by one coefficient (in a form of constant or function) thus the model presented can be quite easily adjusted to the local conditions. The discussion of the importance of each model parameter for specific velocity ranges is carried out. Moreover, it is shown that the value of near-bottom flow velocity is the main determinant of longshore bed-load in storm conditions. Thus, the accuracy of the results depends less on the sediment transport model itself and more on the appropriate modeling of the near-bottom velocities.

Keywords: bedload transport, longshore sediment transport, sediment transport models, coastal zone

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2703 Flow Field Analysis of a Liquid Ejector Pump Using Embedded Large Eddy Simulation Methodology

Authors: Qasim Zaheer, Jehanzeb Masud

Abstract:

The understanding of entrainment and mixing phenomenon in the ejector pump is of pivotal importance for designing and performance estimation. In this paper, the existence of turbulent vortical structures due to Kelvin-Helmholtz instability at the free surface between the motive and the entrained fluids streams are simulated using Embedded LES methodology. The efficacy of Embedded LES for simulation of complex flow field of ejector pump is evaluated using ANSYS Fluent®. The enhanced mixing and entrainment process due to breaking down of larger eddies into smaller ones as a consequence of Vortex Stretching phenomenon is captured in this study. Moreover, the flow field characteristics of ejector pump like pressure velocity fields and mass flow rates are analyzed and validated against the experimental results.

Keywords: Kelvin Helmholtz instability, embedded LES, complex flow field, ejector pump

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2702 Identifying Patterns of Seeking and Providing Help Online among Adolescents in Israel

Authors: Gali Pesin, Yuliya Lipshits-Braziler, Sima Amram-Vaknin, Moshe Tatar

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The present study introduces four different patterns of seeking and providing help online among adolescents: (I) ‘Transceivers’ - adolescents who both seek as well as provide help online; (II) ‘Receivers’ - adolescents who seek help online, yet don’t provide it; (III) ‘Transmitters’ - adolescents who provide help online, yet don’t seek it; and (IV) ‘Idles’ - adolescents who refrain from seeking and providing help online. The study examined differences in seeking and providing help online between possible combinations of the four patterns, as well as gender differences within each pattern. Data was collected from 528 adolescents in Israel (59% were girls). Findings revealed that Transceivers are the largest group (45%) in this study, with higher representation of girls (65%). These adolescents seek help mainly around social difficulties, and they turn to peers who are both known and unknown to them. In addition, their preferred way to seek and provide help is through social network sites. Moreover, they often accept and give others emotional support. Receivers are the smallest group (5%) in this study. They turn to both known and unknown professionals more often than to friends and family. In addition, they seek help mostly around health and nutrition issues, and they usually receive instrumental support. For Receivers, the most important factor for seeking help online is anonymity, and the least important factor is familiarity with the help giver. Transmitters represent 16% of the adolescents in this study, with a greater representation of boys (52%). Their main reason to refrain from seeking help online is self-reliance. Nevertheless, these adolescents provide help to others online, mainly to those known to them through posting or responding to posts on social network sites. Idles represent 34% of the adolescents in this study. They refrain from seeking help online mainly due to their preference to seek help face to face, and due to their lack of trust in the internet or those using it. Idles and Transmitters are willing to seek help online mostly from friends and family. In addition, they are willing seek help online mainly regarding questions concerning military or civil service. They consider the most important facilitators for seeking help online as confidentiality and reliability. The present study’s main contribution is exploring the role of providing online help in understanding the adolescent behavior of seeking help online. In addition, the results of the present study have practical implications for the work of mental health providers, such as counseling psychologists and online mental health support.

Keywords: adolescents, counseling, online help-seeking, online help-providing

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2701 Modelling High-Frequency Crude Oil Dynamics Using Affine and Non-Affine Jump-Diffusion Models

Authors: Katja Ignatieva, Patrick Wong

Abstract:

We investigated the dynamics of high frequency energy prices, including crude oil and electricity prices. The returns of underlying quantities are modelled using various parametric models such as stochastic framework with jumps and stochastic volatility (SVCJ) as well as non-parametric alternatives, which are purely data driven and do not require specification of the drift or the diffusion coefficient function. Using different statistical criteria, we investigate the performance of considered parametric and nonparametric models in their ability to forecast price series and volatilities. Our models incorporate possible seasonalities in the underlying dynamics and utilise advanced estimation techniques for the dynamics of energy prices.

Keywords: stochastic volatility, affine jump-diffusion models, high frequency data, model specification, markov chain monte carlo

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2700 Direct Transient Stability Assessment of Stressed Power Systems

Authors: E. Popov, N. Yorino, Y. Zoka, Y. Sasaki, H. Sugihara

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This paper discusses the performance of critical trajectory method (CTrj) for power system transient stability analysis under various loading settings and heavy fault condition. The method obtains Controlling Unstable Equilibrium Point (CUEP) which is essential for estimation of power system stability margins. The CUEP is computed by applying the CTrjto the boundary controlling unstable equilibrium point (BCU) method. The Proposed method computes a trajectory on the stability boundary that starts from the exit point and reaches CUEP under certain assumptions. The robustness and effectiveness of the method are demonstrated via six power system models and five loading conditions. As benchmark is used conventional simulation method whereas the performance is compared with and BCU Shadowing method.

Keywords: power system, transient stability, critical trajectory method, energy function method

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2699 Modeling Geogenic Groundwater Contamination Risk with the Groundwater Assessment Platform (GAP)

Authors: Joel Podgorski, Manouchehr Amini, Annette Johnson, Michael Berg

Abstract:

One-third of the world’s population relies on groundwater for its drinking water. Natural geogenic arsenic and fluoride contaminate ~10% of wells. Prolonged exposure to high levels of arsenic can result in various internal cancers, while high levels of fluoride are responsible for the development of dental and crippling skeletal fluorosis. In poor urban and rural settings, the provision of drinking water free of geogenic contamination can be a major challenge. In order to efficiently apply limited resources in the testing of wells, water resource managers need to know where geogenically contaminated groundwater is likely to occur. The Groundwater Assessment Platform (GAP) fulfills this need by providing state-of-the-art global arsenic and fluoride contamination hazard maps as well as enabling users to create their own groundwater quality models. The global risk models were produced by logistic regression of arsenic and fluoride measurements using predictor variables of various soil, geological and climate parameters. The maps display the probability of encountering concentrations of arsenic or fluoride exceeding the World Health Organization’s (WHO) stipulated concentration limits of 10 µg/L or 1.5 mg/L, respectively. In addition to a reconsideration of the relevant geochemical settings, these second-generation maps represent a great improvement over the previous risk maps due to a significant increase in data quantity and resolution. For example, there is a 10-fold increase in the number of measured data points, and the resolution of predictor variables is generally 60 times greater. These same predictor variable datasets are available on the GAP platform for visualization as well as for use with a modeling tool. The latter requires that users upload their own concentration measurements and select the predictor variables that they wish to incorporate in their models. In addition, users can upload additional predictor variable datasets either as features or coverages. Such models can represent an improvement over the global models already supplied, since (a) users may be able to use their own, more detailed datasets of measured concentrations and (b) the various processes leading to arsenic and fluoride groundwater contamination can be isolated more effectively on a smaller scale, thereby resulting in a more accurate model. All maps, including user-created risk models, can be downloaded as PDFs. There is also the option to share data in a secure environment as well as the possibility to collaborate in a secure environment through the creation of communities. In summary, GAP provides users with the means to reliably and efficiently produce models specific to their region of interest by making available the latest datasets of predictor variables along with the necessary modeling infrastructure.

Keywords: arsenic, fluoride, groundwater contamination, logistic regression

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2698 Corruption, a Prelude to Problems of Governance in Pakistan

Authors: Umbreen Javaid

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Pakistan’s experience with nascent, yet to be evolved democratic institutions inherited from the British Empire, has not been a pleasant one when evaluated in terms of good governance, development, and success of anti-corruption mechanisms. The country has remained entangled in a vicious circle of accumulating large budget deficits, dwindling economy, low foreign direct investment, political instability, and rising terrorism. It is thus not surprising that no account of the state aimed at analyzing the six-decade journey since her inception is replete with negative connotations like dysfunctional, failed, fragile or weak state. The limited pool of experience of handling democratic institutions and lack of political will be on the part of country’s political elite to transform the society on democratic footings have left Pakistan as a “limited access order” state. The widespread illiteracy becomes a double edge sword when a largely illiterate electorate elects representatives who mostly come from a semi-educated background with the limited understanding of democratic minutiae and little or no proclivity to resist monetary allures. The prevalence of culture of patronage with widespread poverty coupled with absence of a comprehensive system of investigating, prosecuting and adjudicating cases of corruption encourage the practice that has been eroding the state’s foundations since her inception owing to the unwillingness of the traditional elites who have been strongly resistant towards any attempts aimed at disseminating powers. An analytical study of the historical, political, cultural, economic and administrative hurdles that have been at work in impeding Pakistan’s transition to a democratic, accountable society would be instrumental in understanding the issue of widespread plague of corruption and state’s inefficiency to cope with it effectively. The issue of corruption in Pakistan becomes more important when seen in the context of her vulnerability to terrorism and religious extremism. In this regard, Pakistan needs to learn a lot from developed countries in order to evolve a comprehensive strategy for combating and preventing this pressing issue.

Keywords: Pakistan, corruption, anti-corruption, limited access order

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2697 Aliasing Free and Additive Error in Spectra for Alpha Stable Signals

Authors: R. Sabre

Abstract:

This work focuses on the symmetric alpha stable process with continuous time frequently used in modeling the signal with indefinitely growing variance, often observed with an unknown additive error. The objective of this paper is to estimate this error from discrete observations of the signal. For that, we propose a method based on the smoothing of the observations via Jackson polynomial kernel and taking into account the width of the interval where the spectral density is non-zero. This technique allows avoiding the “Aliasing phenomenon” encountered when the estimation is made from the discrete observations of a process with continuous time. We have studied the convergence rate of the estimator and have shown that the convergence rate improves in the case where the spectral density is zero at the origin. Thus, we set up an estimator of the additive error that can be subtracted for approaching the original signal without error.

Keywords: spectral density, stable processes, aliasing, non parametric

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2696 Asymptotic Expansion of the Korteweg-de Vries-Burgers Equation

Authors: Jian-Jun Shu

Abstract:

It is common knowledge that many physical problems (such as non-linear shallow-water waves and wave motion in plasmas) can be described by the Korteweg-de Vries (KdV) equation, which possesses certain special solutions, known as solitary waves or solitons. As a marriage of the KdV equation and the classical Burgers (KdVB) equation, the Korteweg-de Vries-Burgers (KdVB) equation is a mathematical model of waves on shallow water surfaces in the presence of viscous dissipation. Asymptotic analysis is a method of describing limiting behavior and is a key tool for exploring the differential equations which arise in the mathematical modeling of real-world phenomena. By using variable transformations, the asymptotic expansion of the KdVB equation is presented in this paper. The asymptotic expansion may provide a good gauge on the validation of the corresponding numerical scheme.

Keywords: asymptotic expansion, differential equation, Korteweg-de Vries-Burgers (KdVB) equation, soliton

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2695 Optimization of Operational Water Quality Parameters in a Drinking Water Distribution System Using Response Surface Methodology

Authors: Sina Moradi, Christopher W. K. Chow, John Van Leeuwen, David Cook, Mary Drikas, Patrick Hayde, Rose Amal

Abstract:

Chloramine is commonly used as a disinfectant in drinking water distribution systems (DWDSs), particularly in Australia and the USA. Maintaining a chloramine residual throughout the DWDS is important in ensuring microbiologically safe water is supplied at the customer’s tap. In order to simulate how chloramine behaves when it moves through the distribution system, a water quality network model (WQNM) can be applied. In this work, the WQNM was based on mono-chloramine decomposition reactions, which enabled prediction of mono-chloramine residual at different locations through a DWDS in Australia, using the Bentley commercial hydraulic package (Water GEMS). The accuracy of WQNM predictions is influenced by a number of water quality parameters. Optimization of these parameters in order to obtain the closest results in comparison with actual measured data in a real DWDS would result in both cost reduction as well as reduction in consumption of valuable resources such as energy and materials. In this work, the optimum operating conditions of water quality parameters (i.e. temperature, pH, and initial mono-chloramine concentration) to maximize the accuracy of mono-chloramine residual predictions for two water supply scenarios in an entire network were determined using response surface methodology (RSM). To obtain feasible and economical water quality parameters for highest model predictability, Design Expert 8.0 software (Stat-Ease, Inc.) was applied to conduct the optimization of three independent water quality parameters. High and low levels of the water quality parameters were considered, inevitably, as explicit constraints, in order to avoid extrapolation. The independent variables were pH, temperature and initial mono-chloramine concentration. The lower and upper limits of each variable for two water supply scenarios were defined and the experimental levels for each variable were selected based on the actual conditions in studied DWDS. It was found that at pH of 7.75, temperature of 34.16 ºC, and initial mono-chloramine concentration of 3.89 (mg/L) during peak water supply patterns, root mean square error (RMSE) of WQNM for the whole network would be minimized to 0.189, and the optimum conditions for averaged water supply occurred at pH of 7.71, temperature of 18.12 ºC, and initial mono-chloramine concentration of 4.60 (mg/L). The proposed methodology to predict mono-chloramine residual can have a great potential for water treatment plant operators in accurately estimating the mono-chloramine residual through a water distribution network. Additional studies from other water distribution systems are warranted to confirm the applicability of the proposed methodology for other water samples.

Keywords: chloramine decay, modelling, response surface methodology, water quality parameters

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2694 Study of Error Analysis and Sources of Uncertainty in the Measurement of Residual Stresses by the X-Ray Diffraction

Authors: E. T. Carvalho Filho, J. T. N. Medeiros, L. G. Martinez

Abstract:

Residual stresses are self equilibrating in a rigid body that acts on the microstructure of the material without application of an external load. They are elastic stresses and can be induced by mechanical, thermal and chemical processes causing a deformation gradient in the crystal lattice favoring premature failure in mechanicals components. The search for measurements with good reliability has been of great importance for the manufacturing industries. Several methods are able to quantify these stresses according to physical principles and the response of the mechanical behavior of the material. The diffraction X-ray technique is one of the most sensitive techniques for small variations of the crystalline lattice since the X-ray beam interacts with the interplanar distance. Being very sensitive technique is also susceptible to variations in measurements requiring a study of the factors that influence the final result of the measurement. Instrumental, operational factors, form deviations of the samples and geometry of analyzes are some variables that need to be considered and analyzed in order for the true measurement. The aim of this work is to analyze the sources of errors inherent to the residual stress measurement process by X-ray diffraction technique making an interlaboratory comparison to verify the reproducibility of the measurements. In this work, two specimens were machined, differing from each other by the surface finishing: grinding and polishing. Additionally, iron powder with particle size less than 45 µm was selected in order to be a reference (as recommended by ASTM E915 standard) for the tests. To verify the deviations caused by the equipment, those specimens were positioned and with the same analysis condition, seven measurements were carried out at 11Ψ tilts. To verify sample positioning errors, seven measurements were performed by positioning the sample at each measurement. To check geometry errors, measurements were repeated for the geometry and Bragg Brentano parallel beams. In order to verify the reproducibility of the method, the measurements were performed in two different laboratories and equipments. The results were statistically worked out and the quantification of the errors.

Keywords: residual stress, x-ray diffraction, repeatability, reproducibility, error analysis

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2693 Volarization of Sugarcane Bagasse: The Effect of Alkali Concentration, Soaking Time and Temperature on Fibre Yield

Authors: Tamrat Tesfaye, Tilahun Seyoum, K. Shabaridharan

Abstract:

The objective of this paper was to determine the effect of NaOH concentration, soaking time, soaking temperature and their interaction on percentage yield of fibre extract using Response Surface Methodology (RSM). A Box-Behnken design was employed to optimize the extraction process of cellulosic fibre from sugar cane by-product bagasse using low alkaline extraction technique. The quadratic model with the optimal technological conditions resulted in a maximum fibre yield of 56.80% at 0.55N NaOH concentration, 4 h steeping time and 60ᵒC soaking temperature. Among the independent variables concentration was found to be the most significant (P < 0.005) variable and the interaction effect of concentration and soaking time leads to securing the optimized processes.

Keywords: sugarcane bagasse, low alkaline, Box-Behnken, fibre

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2692 Feasibility Assessment of High-Temperature Superconducting AC Cable Lines Implementation in Megacities

Authors: Andrey Kashcheev, Victor Sytnikov, Mikhail Dubinin, Elena Filipeva, Dmitriy Sorokin

Abstract:

Various variants of technical solutions aimed at improving the reliability of power supply to consumers of 110 kV substation are considered. For each technical solution, the results of calculation and analysis of electrical modes and short-circuit currents in the electrical network are presented. The estimation of electric energy consumption for losses within the boundaries of substation reconstruction was carried out in accordance with the methodology for determining the standards of technological losses of electricity during its transmission through electric networks. The assessment of the technical and economic feasibility of the use of HTS CL compared with the complex reconstruction of the 110 kV substation was carried out. It is shown that the use of high-temperature superconducting AC cable lines is a possible alternative to traditional technical solutions used in the reconstruction of substations.

Keywords: superconductivity, cable lines, superconducting cable, AC cable, feasibility

Procedia PDF Downloads 99