Search results for: mean bias error

Authors: Adriano Z. Zambom, Preethi Ravikumar

Abstract:

One of the biggest challenges in nonparametric regression is the curse of dimensionality. Additive models are known to overcome this problem by estimating only the individual additive effects of each covariate. However, if the model is misspecified, the accuracy of the estimator compared to the fully nonparametric one is unknown. In this work the efficiency of completely nonparametric regression estimators such as the Loess is compared to the estimators that assume additivity in several situations, including additive and non-additive regression scenarios. The comparison is done by computing the oracle mean square error of the estimators with regards to the true nonparametric regression function. Then, a backward elimination selection procedure based on the Akaike Information Criteria is proposed, which is computed from either the additive or the nonparametric model. Simulations show that if the additive model is misspecified, the percentage of time it fails to select important variables can be higher than that of the fully nonparametric approach. A dimension reduction step is included when nonparametric estimator cannot be computed due to the curse of dimensionality. Finally, the Boston housing dataset is analyzed using the proposed backward elimination procedure and the selected variables are identified.

Keywords: additive model, nonparametric regression, variable selection, Akaike Information Criteria

Procedia PDF Downloads 265

Authors: Liang-Hsuan Chen, Sheng-Shing Nien

Abstract:

This study aims to develop approaches to formulate intuitionistic fuzzy regression (IFR) models for many decision-making applications in the fuzzy environments using intuitionistic fuzzy observations. Intuitionistic fuzzy numbers (IFNs) are used to characterize the fuzzy input and output variables in the IFR formulation processes. A mathematical programming problem (MPP) is built up to optimally determine the IFR parameters. Each parameter in the MPP is defined as a couple of alternative numerical variables with opposite signs, and an intuitionistic fuzzy error term is added to the MPP to characterize the uncertainty of the model. The IFR model is formulated based on the distance measure to minimize the total distance errors between estimated and observed intuitionistic fuzzy responses in the MPP resolution processes. The proposed approaches are simple/efficient in the formulation/resolution processes, in which the sign of parameters can be determined so that the problem to predetermine the sign of parameters is avoided. Furthermore, the proposed approach has the advantage that the spread of the predicted IFN response will not be over-increased, since the parameters in the established IFR model are crisp. The performance of the obtained models is evaluated and compared with the existing approaches.

Keywords: fuzzy sets, intuitionistic fuzzy number, intuitionistic fuzzy regression, mathematical programming method

Procedia PDF Downloads 138

Authors: Anand Kishore Kola, G. Uday Bhaskar Babu, Kotturi Ajay Kumar

Abstract:

The modern dynamic systems used in industries are complex in nature and hence the fractional order controllers have been contemplated as a fresh approach to control system design that takes the complexity into account. Traditional integer order controllers use integer derivatives and integrals to control systems, whereas fractional order controllers use fractional derivatives and integrals to regulate memory and non-local behavior. This study provides a method based on the maximumsensitivity (Ms) methodology to discover all resilient fractional filter Internal Model Control - proportional integral derivative (IMC-PID) controllers that stabilize the closed-loop system and deliver the highest performance for a time delay system with a Smith predictor configuration. Additionally, it helps to enhance the range of PID controllers that are used to stabilize the system. This study also evaluates the effectiveness of the suggested controller approach for minimum phase system in comparison to those currently in use which are based on Integral of Absolute Error (IAE) and Total Variation (TV).

Keywords: modern dynamic systems, fractional order controllers, maximum-sensitivity, IMC-PID controllers, Smith predictor, IAE and TV

Procedia PDF Downloads 65

Authors: M. J. Davidson, N. Selvaraj, L. Venugopal

Abstract:

The elevated temperature forming studies on the expansion of thin walled tubes have been studied in the present work. The influence of process parameters namely the die angle, the die ratio and the operating temperatures on the expansion of tube ends at elevated temperatures is carried out. The range of operating parameters have been identified by perfoming extensive simulation studies. The hot forming parameters have been evaluated for AA2014 alloy for performing the simulation studies. Experimental matrix has been developed from the feasible range got from the simulation results. The design of experiments is used for the optimization of process parameters. Response Surface Method’s (RSM) and Box-Behenken design (BBD) is used for developing the mathematical model for expansion. Analysis of variance (ANOVA) is used to analyze the influence of process parameters on the expansion of tube ends. The effect of various process combinations of expansion are analyzed through graphical representations. The developed model is found to be appropriate as the coefficient of determination value is very high and is equal to 0.9726. The predicted values are found to coincide well with the experimental results, within acceptable error limits.

Keywords: expansion, optimization, Response Surface Method (RSM), ANOVA, bbd, residuals, regression, tube

Procedia PDF Downloads 509

Authors: Kgolagano Mpejane

Abstract:

The study applies a New Institutional Economics (NIE) analytical framework to trade in developing economies by assessing the impacts of institutional quality and institutional quality distance on agricultural trade using a panel data of 15 Southern African Development Community (SADC) countries from the years 1991-2010. The issue of institutions on agricultural trade has not been accorded the necessary attention in the literature, particularly in developing economies. Therefore, the paper empirically tests the gravity model of international trade by measuring the impact of political, economic and legal institutions on intra SADC agricultural trade. The gravity model is noted for its exploratory power and strong theoretical foundation. However, the model has statistical shortcomings in dealing with zero trade values and heteroscedasticity residuals leading to biased results. Therefore, this study employs a two stage Heckman selection model with a Probit equation to estimate the influence of institutions on agricultural trade. The selection stages include the inverse Mills ratio to account for the variable bias of the gravity model. The Heckman model accounts for zero trade values and is robust in the presence of heteroscedasticity. The empirical results of the study support the NIE theory premise that institutions matter in trade. The results demonstrate that institutions determine bilateral agricultural trade on different margins with political institutions having positive and significant influence on bilateral agricultural trade flows within the SADC region. Legal and economic institutions have significant and negative effects on SADC trade. Furthermore, the results of this study confirm that institutional quality distance influences agricultural trade. Legal and political institutional distance have a positive and significant influence on bilateral agricultural trade while the influence of economic, institutional quality is negative and insignificant. The results imply that nontrade barriers, in the form of institutional quality and institutional quality distance, are significant factors limiting intra SADC agricultural trade. Therefore, gains from intra SADC agricultural trade can be attained through the improvement of institutions within the region.

Keywords: agricultural trade, institutions, gravity model, SADC

Procedia PDF Downloads 148

Authors: Molnar Catalina, Lexi Frankel, Amalia Ardeljan, Enoch Kim, Marissa Dallara, Omar Rashid

Abstract:

Introduction: Clostridium difficile (C. diff) is a toxin-producing bacteria that can cause diarrhea and colitis. U.S. Center for Disease Control and Prevention revealed that C. difficile infection (CDI) has increased from 31 cases per 100,000 persons per year in 1996 to 61 per 100,000 in 2003. Approximately 500,000 cases per year occur in the United States. After exposure, the bacteria colonize the colon, where it adheres to the intestinal epithelium where it produces two toxins: TcdA and TcdB. TcdA affects the intestinal epithelium, causing fluid secretion, inflammation, and tissue necrosis, while TcdB acts as a cytotoxin purpose of this study was to evaluate the association between C diff infection and bronchial lung cancer development. Methods: Using ICD- 9 and ICD-10 codes, the data was provided by a Health Insurance Portability and Accountability Act (HIPAA) compliant national database to assess the patients infected with C diff as opposed to the non-infected patients. The Holy Cross Health, Fort Lauderdale, granted access to the database for the purpose of academic research. Patients were matched for age and Charlson Comorbidity Index (CCI). Standard statistical methods were used. Results: Bronchial lung cancer occurrence in the population not infected with C diff infection was 4741, as opposed to the population infected with C. diff, where 2039 cases of lung cancer were observed. The difference was statistically significant (p-value < 2.2x10^e-16), which reveals that C diff might be protective against bronchial lung cancer. The data was then matched by treatment to create to minimize the effect of treatment bias. Bronchial cancer incidence was 422 and 861 in infected vs. non-infected (p-value of < 2.2x10^e-16), which once more indicates that C diff infection could be beneficial in diminishing bronchial cancer development. Conclusion: This retrospective study conveys a statistical correlation between C diff infection and decreased incidence of lung bronchial cancer. Further studies are needed to comprehend the protective mechanisms of C. Diff infection on lung cancer.

Keywords: C. diff, lung cancer, protective, microbiology

Procedia PDF Downloads 235

Authors: Hadi Rouhi Belvirdi, Davoud Beheshtizadeh

Abstract:

The increasing demand for sustainable construction materials has led to a growing interest in high-strength recycled concrete (HSRC). Utilizing recycled materials not only reduces waste but also minimizes the depletion of natural resources. This study explores the application of artificial intelligence (AI) techniques to model and predict the properties of HSRC. In the past two decades, the production levels in various industries and, consequently, the amount of waste have increased significantly. Continuing this trend will undoubtedly cause irreparable damage to the environment. For this reason, engineers have been constantly seeking practical solutions for recycling industrial waste in recent years. This research utilized the results of the compressive strength of 90-day high-strength recycled concrete. The method for creating recycled concrete involved replacing sand with crushed glass and using glass powder instead of cement. Subsequently, a feedforward artificial neural network was employed to model the compressive strength results for 90 days. The regression and error values obtained indicate that this network is suitable for modeling the compressive strength data.

Keywords: high-strength recycled concrete, feedforward artificial neural network, regression, construction materials

Procedia PDF Downloads 13

Authors: I. Behroyan, P. Ganesan, S. He, S. Sivasankaran

Abstract:

This study compares the predictions of five types of Computational Fluid Dynamics (CFD) models, including two single-phase models (i.e. Newtonian and non-Newtonian) and three two-phase models (Eulerian-Eulerian, mixture and Eulerian-Lagrangian), to investigate turbulent forced convection of Cu-water nanofluid in a tube with a constant heat flux on the tube wall. The Reynolds (Re) number of the flow is between 10,000 and 25,000, while the volume fraction of Cu particles used is in the range of 0 to 2%. The commercial CFD package of ANSYS-Fluent is used. The results from the CFD models are compared with results from experimental investigations from literature. According to the results of this study, non-Newtonian single-phase model, in general, does not show a good agreement with Xuan and Li correlation in prediction of Nu number. Eulerian-Eulerian model gives inaccurate results expect for φ=0.5%. Mixture model gives a maximum error of 15%. Newtonian single-phase model and Eulerian-Lagrangian model, in overall, are the recommended models. This work can be used as a reference for selecting an appreciate model for future investigation. The study also gives a proper insight about the important factors such as Brownian motion, fluid behavior parameters and effective nanoparticle conductivity which should be considered or changed by the each model.

Keywords: heat transfer, nanofluid, single-phase models, two-phase models

Procedia PDF Downloads 484

Authors: Syed Hammad Ali, Rijan Bhakta Kayastha, Danial Hashmi, Richard Armstrong, Ahuti Shrestha, Iram Bano, Javed Hassan

Abstract:

This paper presents the results of a semi-distributed modified positive degree-day model (MPDDM) for estimating snow and ice melt contributions to discharge from the glacierized Hunza River basin, Pakistan. The model uses daily temperature data, daily precipitation data, and positive degree day factors for snow and ice melt. The model is calibrated for the period 1995-2001 and validated for 2002-2013, and demonstrates close agreements between observed and simulated discharge with Nash–Sutcliffe Efficiencies of 0.90 and 0.88, respectively. Furthermore, the Weather Research and Forecasting model projected temperature, and precipitation data from 2016-2050 are used for representative concentration pathways RCP4.5 and RCP8.5, and bias correction was done using a statistical approach for future discharge estimation. No drastic changes in future discharge are predicted for the emissions scenarios. The aggregate snow-ice melt contribution is 39% of total discharge in the period 1993-2013. Snow-ice melt contribution ranges from 35% to 63% during the high flow period (May to October), which constitutes 89% of annual discharge; in the low flow period (November to April) it ranges from 0.02% to 17%, which constitutes 11 % of the annual discharge. The snow-ice melt contribution to total discharge will increase gradually in the future and reach up to 45% in 2041-2050. From a sensitivity analysis, it is found that the combination of a 2°C temperature rise and 20% increase in precipitation shows a 10% increase in discharge. The study allows us to evaluate the impact of climate change in such basins and is also useful for the future prediction of discharge to define hydropower potential, inform other water resource management in the area, to understand future changes in snow-ice melt contribution to discharge, and offer a possible evaluation of future water quantity and availability.

Keywords: climate variability, future discharge projection, positive degree day, regional climate model, water resource management

Procedia PDF Downloads 290

Authors: Basak Can

Abstract:

This paper introduces an iterative and weighted localization method that utilizes a unique cost function formulation to significantly enhance the performance of positioning systems. The system employs locators, such as Gateways (GWs), to estimate and track the position of an End Node (EN). Performance is evaluated relative to the number of locators, with known locations determined through calibration. Performance evaluation is presented utilizing low cost single-antenna Bluetooth Low Energy (BLE) devices. The proposed approach can be applied to alternative Internet of Things (IoT) modulation schemes, as well as Ultra WideBand (UWB) or millimeter-wave (mmWave) based devices. In non-line-of-sight (NLOS) scenarios, using four or eight locators yields a 95th percentile localization performance of 2.2 meters and 1.5 meters, respectively, in a 4,305 square feet indoor area with BLE 5.1 devices. This method outperforms conventional RSSI-based techniques, achieving a 51% improvement with four locators and a 52 % improvement with eight locators. Future work involves modeling interference impact and implementing data curation across multiple channels to mitigate such effects.

Keywords: lateration, least squares, Levenberg-Marquardt algorithm, localization, path-loss, RMS error, RSSI, sensors, shadow fading, weighted localization

Procedia PDF Downloads 25

Authors: Inyeol Paik, Ah-Ryang Kim

Abstract:

In this research, a statistical analysis is carried out to examine the statistical properties of the formula given in the design code for concrete structures. The design formulas of the Korea highway bridge design code - the limit state design method (KHBDC) which is the current national bridge design code and the design code for concrete structures by Korea Concrete Institute (KCI) are applied for the analysis. The safety levels provided by the strength formulas of the design codes are defined based on the probabilistic and statistical theory.KHBDC is a reliability-based design code. The load and resistance factors of this code were calibrated to attain the target reliability index. It is essential to define the statistical properties for the design formulas in this calibration process. In general, the statistical characteristics of a member strength are due to the following three factors. The first is due to the difference between the material strength of the actual construction and that used in the design calculation. The second is the difference between the actual dimensions of the constructed sections and those used in design calculation. The third is the difference between the strength of the actual member and the formula simplified for the design calculation. In this paper, the statistical study is focused on the third difference. The formulas for calculating the shear strength of concrete members are presented in different ways in KHBDC and KCI. In this study, the statistical properties of design formulas were obtained through comparison with the database which comprises the experimental results from the reference publications. The test specimen was either reinforced with the shear stirrup or not. For an applied database, the bias factor was about 1.12 and the coefficient of variation was about 0.18. By applying the statistical properties of the design formula to the reliability analysis, it is shown that the resistance factors of the current design codes satisfy the target reliability indexes of both codes. Also, the minimum resistance factors of the KHBDC which is written in the material resistance factor format and KCE which is in the member resistance format are obtained and the results are presented. A further research is underway to calibrate the resistance factors of the high strength and high-performance concrete design guide.

Keywords: concrete design code, reliability analysis, resistance factor, shear strength, statistical property

Procedia PDF Downloads 319

Authors: Ehsan Mehryaar, Reza Bushehri

Abstract:

One of the principal parameters defining the clay soil dynamic response is the strain-shear modulus relation. Predicting the strain and, subsequently, shear modulus reduction of the soil is essential for performance analysis of structures exposed to earthquake and dynamic loadings. Many soil properties affect soil’s dynamic behavior. In order to capture those effects, in this study, a database containing 1193 data points consists of maximum shear modulus, strain, moisture content, initial void ratio, plastic limit, liquid limit, initial confining pressure resulting from dynamic laboratory testing of 21 clays is collected for predicting the shear modulus vs. strain curve of soil. A model based on an extreme gradient boosting technique is proposed. A tree-structured parzan estimator hyper-parameter tuning algorithm is utilized simultaneously to find the best hyper-parameters for the model. The performance of the model is compared to the existing empirical equations using the coefficient of correlation and root mean square error.

Keywords: XGBoost, hyper-parameter tuning, soil shear modulus, dynamic response

Procedia PDF Downloads 201

Authors: Busaba Phurksaphanrat

Abstract:

This research proposes a pre-emptive fuzzy goal programming model for multi-objective multi-mode resource constrained project scheduling problem. The objectives of the problem are minimization of the total time and the total cost of the project. Objective in a multi-mode resource-constrained project scheduling problem is often a minimization of make-span. However, both time and cost should be considered at the same time with different level of important priorities. Moreover, all elements of cost functions in a project are not included in the conventional cost objective function. Incomplete total project cost causes an error in finding the project scheduling time. In this research, pre-emptive fuzzy goal programming is presented to solve the multi-objective multi-mode resource constrained project scheduling problem. It can find the compromise solution of the problem. Moreover, it is also flexible in adjusting to find a variety of alternative solutions.

Keywords: multi-mode resource constrained project scheduling problem, fuzzy set, goal programming, pre-emptive fuzzy goal programming

Procedia PDF Downloads 435

Authors: Chien-Kuo Chiu

Abstract:

In the displacement-based seismic design and evaluation, equivalent linearization method is one of the approximation methods to estimate the maximum inelastic displacement response of a system. In this study, the accuracy of two equivalent linearization methods are investigated. The investigation consists of three soil condition in Taiwan (Taipei Basin 1, 2, and 3) and five different heights of building (H_r= 10, 20, 30, 40, and 50 m). The first method is the Taiwan equivalent linearization method (TELM) which was proposed based on Japanese equivalent linear method considering the modification factor, α_T= 0.85. On the basis of Lin and Miranda study, the second method is proposed with some modification considering Taiwan soil conditions. From this study, it is shown that Taiwanese equivalent linearization method gives better estimation compared to the modified Lin and Miranda method (MLM). The error index for the Taiwanese equivalent linearization method are 16%, 13%, and 12% for Taipei Basin 1, 2, and 3, respectively. Furthermore, a ductility demand spectrum of single-degree-of-freedom (SDOF) system is presented in this study as a guide for engineers to estimate the ductility demand of a structure.

Keywords: displacement-based design, ductility demand spectrum, equivalent linearization method, RC buildings, single-degree-of-freedom

Procedia PDF Downloads 162

Authors: Irene Yi

Abstract:

Machine learning, natural language processing, and neural network models of language are becoming more and more prevalent in the fields of technology and linguistics today. Training data for machines are at best, large corpora of human literature and at worst, a reflection of the ugliness in society. Computational linguistics is a growing field dealing with such issues of data collection for technological development. Machines have been trained on millions of human books, only to find that in the course of human history, derogatory and sexist adjectives are used significantly more frequently when describing females in history and literature than when describing males. This is extremely problematic, both as training data, and as the outcome of natural language processing. As machines start to handle more responsibilities, it is crucial to ensure that they do not take with them historical sexist and misogynistic notions. This paper gathers data and algorithms from neural network models of language having to deal with syntax, semantics, sociolinguistics, and text classification. Computational analysis on such linguistic data is used to find patterns of misogyny. Results are significant in showing the existing intentional and unintentional misogynistic notions used to train machines, as well as in developing better technologies that take into account the semantics and syntax of text to be more mindful and reflect gender equality. Further, this paper deals with the idea of non-binary gender pronouns and how machines can process these pronouns correctly, given its semantic and syntactic context. This paper also delves into the implications of gendered grammar and its effect, cross-linguistically, on natural language processing. Languages such as French or Spanish not only have rigid gendered grammar rules, but also historically patriarchal societies. The progression of society comes hand in hand with not only its language, but how machines process those natural languages. These ideas are all extremely vital to the development of natural language models in technology, and they must be taken into account immediately.

Keywords: computational analysis, gendered grammar, misogynistic language, neural networks

Procedia PDF Downloads 119

Authors: Jun Su Park, Byung Kwan Oh, Jin Woo Hwang, Yousok Kim, Hyo Seon Park

Abstract:

For the structural safety, the maximum stress calculated from the stress distribution of a structure is widely used. The stress distribution can be estimated by deformed shape of the structure obtained from measurement. Although the estimation of stress is strongly affected by the location and number of sensing points, most studies have conducted the stress estimation without reasonable basis on sensing plan such as the location and number of sensors. In this paper, an optimal sensing technique for estimating the stress distribution is proposed. This technique proposes the optimal location and number of sensing points for a 2-D frame structure while minimizing the error of stress distribution between analytical model and estimation by cubic smoothing splines using genetic algorithm. To verify the proposed method, the optimal sensor measurement technique is applied to simulation tests on 2-D steel frame structure. The simulation tests are performed under various loading scenarios. Through those tests, the optimal sensing plan for the structure is suggested and verified.

Keywords: genetic algorithm, optimal sensing, optimizing sensor placements, steel frame structure

Procedia PDF Downloads 531

Authors: Jianhua Zhou, Yuwen Zhang

Abstract:

A two-step multigrid approach is proposed to solve the inverse heat conduction problem in a 3-D object under laser irradiation. In the first step, the location of the laser center is estimated using a coarse and uniform grid system. In the second step, the front-surface temperature is recovered in good accuracy using a multiple grid system in which fine mesh is used at laser spot center to capture the drastic temperature rise in this region but coarse mesh is employed in the peripheral region to reduce the total number of sensors required. The effectiveness of the two-step approach and the multiple grid system are demonstrated by the illustrative inverse solutions. If the measurement data for the temperature and heat flux on the back surface do not contain random error, the proposed multigrid approach can yield more accurate inverse solutions. When the back-surface measurement data contain random noise, accurate inverse solutions cannot be obtained if both temperature and heat flux are measured on the back surface.

Keywords: conduction, inverse problems, conjugated gradient method, laser

Procedia PDF Downloads 369

Authors: Shubham Bhonde, Nekzad Doctor, Shashwat Gawande

Abstract:

For the use and the import of Keys and ID Transmitter as well as Body Control Modules with radio transmission in a lot of countries, homologation is required. Final deliverables in homologation of the product are certificates. In considering the world of homologation, there are approximately 200 certificates per product, with most of the certificates in local languages. It is challenging to manually investigate each certificate and extract relevant data from the certificate, such as expiry date, approval date, etc. It is most important to get accurate data from the certificate as inaccuracy may lead to missing re-homologation of certificates that will result in an incompliance situation. There is a scope of automation in reading the certificate data in the field of homologation. We are using deep learning as a tool for automation. We have first trained a model using machine learning by providing all country's basic data. We have trained this model only once. We trained the model by feeding pdf and jpg files using the ETL process. Eventually, that trained model will give more accurate results later. As an outcome, we will get the expiry date and approval date of the certificate with a single click. This will eventually help to implement automation features on a broader level in the database where certificates are stored. This automation will help to minimize human error to almost negligible.

Keywords: homologation, re-homologation, data science, deep learning, machine learning, ETL (extract transform loading)

Procedia PDF Downloads 163

Authors: Mohammad Anwar, Shah Waliullah

Abstract:

This study investigated panel data regression models. This paper used Bayesian and classical methods to study the impact of institutions on economic growth from data (1990-2014), especially in developing countries. Under the classical and Bayesian methodology, the two-panel data models were estimated, which are common effects and fixed effects. For the Bayesian approach, the prior information is used in this paper, and normal gamma prior is used for the panel data models. The analysis was done through WinBUGS14 software. The estimated results of the study showed that panel data models are valid models in Bayesian methodology. In the Bayesian approach, the effects of all independent variables were positively and significantly affected by the dependent variables. Based on the standard errors of all models, we must say that the fixed effect model is the best model in the Bayesian estimation of panel data models. Also, it was proved that the fixed effect model has the lowest value of standard error, as compared to other models.

Keywords: Bayesian approach, common effect, fixed effect, random effect, Dynamic Random Effect Model

Procedia PDF Downloads 68

Authors: Nguyen-Thanh Son

Abstract:

Flood is among the most frequent and costliest natural hazards. The flood disasters especially affect the poor people in rural areas, who are heavily dependent on agriculture and have lower incomes. Cambodia is identified as one of the most climate-vulnerable countries in the world, ranked 13th out of 181 countries most affected by the impacts of climate change. Flood monitoring is thus a strategic priority at national and regional levels because policymakers need reliable spatial and temporal information on flood-prone areas to form successful monitoring programs to reduce possible impacts on the country’s economy and people’s likelihood. This study aims to develop methods for flood mapping and assessment from MODIS data in Cambodia. We processed the data for the period from 2000 to 2017, following three main steps: (1) data pre-processing to construct smooth time-series vegetation and water surface indices, (2) delineation of flood-prone areas, and (3) accuracy assessment. The results of flood mapping were verified with the ground reference data, indicating the overall accuracy of 88.7% and a Kappa coefficient of 0.77, respectively. These results were reaffirmed by close agreement between the flood-mapping area and ground reference data, with the correlation coefficient of determination (R²) of 0.94. The seasonally flooded areas observed for 2010, 2015, and 2016 were remarkably smaller than other years, mainly attributed to the El Niño weather phenomenon exacerbated by impacts of climate change. Eventually, although several sources potentially lowered the mapping accuracy of flood-prone areas, including image cloud contamination, mixed-pixel issues, and low-resolution bias between the mapping results and ground reference data, our methods indicated the satisfactory results for delineating spatiotemporal evolutions of floods. The results in the form of quantitative information on spatiotemporal flood distributions could be beneficial to policymakers in evaluating their management strategies for mitigating the negative effects of floods on agriculture and people’s likelihood in the country.

Keywords: MODIS, flood, mapping, Cambodia

Procedia PDF Downloads 126

Authors: Peter Shi

Abstract:

Algorithmic trading is a rapidly expanding domain within quantitative finance, constituting a substantial portion of trading volumes in the US financial market. The demand for rigorous and robust mathematical theories underpinning these trading algorithms is ever-growing. In this study, the author establishes a new stock market model that integrates the Efficient Market Hypothesis and the statistical arbitrage. The model, for the first time, finds probabilistic relations between the rational price and the market price in terms of the conditional expectation. The theory consequently leads to a mathematical justification of the old market adage: buy-low and sell-high. The thresholds for “low” and “high” are precisely derived using a max-min operation on Bayes’s error. This explicit connection harmonizes the Efficient Market Hypothesis and Statistical Arbitrage, demonstrating their compatibility in explaining market dynamics. The amalgamation represents a pioneering contribution to quantitative finance. The study culminates in comprehensive numerical tests using historical market data, affirming that the “buy-low” and “sell-high” algorithm derived from this theory significantly outperforms the general market over the long term in four out of six distinct market environments.

Keywords: efficient market hypothesis, behavioral finance, Bayes' decision, algorithmic trading, risk control, stock market

Procedia PDF Downloads 72

Authors: Jinseon Song, Yongwan Park

Abstract:

In this paper, propose method that can user’s position that based on database is built from single camera. Previous positioning calculate distance by arrival-time of signal like GPS (Global Positioning System), RF(Radio Frequency). However, these previous method have weakness because these have large error range according to signal interference. Method for solution estimate position by camera sensor. But, signal camera is difficult to obtain relative position data and stereo camera is difficult to provide real-time position data because of a lot of image data, too. First of all, in this research we build image database at space that able to provide positioning service with single camera. Next, we judge similarity through image matching of database image and transmission image from user. Finally, we decide position of user through position of most similar database image. For verification of propose method, we experiment at real-environment like indoor and outdoor. Propose method is wide positioning range and this method can verify not only position of user but also direction.

Keywords: positioning, distance, camera, features, SURF(Speed-Up Robust Features), database, estimation

Procedia PDF Downloads 349

Authors: S. Abeysekera, M. Bazghaleh, M. P. L. Ooi, Y. C. Kuang, V. Kalavally

Abstract:

Smart LED-based lighting systems have significant advantages over traditional lighting systems due to their capability of producing tunable light spectrums on demand. The main challenge in the design of smart lighting systems is to produce sufficient luminous flux and uniformly accurate output spectrum for sufficiently broad area. This paper outlines the programmable LED lighting system design principles of design to achieve the two aims. In this paper, a seven-channel design using low-cost discrete LEDs is presented. Optimization algorithms are used to calculate the number of required LEDs, LEDs arrangements and optimum LED separation distance. The results show the illumination uniformity for each channel. The results also show that the maximum color error is below 0.0808 on the CIE1976 chromaticity scale. In conclusion, this paper considered the simulation and design of a seven-channel programmable lighting system using low-cost discrete LEDs to produce sufficient luminous flux and uniformly accurate output spectrum for sufficiently broad area.

Keywords: light spectrum control, LEDs, smart lighting, programmable LED lighting system

Procedia PDF Downloads 187

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

Abstract:

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

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

Procedia PDF Downloads 127

Authors: Said Yousif Khairi

Abstract:

Being a developing economy, imports of capital, raw materials and manufactories goods are vital for sustainable economic growth. In 2006, Libya imported LD 8 billion (US$ 6.25 billion) which composed of mainly machinery and transport equipment (49.3%), raw material (18%), and food products and live animals (13%). This represented about 10% of GDP. Thus, it is pertinent to investigate factors affecting the amount of Libyan imports. An econometric model representing the aggregate import demand for Libya was developed and estimated using the bounds test procedure, which based on an unrestricted error correction model (UECM). The data employed for the estimation was from 1970–2010. The results of the bounds test revealed that the volume of imports and its determinants namely real income, consumer price index and exchange rate are co-integrated. The findings indicate that the demand for imports is inelastic with respect to income, index price level and The exchange rate variable in the short run is statistically significant. In the long run, the income elasticity is elastic while the price elasticity and the exchange rate remains inelastic. This indicates that imports are important elements for Libyan economic growth in the long run.

Keywords: import demand, UECM, bounds test, Libya

Procedia PDF Downloads 361

Authors: Sreekanth T. G., Kishorekumar S., Sowndhariya Kumar J., Karthick R., Shanmugasuriyan S.

Abstract:

Composites are increasingly being used in industries due to their unique properties, such as high specific stiffness and specific strength, higher fatigue and wear resistances, and higher damage tolerance capability. Composites are prone to failures or damages that are difficult to identify, locate, and characterize due to their complex design features and complicated loading conditions. The lack of understanding of the damage mechanism of the composites leads to the uncertainties in the structural integrity and durability. Delamination is one of the most critical failure mechanisms in laminated composites because it progressively affects the mechanical performance of fiber-reinforced polymer composite structures over time. The identification and severity characterization of delamination in engineering fields such as the aviation industry is critical for both safety and economic concerns. The presence of delamination alters the vibration properties of composites, such as natural frequencies, mode shapes, and so on. In this study, numerical analysis and experimental analysis were performed on delaminated and non-delaminated glass fiber reinforced polymer (GFRP) plate, and the numerical and experimental analysis results were compared, and error percentage has been found out.

Keywords: composites, delamination, natural frequency, mode shapes

Procedia PDF Downloads 108

Authors: Shaun G. Abbott, Rebecca C. Reynolds, James B. Etter, John B. F. de Wit

Abstract:

The benefits of physical activity (PA) on health are well documented. Low socioeconomic status (SES) is associated with poor health, with PA a suggested mediator. Pedometers and accelerometers offer an effective behavior change tool to increase PA levels. While the role of pedometer and accelerometer use in increasing PA is recognized in many populations, little is known in low-SES groups. We are aiming to assess the effectiveness of pedometer- and accelerometer-based interventions for increasing PA step count and improving subsequent health outcomes among low-SES groups of high-income countries. Medline, Embase, PsycINFO, CENTRAL and SportDiscus databases were searched to identify articles published before 10th July, 2015; using search terms developed from previous systematic reviews. Inclusion criteria are: low-SES participants classified by income, geography, education, occupation or ethnicity; study duration minimum 4 weeks; an intervention and control group; wearing of an unsealed pedometer or accelerometer to objectively measure PA as step counts per day for the duration of the study. We retrieved 2,142 articles from our database searches, after removal of duplicates. Two investigators independently reviewed titles and abstracts of these articles (50% each) and a combined 20% sample were reviewed to account for inter-assessor variation. We are currently verifying the full texts of 430 articles. Included studies will be critically appraised for risk of bias using guidelines suggested by the Cochrane Public Health Group. Two investigators will extract data concerning the intervention; study design; comparators; steps per day; participants; context and presence or absence of obesity and/or chronic disease. Heterogeneity amongst studies is anticipated, thus a narrative synthesis of data will be conducted with the simplification of selected results into percentage increases from baseline to allow for between-study comparison. Results will be presented at the conference in December if selected.

Keywords: accelerometer, pedometer, physical activity, socioeconomic, step count

Procedia PDF Downloads 331

Authors: Paul Han, Jun-Geol Baek

Abstract:

In the flat panel display industry, the scheduler and dispatching system to meet production target quantities and the deadline of production are the major production management system which controls each facility production order and distribution of WIP (Work in Process). In dispatching system, delivery time is a key factor for the time when a lot can be supplied to the facility. In this paper, we use survival analysis methods to identify main factors and a forecasting model of delivery time. Of survival analysis techniques to select important explanatory variables, the cox proportional hazard model is used to. To make a prediction model, the Accelerated Failure Time (AFT) model was used. Performance comparisons were conducted with two other models, which are the technical statistics model based on transfer history and the linear regression model using same explanatory variables with AFT model. As a result, the Mean Square Error (MSE) criteria, the AFT model decreased by 33.8% compared to the existing prediction model, decreased by 5.3% compared to the linear regression model. This survival analysis approach is applicable to implementing a delivery time estimator in display manufacturing. And it can contribute to improve the productivity and reliability of production management system.

Keywords: delivery time, survival analysis, Cox PH model, accelerated failure time model

Procedia PDF Downloads 543

Authors: Harun Aydilek, Asiye Aydilek, Ali Allahverdi

Abstract:

Our objective is to minimize the total tardiness in an m-machine two-stage assembly flowshop scheduling problem. The objective is an important performance measure because of the fact that the fulfillment of due dates of customers has to be taken into account while making scheduling decisions. In the literature, the problem is considered with zero setup times which may not be realistic and appropriate for some scheduling environments. Considering separate setup times from processing times increases machine utilization by decreasing the idle time and reduces total tardiness. We propose two new algorithms and adapt four existing algorithms in the literature which are different versions of simulated annealing and genetic algorithms. Moreover, a dominance relation is developed based on the mathematical formulation of the problem. The developed dominance relation is incorporated in our proposed algorithms. Computational experiments are conducted to investigate the performance of the newly proposed algorithms. We find that one of the proposed algorithms performs significantly better than the others, i.e., the error of the best algorithm is less than those of the other algorithms by minimum 50%. The newly proposed algorithm is also efficient for the case of zero setup times and performs better than the best existing algorithm in the literature.

Keywords: algorithm, assembly flowshop, scheduling, simulation, total tardiness

Procedia PDF Downloads 329

Authors: Zubier Arfan, Paul Johnson

Abstract:

The electronification of financial markets and the rise of algorithmic trading has sparked a lot of interest from the mathematical community, for the market making-problem in particular. The research presented in this short paper solves the classic stochastic control problem in order to derive the strategy for a market-maker. It also shows how to calibrate and simulate the strategy with real limit order book data for back-testing. The ambiguity of limit-order priority in back-testing is dealt with by considering optimistic and pessimistic priority scenarios. The model, although it does outperform a naive strategy, assumes constant volatility, therefore, is not best suited to the LOB data. The Heston model is introduced to describe the price and variance process of the asset. The Trader's constant absolute risk aversion utility function is optimised by numerically solving a 3-dimensional Hamilton-Jacobi-Bellman partial differential equation to find the optimal limit order quotes. The results show that the stochastic volatility market-making model is more suitable for a risk-averse trader and is also less sensitive to calibration error than the constant volatility model.

Keywords: market-making, market-microsctrucure, stochastic volatility, quantitative trading

Procedia PDF Downloads 150